Eric Jacquier is a Visiting Professor of Finance at the MIT Sloan School of Management.
His research focuses on empirical asset pricing and financial econometrics. Jacquier is specifically interested in the forecasting of risk parameters, such as betas and volatilities, which are crucial for derivative pricing, as well as risk and portfolio management. He is a specialist of Bayesian methods in finance.
Prior to MIT, Jacquier was a Lecturer at the University of Chicago Booth School of Business, an Assistant Professor at Cornell University Johnson Graduate School of Management, a Visiting Assistant Professor at the University of Pennsylvania Wharton School, and an Assistant Professor at the Boston College Carroll School of Management. He has also taught at HEC Montréal. He consults and teaches executive education seminars in financial econometrics and quantitative risk and portfolio management.
Jacquier holds an MBA from the University of California, Los Angeles, and a PhD in finance and statistics from the University of Chicago Booth School of Business.
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