Swiss Finance Institute

The Swiss Finance Institute @ EPFL has been created to foster research in finance and to develop a strong offering of programs in finance and financial engineering at the Ecole Polytechnique Fédérale de Lausanne. The focus is on the areas within finance that have a natural interaction with mathematics, statistics, engineering, and science, namely, mathematical finance, financial econometrics, and entrepreneurial finance.

SFI teaching programs

The Swiss Finance Institute @ EPFL participates in serveral teaching programs:

Fields of Competences

  • Asset pricing
  • Corporate finance and governance
  • Financial engineering
  • Financial technology
  • International finance
  • Risk management
  • Sustainable finance

Support

The Swiss Finance Institute @ EPFL benefits from the institutional support of the Swiss Finance Institute, a private foundation created in 2006 by Switzerland’s banking and finance community in cooperation with leading Swiss universities, and from Swissquote, who endowed the Swissquote Chair in Quantitative Finance.

UPCOMING EVENTS

RECENT PUBLICATIONS

Sparse portfolio selection via topological data analysis based clustering

A. Goel; D. Filipović; P. Pasricha 

Quantitative Finance. 2025.  p. 1 – 31. DOI : 10.1080/14697688.2025.2544762.

Do Structured Products Improve Portfolio Performance? a Backtesting Exercise

F. Perusset; M. Rockinger 

JOURNAL OF INTERNATIONAL MONEY AND FINANCE. 2025. Vol. 157. DOI : 10.1016/j.jimonfin.2025.103396.

An Intermediation-Based Model of Exchange Rates

S. Malamud; A. Schrimpf; Y. Zhang 

The Review of Financial Studies. 2025. DOI : 10.1093/rfs/hhaf037.

Asset Pricing with Costly Short Sales

J. Hugonnier; R. Prieto 

Management Science. 2025. Vol. 71, num. 5, p. 3768 – 3789. DOI : 10.1287/mnsc.2023.01887.

Relationship Capital and Financing Decisions

T. Geelen; E. Morellec; N. Rostova 

Management Science. 2025. DOI : 10.1287/mnsc.2023.02415.