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 Value at risk (VaR) is a measure of the risk of loss for investments. It estimates how much a set of investments might lose (with a given probability), given normal market conditions, in a set time period such as a day. VaR is typically used by ...

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 The Paul Merage School of Business is the business school at the University of California, Irvine (UCI). It is one of the university's 14 academic units. The current Dean is Ian O. Williamson. The school confers Master of Business Administration (M ...

at the

University of California at Irvine The University of California, Irvine (UCI or UC Irvine) is a public land-grant research university in Irvine, California. One of the ten campuses of the University of California system, UCI offers 87 undergraduate degrees and 129 graduate and pr ...

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 The University of Chicago (UChicago, Chicago, U of C, or UChi) is a private university, private research university in Chicago, Illinois. Its main campus is located in Chicago's Hyde Park, Chicago, Hyde Park neighborhood. The University of Chic ...

and a degree in engineering from ULB Brussels.

References

{{DEFAULTSORT:Jorion, Philippe Year of birth missing (living people) Living people International finance economists University of Chicago Booth School of Business alumni University of California, Irvine faculty Financial writers