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Associate Professor Mark Humphery-Jenner is a distinguished faculty member at the University of New South Wales (UNSW) Business School, specifically within the School of Banking and Finance. With an exceptional academic pedigree including multiple PhDs from prestigious institutions worldwide, he has established himself as a leading researcher at the intersection of finance, law, and corporate governance. Dr. Humphery-Jenner's educational background demonstrates remarkable breadth and depth, featuring PhDs from UNSW, Tilburg University, and Leiden University, along with master's degrees from Columbia University and the University of Washington. His undergraduate achievements include a BCom with First Class Honours and University Medal, and an LLB with First Class Honours, both from UNSW. This multidisciplinary foundation spanning business, law, and finance informs his comprehensive research approach. His research spans corporate finance, venture capital, and law, with particular focus on how legal frameworks shape financial decision-making and corporate behavior. Humphery-Jenner has published extensively in top-tier finance journals including the Journal of Financial Economics, Journal of Financial and Quantitative Analysis, Review of Finance, and Journal of Corporate Finance, as well as leading management journals such as Strategic Management Journal and Journal of International Business Studies. His scholarly contributions address critical issues in executive compensation, securities litigation, corporate governance, and private equity markets. Analysis of his recent publications reveals a sophisticated research trajectory increasingly focused on the relationship between litigation risk and financial reporting practices, corporate governance mechanisms, and investor protection frameworks. His work demonstrates particular attention to Australian regulatory contexts while maintaining a strong international comparative perspective, especially regarding Asian capital markets and cross-border investment. With substantial industry experience including work in investment banking and consulting for hedge funds, Humphery-Jenner brings practical insights to his academic work. He has been teaching in various capacities since 2006 and has served as an assistant professor in finance since 2012, contributing significantly to business education at UNSW. His professional background enhances his ability to bridge theoretical research with real-world financial practice.

• Corporate Finance
• Venture Capital
• Private Equity
• +6 more

David A. Hsieh is the Bank of America Professor of Finance at the Fuqua School of Business, Duke University, where he has been a faculty member since 1993. Previously, he served as Associate Professor and Assistant Professor at the University of Chicago's Graduate School of Business from 1981-1989. His extensive research has significantly contributed to the understanding of hedge funds, financial risk management, and nonlinear dynamics in financial markets. Massachusetts Institute of Technology, Ph.D. in Economics, 1981 Yale University, B.S. in Economics and Mathematics, 1976 (Summa Cum Laude, Phi Beta Kappa) Phillips Academy, Andover, 1972 (Cum Laude) Dr. Hsieh's research primarily focuses on the dynamics of asset prices and their implications for financial risk management. He has made significant contributions to understanding risk and return characteristics in hedge funds and commodity funds, pioneering work on nonlinear dynamics applications to financial markets. His research has evolved from early work on exchange rates and volatility modeling to more recent comprehensive analyses of hedge fund strategies, performance measurement, and industry structure. Hsieh's publication history reveals a clear progression from foundational work on nonlinear dynamics in financial markets to increasingly sophisticated analyses of hedge fund strategies and risk characteristics. His recent work, often in collaboration with William Fung and other prominent finance researchers, has focused on mega hedge fund firms, franchise value in the industry, and the evolution of hedge fund strategies toward more index-like products. The research consistently combines rigorous theoretical frameworks with robust empirical analyses across diverse market conditions. CAIA Award for Excellence in Alternative Investment Research (2015) CFA Institute Graham and Dodd Award of Excellence (2004) Bank of America Faculty Award (2002) Duke Cross-Continent Executive MBA Teaching Excellence Award (2002) Fischer Black Memorial Foundation Robert J. Schwartz Memorial Prize (1999) Smith Breeden First Prize (1990) Yale Science and Engineering Association High Scholarship Award (1976) Russell Henry Chittenden Prize (1976) Dr. Hsieh has served as a consultant for the International Monetary Fund (2007-2016) and the Bank for International Settlements (1998), and as a Visiting Scholar at both the International Monetary Fund and the Board of Governors of the Federal Reserve System. His editorial service includes Finance Editor for Management Science (2003-2009) and Associate Editor roles for several leading finance journals. He has developed extensive research resources including a Hedge Fund Data Library that has become widely used in academic and industry research.

• Financial Risk Management
• Hedge Funds
• Asset Pricing
• +3 more

Christopher J. Palmer is an Associate Professor of Finance at the MIT Sloan School of Management, specializing in financial decision-making, credit markets, and policy interventions. His research focuses on how individuals and institutions respond to economic upheavals in areas like bankruptcy, retirement savings, and real estate. He holds a PhD in Economics from MIT and a BA in Economics and Mathematics from Brigham Young University. Palmer’s work has been published in top journals such as the American Economic Review , Journal of Finance , and Review of Financial Studies . He explores topics including racial disparities in bankruptcy outcomes, consumer payment behavior, and the effects of quantitative easing. His research is supported by affiliations with the National Bureau of Economic Research (NBER) and the Jameel Poverty Action Lab (J-PAL). Key honors include the 2022 Jamieson Prize and the 2019 Society for Financial Studies Best Paper Award. Palmer has contributed to public debates on policy issues like rent control and retirement savings through media outlets such as The New York Times , Bloomberg , and Vox .

• Financial Decision-Making
• Credit Markets
• Real Estate Finance
• +4 more

Nikolai Roussanov is the Moise Y. Safra Associate Professor of Finance at the Wharton School, University of Pennsylvania, and a Faculty Research Fellow at the National Bureau of Economic Research. His research spans asset pricing, econometrics, household finance, and macroeconomics, with a focus on market dynamics and behavioral economic factors. His research interests include: Asset pricing anomalies and risk factor modeling Household financial decision-making under uncertainty Macroeconomic impacts on commodity and currency markets Behavioral finance and mental accounting mechanisms Recent publications analyze inflation risks across asset classes, corporate bond valuation, behavioral retirement strategies, and the role of leisure economics in declining work hours. His work frequently integrates empirical finance and econometric methodologies. Scientific contributions include: Faculty Research Fellow, National Bureau of Economic Research His scholarship bridges technical financial modeling with real-world economic phenomena, covering topics like oil price shocks, mortgage liquidity, and systemic market failures.

• Asset Pricing
• Econometrics
• Household Finance
• +1 more

Professor Anne JENY is a Full Professor at IÉSEG School of Management, France, specializing in accounting and auditing. She holds a Ph.D. in Accounting from HEC Paris Business School (2003) and Master's degrees in Audit, Finance, and Economics from the University of Paris Dauphine (1995-1996). Her academic career includes professorships at IÉSEG (2021–present) and ESSEC Business School (2002–2020). Her research focuses on intangible assets valuation , fair value measurement , IFRS adoption dynamics , and transparency in financial reporting . She has published widely on topics such as non-audit services' impact on debt costs, innovation's interplay with accounting systems, and gender disparities in accounting professions. Her work integrates empirical analysis with policy implications, particularly in digital economy contexts and public-private partnerships. A member of the LEM (Laboratory of Economy and Management), she has authored books like Les 12 travaux de l'analyste financier (2021) and contributed to international journals such as Accounting in Europe and European Accounting Review . Her research bridges theoretical frameworks with practical insights into corporate governance and regulatory challenges.

• Accounting
• Auditing
• Financial Reporting
• +5 more

Holly J. Benjamin, MD is a distinguished sports medicine specialist at the University of Chicago, serving as the inaugural Director of the Primary Care Sports Medicine Program at UChicago Medicine Student Wellness Center. She holds leadership positions including Chair of the Committee on Sports Medicine & Fitness for the Illinois Chapter of the American Academy of Pediatrics, and serves as Head Medical Team Physician for the WNBA Chicago Sky and medical officer for major events including the Bank of America Chicago Marathon, US Soccer, and USA Triathlon. Her educational background includes: B.S. in Integrated Life Sciences, Kent State University (1994) Combined BS/MD, Northeastern Ohio Universities College of Medicine (1994) MD, Northeastern Ohio Universities College of Medicine (1994) Residency in Pediatrics, The University of Chicago Children's Hospital (1997) Fellowship in Primary Care Sports Medicine, Lutheran General Hospital (1998) Dr. Benjamin specializes in sports medicine with particular expertise in youth, adolescent, and collegiate athletes. Her research spans acute and overuse sports injuries, concussion management, sport biomechanics, and musculoskeletal ultrasound. She has made significant contributions to understanding injury prevention strategies, safe return-to-play protocols, and the psychological aspects of sports injuries. Her work frequently addresses female athletes and elite/professional athletes, with emphasis on evidence-based approaches to optimize performance while minimizing injury risk. Recent publications demonstrate a strong focus on concussion research, with multiple studies examining diagnostic approaches, recovery trajectories, and factors influencing outcomes. Her work spans biomechanics, mental health considerations in sports injuries, and innovative approaches to injury prevention across various athletic populations. Her scientific recognition includes: Election as Fellow of the American College of Sports Medicine (2003), becoming the second female pediatrician ever elected Election as Fellow of the American Medical Society of Sports Medicine Distinguished Alumni Award from The New Aurora High School Alumni (1999) Invitation to serve as volunteer physician for the Olympic Training Center (2008) Multiple expert contributions to national media including Runner's World and the Naperville Sun Dr. Benjamin actively mentors through her coaching roles at high school and collegiate levels, emphasizing safe return-to-play post-injury and injury prevention. She has developed educational content through video productions for the American Academy of Pediatrics and serves as head team physician for the University of Chicago Lab School and the NCAA Division III UChicago Maroons. Notably, she is one of only a few sports medicine specialists in the country offering diagnostic and procedural musculoskeletal ultrasound in her office, demonstrating her commitment to advanced diagnostic capabilities for patient care.

• Sports Medicine
• Concussion Management
• Pediatric Sports Injuries
• +5 more

Wei Xiong is the Hugh Leander and Mary Trumbull Adams Professor in Finance and Professor of Economics at Princeton University, affiliated with the Department of Economics and Bendheim Center for Finance. His research centers on behavioral finance and capital market imperfections with a focus on China's financial system and commodity markets. His educational background includes: Ph.D. in Finance from Duke University (2001) B.S. in Physics from University of Science and Technology of China (1993) Research Interests: Professor Xiong's work fundamentally explores behavioral finance and capital market imperfections , pioneering studies on speculative bubbles , heterogeneous beliefs in asset pricing , and financing frictions . His recent scholarship critically examines the financialization of commodity markets , belief distortions during financial crises , and the unique institutional dynamics of China's hybrid economy , where state and market forces interact. Publication Trends: Xiong's 48 publications in top-tier journals reveal an evolving trajectory from classical behavioral finance (2001-2013) toward contemporary China-focused systemic analysis (2017-2025). Recent works integrate cryptocurrency economics, real estate risk management, and policy design in emerging markets, demonstrating methodological rigor through structural modeling and empirical analysis of large-scale financial datasets. Scientific Awards: 2012 Smith Breeden Award (first prize) for the best non-corporate finance paper published in Journal of Finance 2013 NASDAQ OMX Award for the best asset pricing paper presented in Western Finance Association Meetings Professional Activities: As NBER research associate and former Management Science finance editor (2009-2011), Xiong bridges academia and policy. He co-founded VoxChina.org to foster China-world economic dialogue and co-edited The Handbook of China’s Financial System (Princeton University Press). His keynote addresses at major conferences—including the 2024 Chinese Economists Society meeting on “Information Discovery in a Hybrid Economy”—demonstrate sustained policy influence. Labs and Initiatives: Xiong leads Princeton's Bendheim Center for Finance research initiatives and directs VoxChina.org, which produces influential policy analyses on China's economy. His recent work includes the NBER-commissioned study on commodity market risks and ongoing projects examining big tech lending models and data privacy impacts on digital finance.

• Behavioral Finance
• Capital Market Imperfections
• Speculative Bubbles
• +4 more

Suzanne S. Lee is an Associate Professor of Finance at the Scheller College of Business, Georgia Institute of Technology, where she has been a faculty member since 2005. She also serves as the Ph.D. Coordinator, playing a key role in graduate education and research training. Her educational background is highly quantitative and interdisciplinary: Ph.D., University of Chicago MBA, University of Chicago M.S. in Statistics, University of Chicago Dr. Lee's research lies at the intersection of asset pricing and financial econometrics, with a strong focus on jump processes, market microstructure, and derivative markets. She investigates how sudden price movements (jumps) impact asset returns, risk, and information flow in financial markets. Her work extends to cryptocurrency, currency markets, and carry trade strategies, combining theoretical rigor with empirical validation using high-frequency data. The analysis of her recent publications (2008–2024) reveals a consistent and influential research program centered on detecting and modeling jumps in financial time series. Her work spans equity, currency, and cryptocurrency markets, often employing advanced nonparametric and econometric techniques. A recurring theme is the role of jumps in pricing anomalies, risk measurement, and market efficiency, with increasing attention to digital assets in recent years. Dr. Lee is actively engaged in the academic community through editorial service: Associate Editor, Journal of Banking and Finance Associate Editor, Asia-Pacific Journal of Financial Studies She has presented her research at premier conferences such as the American Finance Association, European Finance Association, Econometric Society, and Society for Financial Econometrics. Her publications appear in the most prestigious journals in finance and econometrics, including the Journal of Finance , Review of Financial Studies , Journal of Financial Economics , and Journal of Econometrics . While specific grant details are not listed, her sustained publication record in top journals indicates significant research funding and academic impact. She advises Ph.D. students through her role as Ph.D. Coordinator, though individual advisees are not named in the text. Dr. Lee's work contributes to both theoretical and applied finance, improving our understanding of market dynamics, risk modeling, and asset pricing under extreme events. Her research has practical implications for risk management, trading strategies, and financial regulation.

• Financial Econometrics
• Empirical Finance
• Asset Pricing
• +6 more

Torben M. Andersen is a Professor at the Department of Economics and Business Economics, Aarhus University. He holds an M.Sc. from the London School of Economics (1981), a Lic. Oecon from Aarhus University (1994), and a PhD from CORE, Université Catholique de Louvain (1986). His research focuses on the Nordic welfare model, public economics, labour economics, and pension economics. He has published over 400 articles in top journals and contributed to policy advisement for Denmark, the EU, OECD, and the World Bank. He currently chairs the DREAM modelling group, the Economic Council for Greenland, and the Danish pension fund ATP. He also serves on boards of Aarhus University Research Foundation, Systemic Risk Council Faroe Islands, and others. Key research areas include welfare state sustainability, public expenditure prioritization, and pension reform impacts. His recent work explores mortality risk hedging and wealth inequality dynamics. He is a fellow at CEPR, IZA, and CESifo.

• Nordic welfare model
• Public Economics
• Labour Economics
• +3 more

Professor Emily So serves as Deputy Head of the School of Arts and Humanities at the University of Cambridge and directs the Cambridge University Centre for Risk in the Built Environment (CURBE). A chartered civil engineer with extensive field experience, she holds leadership roles in the Open-Oxford-Cambridge AHRC Doctoral Training Partnership and chairs the Faculty EDI Committee. Her research focuses on urban risk and resilience , particularly in earthquake-prone regions. Combining structural engineering with epidemiological approaches, she develops innovative casualty estimation models and engages directly with affected communities worldwide. Her work spans seismic safety, disaster epidemiology, and remote sensing applications for rapid damage assessment. Professor So's publication trends reveal strong emphasis on machine learning for disaster risk modeling , with recent work featuring graph neural networks, deep clustering for urban morphology, and LSTM-based population forecasting. Her research bridges engineering, social sciences, and data science to address resilience in developing nations. 2010 Shah Family Innovation Prize (Earthquake Engineering Research Institute) Fellow of the Institution of Civil Engineers (FICE) Scientific Advisory Group for Emergencies (SAGE) member advising UK government As Director of CURBE, she leads interdisciplinary collaborations with EEFIT, Global Earthquake Model (GEM), World Bank, and USGS. Her field investigations following major earthquakes inform practical solutions for vulnerable communities, notably contributing to the 2017 World Building of the Year design in China. Current work includes sabbatical research for 2025-2026 focused on decolonizing architectural approaches to disaster resilience. Professor So maintains active roles in professional organizations and international disaster response frameworks, with her CURBE team developing methodologies now implemented globally for seismic safety improvements.

• Disaster Risk Reduction
• Earthquake Engineering
• Urban Resilience
• +5 more

Ricardo Caballero is the Ford International Professor of Economics at the Massachusetts Institute of Technology's School of Humanities, Arts, and Social Sciences, where he previously served as Chairman of the Economics Department from 2008 to 2011. A leading scholar in macroeconomics and financial economics, his research focuses on safe assets, monetary policy, financial crises, and international economics. His research interests center on the macroeconomic implications of financial frictions, with particular emphasis on safe asset shortages, risk premium dynamics, and monetary policy transmission mechanisms. Caballero's work has pioneered the risk-centric approach to macroeconomics, explaining phenomena such as the Wall Street/Main Street disconnect, global imbalances, and the collapse of interest rates through the lens of safe asset scarcity and risk intolerance. His research bridges theoretical modeling with empirical analysis of financial crises and policy interventions. Caballero's recent publications demonstrate a consistent focus on financial conditions indexing, monetary policy frameworks, and the interaction between financial markets and the real economy. His work increasingly examines how central banks can target financial conditions directly and how risk premia evolve during crises, with applications to pandemic-era economic policy and zero lower bound environments. 2002 Frisch Medal of the Econometric Society Smith Breeden Prize by the American Finance Association Journal of Finance 2014 Brattle Group Prize 2022 Banque de France-TSE Senior Prize in Monetary Economics and Finance Elected Fellow of the Econometric Society (1998) Elected Fellow of the American Academy of Arts and Sciences (2010) As an NBER Research Associate and frequent policy advisor, Caballero has influenced central bank thinking globally through his work on financial stability, monetary policy frameworks, and global imbalances. His research has informed policy discussions at the Federal Reserve, IMF, and multiple central banks regarding crisis management, safe asset creation, and the appropriate monetary response to financial shocks. Caballero maintains active collaborations with major financial institutions and central banks worldwide, translating theoretical insights into practical policy frameworks.

• Macroeconomics
• Financial Economics
• International Economics
• +3 more

Konstantinos Drakos is a Professor at the Department of Accounting and Finance, Athens University of Economics and Business (AUEB). Previously, he served as Assistant Professor at AUEB (2009–2012), Assistant Professor at the University of Patras (2003–2008), and Lecturer at the University of Essex (2001–2002). He holds a PhD in Economics from the University of Essex, preceded by an MSc and undergraduate studies in Economics at the University of Athens. His research focuses on Applied Financial Economics and the Economics of Security, with recent work analyzing hedge fund leverage, geopolitical risk impacts, cryptocurrency markets, and green banking. Teaching responsibilities include Macroeconomic Theory, Finance for Banking, and Risk Management at both undergraduate and postgraduate levels. Drakos' publications span over two decades, addressing topics such as terrorism's economic effects, bank lending behavior, and investment under uncertainty. His recent articles (2022–2025) emphasize cryptocurrency dynamics, geopolitical risk interactions, and financial stability in green banking. Notable themes include market volatility, capital allocation under uncertainty, and policy responses to systemic risks. No scientific awards are listed in the provided materials. His research has explored structural shifts in financial risk, macroeconomic sentiment, and cross-market linkages following major global events like 9/11 and the 2008 crisis. Drakos has advised on policy-related topics related to financial markets and regulatory frameworks, though specific grants or lab affiliations are not detailed here.

• Applied Financial Economics
• Economics of Security
• Financial Risk Management
• +3 more

Jordi Galí is a Professor at the Department of Economics and Business at Universitat Pompeu Fabra (UPF), a Senior Researcher at the Center for Research in International Economics (CREI), and a Research Professor at the Barcelona School of Economics (BSE). He holds a PhD from MIT and has played a central role in shaping modern macroeconomic theory, particularly the New Keynesian framework used by central banks worldwide. Education: PhD in Economics, Massachusetts Institute of Technology (MIT), 1989 Master in International Management, ESADE, 1985 Bachelor in Economics, Universitat Pompeu Fabra, 1994 His research focuses on macroeconomic theory, monetary economics, and macroeconometrics. He is best known for his work on the New Keynesian Phillips Curve, optimal monetary policy rules, and the role of technology and expectations in business cycles. His influential book, Monetary Policy, Inflation and the Business Cycle , is a standard reference in graduate programs globally. The most recent articles highlight a continued focus on critical issues in modern macroeconomics: the implications of a low natural rate of interest (r*), the effectiveness of monetary policy at the zero lower bound, the role of wage and price flexibility, and the interaction between fiscal and monetary policy. His work increasingly integrates heterogeneity, financial frictions, and experimental methods, reflecting the evolving frontiers of the field. Scientific Awards: BBVA Foundation Frontiers of Knowledge Award (2025) Yrjo Jahnsson Award (2005) Premi Rei Jaume I d'Economia (2004) Premio Nacional de Investigación “Pascual Madoz” (2022) Three ERC Advanced Grants Foreign Honorary Member, American Economic Association (2020) Galí has advised numerous central banks, including the ECB, Federal Reserve, and Banque de France. He has held leadership roles as President of the European Economic Association (2012), co-editor of the Journal of the European Economic Association , and co-director of the CEPR International Macroeconomics Programme. He is a Research Fellow at CEPR, a Research Associate at NBER, and a Fellow of the Econometric Society. He has also been actively involved in public policy debates in Spain and Europe, particularly on issues of productivity, labor market reform, and fiscal policy. His research program continues to explore the design of stabilization policies in open and currency union economies.

• Macroeconomic Theory
• Monetary Economics
• Macroeconometrics
• +7 more

Dr. Livia Pancotto is a Senior Lecturer in Banking at the Department of Accounting and Finance, University of Strathclyde. She serves as Director of the MSc in International Banking and Finance and Deputy Director of the Responsible Business Institute (ReBI). She holds a PhD and MSc from Bangor University and degrees from Sapienza University of Rome. Her research focuses on European banking regulation, financial stability, and gender diversity's impact on climate finance. She chairs the International Accounting & Finance Doctoral Symposium and edits The European Journal of Finance. Awards include the 2014 Best Banking and Finance Master’s dissertation. She leads research on negative interest rates, non-performing loans, and green lending through EU-funded projects. Education: PhD Banking & Finance (Bangor), MSc (Sapienza), BSc (Sapienza) Research explores empirical banking dynamics, regulatory frameworks, and sustainable finance. Key topics include EU banking union evolution, climate change mitigation via gender-diverse bank boards, and market reactions to policy shocks. Recent work analyzes negative interest rate impacts on bank efficiency and Italy's NPL crisis. She has secured £153k in research funding (2023-2025). Grants: Research Excellence Awards (Strathclyde SRSS) Led workshops on Responsible Business and AI, presented at FSB Financial Innovation Network, and peer-reviewed for top journals. Supervises doctoral candidates through IAFDS. Active in editorial and advisory roles enhancing academic rigor in finance disciplines.

• Empirical Banking
• European Banking
• Banking Regulation and Supervision
• +5 more

Maurizio Dallocchio is a Full Professor of Corporate Finance at Bocconi University and SDA Bocconi School of Management. He served as Dean of SDA Bocconi (2003–2007) and has held leadership roles in academic and professional institutions, including Chair of the Audit Committee of the European Investment Bank (EIB). His research focuses on corporate valuation, mergers & acquisitions (M&A), and sustainable finance. Dallocchio founded DGPA & Co., a corporate finance consultancy, and advises public and private entities globally. He has taught at leading institutions like London Business School and NYU Stern School of Business. Educational Background: Ph.D. in Business Administration, Bocconi University Advanced studies at London Business School and New York University Stern School of Business Research Interests: Prof. Dallocchio’s work emphasizes corporate restructuring, ESG integration in finance, and strategic valuation methodologies . Recent studies explore environmental performance in emerging markets and the resilience of conglomerates during economic crises. He advocates for sustainable investment strategies that balance financial returns with societal impact. Professional Engagements: Board member roles at Klepierre Management, General Finance, and Podravska Banka Past Director of the Master in Corporate Finance program at SDA Bocconi Labs/Teams: Leads research initiatives at Bocconi’s Corporate Finance and Real Estate Department, collaborating with global institutions on projects involving corporate governance, M&A analytics, and sustainable development.

• Corporate Finance
• Mergers & Acquisitions
• Corporate Restructuring
• +3 more