Caroline Hillairet

Caroline Hillairet

Research interests • Information assymetry and enlargement of filtrations. • Portfolio Optimization under constraints. • Credit Risk. • Longevity, long term interest rates. PhD Thesis Equilibrium on financial market information asymmetry and discontinuity of prices. Defended on November 20th, 2004, under the supervision of Monique Pontier, in the Laboratory of Statistics and Probability of Université Paul Sabatier (Toulouse III). Accreditation to supervise research Contribution to the risks of asymmetric information, longevity and outsourcing

Affiliations and Expertise

Assistant Professor, CMAP Ecole Polytechnique


Authors: Caroline Hillairet & Ying Jiao Release Date: 01 Sep 2017
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