Philippe Jorion
Philippe Jorion | |
|---|---|
| Born | July 15, 1955 Brussels, Belgium |
| Died | July 21, 2025 (aged 70) California, U.S. |
| Occupations |
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| Notable work | Value at Risk, Financial Risk Management Handbook, Big Bets Gone Bad |
Philippe Jorion (1955—2025)[1] was an author, professor and risk manager. He was the author of more than 100 publications on the topic of risk management and international finance,[2] and is credited with pioneering the Value at Risk approach to risk management.[3]
Jorion's works include Financial Risk Manager Handbook and Value at Risk: The New Benchmark for Managing Financial Risk. He served as the Chancellor’s Professor of Finance at the UC Irvine Paul Merage School of Business[4] and was a managing director at investment firm PAAMCO where he headed the Risk Management group.[5] In 1995, he wrote the book Big Bets Gone Bad on the bankruptcy of Orange County, California, hoping to push voters towards supporting a proposed upcoming tax increase in the region, but the work's publication date was pushed past the special election.[6]
Jorion received several awards honoring excellence in research and financial writing, including two from the CFA Institute and one from the Journal of Finance.[7][8] He held an MBA and a PhD from the University of Chicago and a degree in engineering from ULB Brussels.[5]
References
[edit]- ↑ Goetzmann, William (December 11, 2025). "In Memoriam: Philippe Jorion". Financial Analysts Journal: 1–1. doi:10.1080/0015198X.2025.2580227. ISSN 0015-198X.
- ↑ "Philippe Jorion Ph.D." Bloomberg.com. Retrieved April 21, 2015.
- ↑ "Goldman Sachs' sick con: How they made money off your misery". Salon.com. Retrieved May 1, 2015.
- ↑ Arends, Brett (March 25, 2009). "Ten Reasons to Consider Global Funds". Wall Street Journal. Wsj.com. Retrieved April 21, 2015.
- 1 2 "Philippe Jorion, PhD". Paamco.com. Archived from the original on March 4, 2016. Retrieved April 21, 2015.
- ↑ Johnson, Greg (April 27, 1995). "Putting a Tale of Red Ink in Print : Bankruptcy: UCI Prof. Philippe Jorion hopes his book will help educate the public about Orange County's financial travails". Los Angeles Times. Retrieved January 30, 2026.
- ↑ "All Past Graham and Dodd Award Winners". Taylor & Francis. Cfapubs.org. Retrieved April 21, 2015.
- ↑ "Prizes - The American Finance Association". Retrieved June 11, 2026.
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