Eric Renault is the C.V. Starr Professor of Economics. Professor Renault received his Masters in Economics and Statistics from ENSAE, Paris and his PhD in Applied Mathematics for Social Sciences from Paris University Dauphine. He is a leading figure in the fields of econometric theory and financial econometrics. Over his career he has had a substantial impact on many fields of research including continuous time finance, financial mathematics, option and derivative pricing, causality, stochastic volatility, generalized method of moments, nonparametric instrumental variables, and simulation-based estimation. In total, he has written over seventy research papers and scholarly book chapters, including several chapters in the prestigious Handbook series, and has supervised over twenty-five PhD students. 

Professor Renault has been an invited professor at Princeton University, the University of California at San Diego, the University of California at Riverside, the University of Melbourne, Monash University, the Becker-Friedman Institute, and the Stevanovic Center at the University of Chicago. He is a fellow of the Econometric Society and the Journal of Econometrics, and he was elected president of the Society for Financial Econometrics (SoFiE) for the term 2013-2015. He is the founding editor of the Journal of Financial Econometrics (along with Rene Garcia), and he is a highly sought-after referee and editor. Professor Renault currently holds editorial positions, co-editor or associate editor, at the most prestigious journals in econometrics: Econometrica (1997-present, excluding 2010-2012), the Journal of Econometrics (1994-present) and Econometric Theory (2012-present).



 



Contact Information
Department of Economics - Box B
64 Waterman Street
Providence, RI 02912

Phone: (401) 863-3519
Email: Eric_Renault@brown.edu
Office: Robinson Hall 212 (Thurs. 3:00-4:30)