Yannick Malevergne is a Professor of Finance at the University of Saint-Etienne and at EM Lyon Business School.

Alumnus of Ecole Normale Supérieure de Lyon, Agrégé de Sciences Physiques and Agrégé du Supérieur in Management Science, he holds a Ph.D. and a Habilitation in Management Science. Before joining the University of Saint-Etienne, he has held several academic positions at ETH Zurich, the University of Lyon and the University of Nice.

His research is mainly devoted to the study of extreme risks in financial markets, to their modelling and to the development of new portfolio management methods allowing for a better account of this class of risks. Yannick Malevergne regularly publishes articles in both professional journals and peered academic reviews. He has also co-authored a book on financial risk management methods.