Becker Friedman Institute
for Research in Economics
The University of Chicago

Research. Insights. Impact. Advancing the Legacy of Chicago Economics.

Eric Renault

C.V. Starr Professor of Commerce, Organizations and Entrepreneurship
Brown University
2/15/16 3/11/16

Eric M. Renault researches topics in infometrics, specifically variance targeting for heavy tailed time series and inference with implied probabilities. He also studies stochastic volatility models for option pricing and volatility measurement with high-frequency data in finance. In his most recent publications, Renault examines ill-posed inverse problems with Tikhonov regularization, and has also written about the creation of efficient derivative prices through kernel smoothing and entropy maximization.

Renault is currently the C.V. Starr Professor of Commerce, Organizations and Entrepreneurship at Brown University. Before joining the faculty at Brown, he taught at the University of North Carolina at Chapel Hill as the Henry A. Latane Distinguished Professor of Economics.

Renault holds a master’s degree from the ENSAE and a PhD from Paris Diderot University. 

On March 10, 2016, Eric Renault will present at the Econometrics Workshop at 3:30 p.m. in SHFE 112.