Name Philippe Jorion Role Author | Education University of Chicago | |
Occupation Author, Professor of Finance, University of California at Irvine / Head of Risk Management at PAAMCO Notable work Value at Risk, Financial Risk Management Handbook, Big Bets Gone Bad Books Financial Risk Manager, Value at Risk: The New Ben, Big bets gone bad, Financial Risk Manage, Value at Risk - 3rd Ed - Part | ||
Philippe Jorion is an author, professor and risk manager. He is the author of more than 100 publications on the topic of risk management and international finance, and is credited with pioneering the Value at Risk approach to risk management.
Jorion's works include Financial Risk Manager Handbook and Value at Risk: The New Benchmark for Managing Financial Risk. He serves as the Chancellor’s Professor of Finance at the Paul Merage School of Business at the University of California at Irvine and is a Managing Director at investment firm PAAMCO where he heads the Risk Management group.
Jorion has received several awards honoring excellence in research and financial writing, including two from the CFA Institute. Jorion holds an MBA and a PhD from the University of Chicago and a degree in engineering from the University of Brussels.