Johan Walden joined the Department of Finance at HEC Lausanne, University of Lausanne on January 1st, 2019, as Full Professor.
Johan Walden holds a Ph.D. in financial economics from Yale University (United States) and a Ph.D. and Docentship in applied mathematics from Uppsala University (Sweden). Since 2012, he has worked at University of California at Berkeley, Haas School of Business, since 2012 as an Associate Professor of Finance. Professor Walden has held visiting positions at several academic institutions, including Oxford University, New York University, and INSEAD and has been a postdoctoral research associate at Yale University, Department of Mathematics.
Professor Walden’s research is focused on asset pricing, networks in capital markets, diversification of heavy-tailed risks, and insurance markets. He has published articles on these topics in leading journals, e.g., in the Review of Financial Studies , Journal of Financial Economics , Journal of Finance , Review of Economic Studies , Journal of Economic Theory , and Journal of Risk and Insurance .
He previously worked as a management consultant at McKinsey & Company, and has also assisted the Congressional Oversight Panel in appraising the Federal Reserve Board’s Supervisory Capital Assessment Program and the Swedish Financial Markets Committee in assessing the impact on the Swedish financial system of new Insurance and Banking regulation after the financial crisis.