Undergraduate and Master: Ecole Polytechnique (1987) and ENSAE (1989)
Ph.D.: MIT Department of Economics (1993)
University of Chicago Booth School of Business: Assistant Professor (1993-96), Associate Professor (1996-98), Professor of Finance (1998)
Princeton University: Otto A. Hack 1903 Professor of Finance and Economics (present position); Founding Director, Bendheim Center for Finance (1998-2014)
Co-Managing Editor, Journal of Econometrics, 2012-2018
Editor, Review of Financial Studies, 2003-2006
Associate Editor: Annals of Statistics (2003-2006), Econometrica (2007-2013), Journal of Finance (2007-2010), Finance and Stochastics (1996-2011), Journal of Econometrics (1999-2012), Journal of Financial Econometrics (2001-2011)
John Simon Guggenheim Memorial Foundation Fellow, 2008-09
Fellow of the Society for Financial Econometrics, elected 2013
Fellow of the Journal of Econometrics, 2008
Fellow of the American Statistical Association, elected 2008
Fellow of the Institute of Mathematical Statistics, elected 2004
Fellow of the Econometric Society, elected 2002
Western Finance Association, Director, 2003-2006
Dennis J. Aigner Award, Journal of Econometrics, 2003
FAME Annual Research Prize, 2001
Alfred P. Sloan Research Fellow, 1998-2000
Cornerstone Research Award, 1998
Michael J. Brennan Award, 1997
Research Associate, National Bureau of Economic Research
Emory Williams Award for Excellence in Teaching, University of Chicago, 1995
Review of Economic Studies, 1993 European Tour