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Address


Department of Finance
ESSEC Business School
3 Avenue Bernard Hirsch
CS 50105 CERGY
95021 Cergy-Pontoise Cedex
France 

Tel : +33134439734
Fax :
Email : tedongap@essec.edu

Short bio


Professor of Finance and Dean of Faculty, Executive Committee member at the ESSEC Business School Paris-Singapore, Roméo Tédongap is an experienced academic expert in empirical asset pricing and portfolio choice. He is very active in the fields of macrofinance (investment decisions and asset valuation models based on consumption), behavioral finance (asymmetric attitude of investors towards risk in the presence of macroeconomic uncertainty), financial modeling and econometrics (affine and regime-switching models). His skills are confirmed by several top-rated publications, notably in Journal of Financial Economics, Review of Financial Studies, Management Science, Journal of Financial and Quantitative Analysis, Review of Finance, Journal of Econometrics and Journal of Business and Economic Statistics. He was the co-winner of the 2013 best paper award at the annual meetings of the European Financial Management Association (EFMA). Professor Tédongap currently serves as editorial board member of the Pan-African Scientific Research Council (PASRC). His current work focuses on asymmetric investors’ attitude towards risk in the presence of macroeconomic uncertainty and systemic changes, and their implications on asset prices and investment decisions. Systemic changes range from those caused by economic and financial crises to those resulting from phenomena such as climate change, or events such as migration, pandemics, etc. Many applications relate to the evaluation of ultra-long investments such as public infrastructure, climate, and energy transition. Besides, he has developed a strong research interest on the attractiveness of African stock markets and their impact on economic growth and development. Professor Tédongap also has strong experience in advising the banking sector particularly in microfinance, and higher education institutions in Africa. 


Roméo Tédongap holds a PhD in economics from the Université de Montréal. From July 2007 to December 2015, he was Assistant then Associate Professor with tenure at the Stockholm School of Economics (SSE), and Research Associate at the Swedish House of Finance. From January 2014 to December 2015, he was in charge of the PhD program in finance at SSE. Since April 2016, he is Associate Researcher in the Energy and Commodity Finance – Research Center of the ESSEC Business School. At ESSEC he also assumed responsibility as Associate Dean, Director of Research from September 2021 to August 2024,  and head of the PhD program in finance from September 2018 to August 2021. His main teaching interests are asset pricing, financial econometrics, derivatives modeling and quantitative economics. He has taught ''discrete-time asset pricing theory'' and "empirical asset pricing" at the PhD level, "advanced empirical methods in finance", "financial markets", "advanced derivatives markets", and "international financial management" for MSc students.  Prior to his PhD studies, Roméo Tédongap studied mathematics, physics and computer science at the University of Dschang, and statistics and economics at the ENSEA of Abidjan.

© Roméo Tédongap