Maxime Sauzet

Assistant Professor, Finance

Maxime Sauzet is an Assistant Professor of Finance at the Questrom School of Business, Boston University. He is also an affiliated faculty at the Department of Economics. He received his PhD from the University of California, Berkeley in 2021.

His research combines theoretical, empirical, and computational approaches, and focuses on topics in Asset Pricing & Applications (International Finance, Environmental Finance, etc.), Macroeconomics, and Machine Learning Methods.

    Publications
  • Gourinchas, P., Rey, H., Sauzet, M. (2019). "The International Monetary and Financial System", Annual Review of Economics, 11 (1), 859-893
    Research Presentations
  • Sauzet, M. When Green Investors Are Green Consumers, Spring Finance Workshop, Ischgl, Austria, 2024
  • Sauzet, M. Asset Prices, Global Portfolios, and the International Financial System, Swiss Society for Financial Market Research Conference (SGF), Zurich, Switzerland, 2024
  • Sauzet, M. Asset Prices, Global Portfolios, and the International Financial System, Society for Economic Dynamics (ASSA), San Antonio, TX, 2024
  • Sauzet, M. When Green Investors Are Green Consumers, North American Winter Meeting of the Econometric Society (ASSA), San Antonio, TX, 2024
  • Sauzet, M. (Discussant) Zefeng Chen, Zhengyang Jiang, Hanno N. Lustig, Stijn Van Nieuwerburgh, and Mindy Z. Xiaolan, “Exorbitant Privilege Gained and Lost: Fiscal Implications”, ASSA, San Antonio, TX, 2024
  • Sauzet, M. Asset Prices, Global Portfolios, and the International Financial System, Paris December Finance Meeting, Paris, France, 2023
  • Sauzet, M. (Discussant) Philippe Dupuy, David Haushalter, Luc Meunier, “Selective Hedging by Non-Financial Firms in the Foreign Exchange Market”, Paris Finance December Meeting, Paris, France, 2023
  • Sauzet, M. When Green Investors Are Green Consumers, Colorado Finance Summit, Vail, CO, 2023
  • Sauzet, M. , Zerbib, O. When Green Investors Are Green Consumers (by coauthor), Paris Bachelier Seminar, Paris, France, 2023
  • Sauzet, M. , Zerbib, O. When Green Investors Are Green Consumers (by coauthor), Aarhus University, Aarhus, Denmark, 2023
  • Sauzet, M. , Zerbib, O. When Green Investors Are Green Consumers (by coauthor), 9th Bordeaux Workshop in International Economics and Finance, Bordeaux, France, 2023
  • Sauzet, M. When Green Investors Are Green Consumers, Northeastern University, Boston, MA, 2023
  • Sauzet, M. When Green Investors Are Green Consumers, Fordham University, New York, NY, 2023
  • Sauzet, M. , Zerbib, O. When Green Investors Are Green Consumers (by coauthor), 7th London-Paris Bachelier Workshop, London, UK, 2023
  • Sauzet, M. When Green Investors Are Green Consumers, Yale Junior Finance Conference, New Haven, CT, 2023
  • Sauzet, M. When Green Investors Are Green Consumers, International Congress on Industrial and Applied Mathematics, Tokyo, Japan, 2023
  • Sauzet, M. , Zerbib, O. When Green Investors Are Green Consumers (by coauthor), European Finance Association, Amsterdam, Netherlands, 2023
  • Sauzet, M. Asset Prices, Global Portfolios, and the International Financial System, NBER Summer Institute, Cambridge, MA, 2023
  • Sauzet, M. Asset Prices, Global Portfolios, and the International Finance System, WFA, San Francisco, CA, 2023
  • Sauzet, M. When Green Investors Are Green Consumers, SciencesPo Paris / Association Française de Sciences Economiques (AFSE), Paris, France, 2023
  • Sauzet, M. When Green Investors Are Green Consumers, SFS Cavalcade North America, Austin, TX, USA, 2023
  • Sauzet, M. When Green Investors Are Green Consumers, University of Connecticut Finance Conference, Hartford, CT, 2023
  • Sauzet, M. , Zerbib, O. When Green Investors Are Green Consumers, Swiss Society for Financial Market Research Conference (SGF), Zurich, Switzerland, 2023
  • Sauzet, M. When Green Investors Are Green Consumers, Midwest Finance Association, Chicago, IL, USA, 2023
  • Sauzet, M. (Discussant) Sun Yong Kim, “The Dollar, US Fiscal Capacity and the US Safety Puzzle”, Midwest Finance Association (MFA), Chicago, IL, USA, 2023
  • Sauzet, M. , Zerbib, O. When Green Investors Are Green Consumers (by coauthor), CREST, Paris, France, 2023
  • Sauzet, M. When Green Investors Are Green Consumers, UNSW, Sydney Australia, 2023
  • Sauzet, M. When Green Investors Are Green Consumers, Finance Down Under, Melbourne, Australia, 2023
  • Sauzet, M. Asset Prices, Global Portfolios, and the International Financial System, AEA/AFA Annual Meeting, New Orleans, LA, USA, 2023
  • Sauzet, M. When Green Investors Are Green Consumers, Paris December Finance Meeting, Paris, France, 2022
  • Sauzet, M. (Discussant) H. Özlem Dursun-de Neef, Steven Ongena, and Gergana Tsonkova: “Green versus sustainable loans: The impact on firms’ ESG performance”, Paris Finance December Meeting, Paris, France, 2022
  • Zerbib, O. When Green Investors Are Green Consumers (by coauthor), 7th Green Finance Research Advances (Banque de France, Institut Louis Bachelier), Paris, France, 2022
  • Zerbib, O. When Green Investors Are Green Consumers (by coauthor), HEC-HKUST Sustainable Finance Seminar, Online, 2022
  • Sauzet, M. When Green Investors Are Green Consumers, Boston University, IMAP Lunch Seminar, Boston, MA, USA, 2022
  • Zerbib, O. When Green Consumers Are Green Investors (by coauthor), Seminar at Maastricht University, Maastricht, Netherlands, 2022
  • Sauzet, M. When Green Investors Are Green Consumers, BU IMAP Fall Workshop, Boston, MA, USA, 2022
  • Sauzet, M. When Green Investors Are Green Consumers, Boston College (Green Line Macro Meeting), Boston, MA, USA, 2022
  • Zerbib, O. When Green Investors Are Green Consumers (by coauthor), Seminar at Banque de France, Paris, France, 2022
  • Sauzet, M. Asset Prices, Global Portfolios, and the International Financial System, Seminar at the University of Wisconsin-Madison, International Macro Workshop, Madison, Wisconsin, USA, 2022
  • Sauzet, M. Two Investors, Two Trees, Two Goods, European Finance Association (EFA), Barcelona, Spain, 2022
  • Sauzet, M. (Discussant) Pierre-Olivier Gourinchas, Walker Ray, and Dimitri Vayanos, “A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers”, European Finance Association (EFA), Barcelona, Spain, 2022
  • Sauzet, M. Projection Methods via Neural Networks, Econometric Society European Meetings (ESEM), Milan, Italy, 2022
  • Sauzet, M. Two Investors, Two Trees, Two Goods, European Economic Association (EEA), Milan, Italy, 2022
  • Sauzet, M. Asset Prices, Global Portfolios, and the International Financial System, World Finance Conference, Turin, Italy, 2022
  • Sauzet, M. (Discussant) Magnus Dahlquist, Christian Heyerdahl-Larsen, Anna Pavlova, and Julien Pénasse, “International Capital Markets and Wealth Transfers”, NBER Summer Institute, Cambridge, MA, USA, 2022
  • Sauzet, M. (Discussant) Zhengyang Jiang, Robert Richmond, and Tony Zhang, “A Portfolio Approach to Global Imbalances”, Western Finance Association (WFA), Portland, OR, USA, 2022
  • Zerbib, O. When Green Investors Are Consumers (by coauthor), RCN Seminar, Online, 2022
  • Sauzet, M. Asset Prices, Global Portfolios, and the International Financial System, CEPR International Macroeconomics and Finance, Rome, Italy, 2022
  • Sauzet, M. (Discussant) Ramin Hassan, Erik Loualiche, Alexandre R. Pecora, and Colin Ward, “International Trade and the Risk in Bilateral Exchange Rates”, Financial Intermediation Research Society (FIRS), Budapest, Hungary, 2022
  • Gourinchas, P. Global Real Rates: A Secular Approach (by coauthor), CEPR Paris Symposium, Paris, France, 2022
  • Zerbib, O. When Green Investors Are Green Consumers (by coauthor), Seminar at Ecole Polytechnique., Paris, France, 2022
  • Zerbib, O. When Green Investors Are Green Consumers (by coauthor), Seminar at Université Paris 1–Panthéon Sorbonne, Paris, France, 2022
  • Sauzet, M. Two Investors, Two Trees, Two Goods, Yale University, 2022
  • Sauzet, M. Two Investors, Two Trees, Two Goods, Royal Economic Society, 2022
  • Sauzet, M. (Discussant) Can Gao and Paul Schneider, Mutual Information in the Foreign Exchange Rate Market: A Systemic Risk Index”., 2022 Cancun Derivatives Workshop, 2022
  • Sauzet, M. Asset Prices, Global Portfolios, and the International Financial System, University of Washington, Foster School of Business, 2021
  • Sauzet, M. Asset Prices, Global Portfolios, and the International Financial System, Bristol University, 2021
  • Sauzet, M. Asset Prices, Global Portfolios, and the International Financial System, Toulouse School of Economics, 2021
  • Sauzet, M. Asset Prices, Global Portfolios, and the International Financial System, University of Wisconsin-Madison, Wisconsin School of Business, 2021
  • Sauzet, M. Asset Prices, Global Portfolios, and the International Financial System, Bocconi University, Finance Department, 2021
  • Sauzet, M. Asset Prices, Global Portfolios, and the International Financial System, CERGE-EI (Economics), 2021
  • Sauzet, M. Two Investors, Two Trees, Two Goods, FMA, 2021
  • Sauzet, M. Two Investors, Two Trees, Two Goods, Bank of Canada, 2021
  • Sauzet, M. Projection Methods via Neural Networks for Continuous-Time Models, BU Questrom Finance Brown Bag, 2021
  • Sauzet, M. (Discussant) Jamali, Yamani & Smallwood: An Investment-Based Explanation of Currency Excess Returns, FMA, 2021
  • Sauzet, M. Asset Prices, Global Portfolios, and the International Financial System, University of Zurich, 2021
  • Sauzet, M. Asset Prices, Global Portfolios, and the International Financial System, Boston University, Questrom School of Business, 2021
    Awards and Honors
  • 2021, Macro-Finance Society