Tom Nohel

Tom Nohel is a Professor of Finance at Loyola University Chicago’s Quinlan School of Business. He holds a PhD in Finance from the University of Minnesota, an MS in Applied Mathematics from Northwestern University, and a BA in Applied Mathematics from the University of Wisconsin. His research focuses on asymmetric information in corporate finance, financial intermediaries, executive compensation, hedge funds, and volatility dynamics.

Dr. Nohel has authored influential papers on topics such as SPAC sponsor incentives, volatility forecasting under arbitrage constraints, and the corporate finance of financial institutions. His work has appeared in top journals like Journal of Financial Studies, Journal of Corporate Finance, and Journal of Banking and Finance.

He has received multiple awards, including the 'Best Paper in Financial Institutions' at the 2007 Midwest Finance Association and grants from organizations like the CME Foundation and BNP-Paribas Hedge Fund Research Center. His research has explored groundbreaking areas such as side-by-side management of mutual and hedge funds, leverage decisions in portfolio management, and the governance implications of staggered boards.

Professionally, he served as President of the Midwest Finance Association (2016–Present) and has held editorial roles at Multi-National Financial Management. He teaches advanced courses in investments, corporate finance, and derivatives at both undergraduate and graduate levels.

His work bridges theoretical finance with practical applications, addressing real-world issues such as limits to arbitrage, executive compensation structures, and the evolving landscape of financial markets.