Hervé Roche
Associate Professor of Finance
E-mail: hroche@calpoly.edu
Phone: (805) 756-1416
Fax: (805) 756-1473
Office: 03- 422
Education
- PhD, University of Pennsylvania, 2000
- MA University of Paris Dauphine, France, 1994
- MS, Ecole Nationale des Ponts et Chaussées, France, 1990.
Academic Positions Held
Instituto Tecnológico Autónomo de México (Mexico City) 2000-2007.
Research Areas
Financial Economics, Asset Pricing, Investment under Uncertainty.
Current Projects
Portfolio Diversification, Speculation, Irreversible Investment under Incomplete Information, Debt Financing Irreversible Investment.
Representative Publications
Stochastic Growth: A Duality Approach, Journal of Economic Theory (2003), 113, 131-143.