Find Academic Supervisors

• Applied Probability
• Quantitative Finance
• Credit Risk
• +3 more

Adam Metzler is an Associate Professor in the Department of Mathematics at Wilfrid Laurier University, part of the Faculty of Science. His research focuses on applied probability, quantitative finance, and credit risk. He has contributed to financial well-being analysis, credit risk modeling, and algorithm optimization for portfolio management. His work bridges theoretical stochastic processes with practical applications in finance and public policy. Research interests include financial literacy measurement, credit default modeling, and computational methods for risk estimation. Recent studies explore clustering techniques for financial health segmentation and regulatory capital frameworks for banks. He has published extensively in quantitative finance and operations research journals. His articles demonstrate expertise in combining mathematical rigor with real-world policy implications, such as analyzing criminal trial delays using queueing theory and improving portfolio optimization algorithms. Despite no listed awards, his work reflects sustained academic contribution to financial systems analysis. Teaching and advising activities are not detailed here, though his position suggests involvement in graduate/undergraduate supervision. Office located in LH3039 with contact via ametzler@wlu.ca.

Paul GlassermanView profile

Professor

• Financial Engineering
• Risk Management
• Monte Carlo Simulation
• +4 more

Paul Glasserman is the Jack R. Anderson Professor of Business at Columbia Business School's Decision, Risk, and Operations Division. He holds an AB from Princeton University (1984) and a PhD from Harvard University (1988). Previously, he worked at Bell Laboratories and held visiting positions at Princeton, NYU, and the Federal Reserve Bank of New York. His research spans: Advanced Monte Carlo methods for financial engineering Risk management frameworks for financial institutions Derivative pricing models and computational techniques Systemic risk and financial network analysis His publications focus on computational finance and risk measurement, with recent work exploring news-returns relationships, market stress indicators, and advanced simulation techniques for complex derivatives. Major awards include: Financial Engineer of the Year (2020) Lanchester Prize for best operations research publication (2006) Quant of the Year (2007) INFORMS Fellow (2008) Multiple teaching awards including Dean's Award for Teaching Excellence He chairs the Financial and Business Analytics Center in Columbia's Data Science Institute and serves on editorial boards of Operations Research, Mathematical Finance, and Stochastic Systems.

Robert BloomfieldView profile

Professor

• Experimental Finance
• Financial Markets
• Investor Behavior
• +5 more

Robert Bloomfield is the Nicholas H. Noyes Professor of Management at Cornell University, affiliated with the College of Arts and Sciences and the Department of Economics. He holds roles as the Johnson School’s Faculty Director of eLearning and Editor of the Journal of Financial Reporting. His research focuses on experimental finance, financial markets, and investor behavior, with contributions to accounting standards and regulatory policy. Bloomfield earned his Ph.D. from the University of Michigan in 1992. Education: Ph.D., University of Michigan, 1992 Research Interests: Experimental finance and market dynamics Ethics in financial reporting Behavioral economics and investor psychology Online education strategies Regulatory frameworks for corporate disclosure His work bridges theoretical experimentation and real-world applications, including pioneering studies in virtual worlds like Second Life. Recent Articles: Focus on moral accountability, bias detection, and editorial process innovation Explores gender disparities in financial penalties and ethical implications of reporting distortions Advocates for reproducibility in research through pre-registered methodologies Editorial & Leadership Roles: Editor, Journal of Financial Reporting Former Director, Financial Accounting Standards Research Initiative (FASRI) Leadership in eLearning initiatives, including award-winning online courses Labs & Teams: Involved in cross-disciplinary research through Cornell’s economics and business programs Contributions to the S. C. Tsiang Macroeconomics Workshop

Stuart RosenthalView profile

Professor

• Urban Economics
• Real Estate Finance
• Housing Markets
• +3 more

Stuart Rosenthal is the Maxwell Advisory Board Professor of Economics at Syracuse University's Department of Economics and a Senior Research Associate at the Maxwell School Center for Policy Research. He has served as the Managing Editor of the Journal of Urban Economics since 2007, contributing to academic discourse in urban and real estate economics. His research focuses on urban spatial structure, housing markets, agglomeration economies, and the interplay between entrepreneurship and urban success. From 2017–2021, he chaired the Syracuse Economics Department, fostering institutional leadership alongside his scholarly work. Dr. Rosenthal's expertise spans commercial real estate dynamics, the impact of mortgage markets on urban development, and policy implications of housing cycles. His editorial roles and board memberships with organizations like the American Real Estate and Urban Economics Association (AREUEA) highlight his influence in shaping field priorities. His work often addresses contemporary challenges such as post-pandemic urban resilience, gentrification patterns, and the spatial distribution of economic activity. Key contributions include analyzing agglomeration economies in tall buildings, commercial lease risk assessment, and the role of risk-return trade-offs in urban real estate valuation. He has organized major conferences like the 2021 Syracuse Urban Economics Conference, bridging academic research and practical policy applications.

Haoxiang ZhuView profile

Professor

• Asset Pricing
• Market Structure and Design
• Financial Regulation
• +3 more

Haoxiang Zhu is the Gordon Y Billard Professor of Management and Finance and Associate Professor of Finance at MIT Sloan School of Management. He specializes in asset pricing, market structure, and financial regulation. He served as Director of the Division of Trading and Markets at the U.S. Securities and Exchange Commission (SEC) from 2021 to 2024, overseeing major regulatory reforms including central clearing enhancements and settlement cycle modernization. Prior roles include editorships at Management Science and Journal of Finance , and advisory roles with the CFTC and BIS. Education: BA in Mathematics and Computer Science from the University of Oxford; PhD in Finance from Stanford University Graduate School of Business. Research focuses on market design, regulatory policy impacts, and financial innovation. Notable contributions include work on CBDC design, central clearing mechanisms, and the effects of bank regulation on liquidity. Awards include the 2017 Amundi Smith Breeden Prize and recognition as one of the top 40 under-40 business school professors (2016). His SEC leadership included rulemaking to enhance transparency in securities lending and short selling, and day-to-day oversight of exchanges and broker-dealers. Academic engagements include keynote addresses at ECB conferences and editorial board roles. Research spans topics from mortgage dollar roll mechanisms to quantitative easing auctions.

Thomas WinberryView profile

Assistant Professor

• Macroeconomics
• Financial Economics
• Heterogeneous Agent Models
• +3 more

Thomas Winberry is an Assistant Professor of Finance at The Wharton School, University of Pennsylvania. His research focuses on macroeconomics with an emphasis on firm heterogeneity, financial frictions, and their implications for policy, business cycles, and economic growth. He explores how heterogeneous firms respond to financial constraints, monetary policy, and labor market interventions, shedding light on aggregate outcomes and distributional effects. His work bridges theoretical models with empirical evidence, emphasizing the role of micro-level data in understanding macroeconomic phenomena. Notable contributions include analyzing investment networks' role in business cycles, the dynamics of labor market policies, and the quantitative methods for heterogeneous agent models. He has received National Science Foundation funding (co-PI with Pablo Ottonello) for research on misallocation over the business cycle. In teaching, he instructs advanced macroeconomics for MBAs and co-teaches a course on micro data for macro models with Rohan Kekre. His courses integrate empirical evidence and quantitative methods to address real-world economic challenges such as inequality, fiscal policy, and monetary union stability.

Alejandra QuintosView profile

Assistant Professor

• Probability
• Stochastic Processes
• Mathematical Finance
• +4 more

Alejandra Quintos is an Assistant Professor in the Department of Statistics at the University of Wisconsin-Madison and a Nellie McKay Fellow. She holds a joint appointment as Visiting Professor at UNAM's Instituto de Matemáticas. Her work focuses on probability, stochastic processes, and their applications to mathematical finance and credit risk theory. Quintos completed her Ph.D. in Statistics at Columbia University under Prof. Philip Protter, where she was a Fulbright Scholar and recipient of the Howard Levene Teaching Award. Education: Ph.D. in Statistics (Columbia University, 2022), B.S. in Actuarial Sciences (Universidad de las Américas Puebla, Summa Cum Laude, Valedictorian). Research interests include systemic risk measurement, optimal group size in microlending, and stochastic modeling of contagion processes in finance and epidemiology. She has been a finalist for Columbia's Presidential Teaching Award twice. Teaching includes graduate-level courses on stochastic processes in finance and mathematical statistics at UW-Madison. Previously, she mentored undergraduate research projects on Alzheimer’s network modeling and discrete-event market simulations. Active in academic service, she has also completed 8 marathons including the NYC and Chicago Marathons.

Ran LiView profile

Associate Professor

• Corporate Finance
• Corporate Governance
• Banking
• +3 more

Ran Li is an Associate Professor at the Department of Physics, Kent State University. He holds a Ph.D. from Southern Illinois University (2007). His research focuses on corporate governance, banking practices, financial market dynamics, and strategic firm behaviors. Key themes in his work include board structure effectiveness, director networks, index fund impacts, and dual-class equity structures. Research interests span corporate finance, political connections in lending, innovation incentives tied to equity structures, and systemic risk analysis. His work frequently examines how institutional frameworks influence firm value and market outcomes through lenses like credit spreads, CDS markets, and S&P 500 index revisions. Recent publications explore topics such as loan syndication dynamics, director award impacts on board efficacy, and the role of political ties in banking operations. Over time, his research has evolved to address both micro-level board decisions and macro-level market impacts of index fund activities. No academic awards or grants are explicitly mentioned in the provided materials. No advisee information is available. Ran Li’s work often intersects with business strategy and financial regulation, though his affiliation with the Physics department suggests potential multidisciplinary research collaborations or a possible institutional classification discrepancy.

• Corporate Finance
• Sustainability Accounting
• Financial Management
• +3 more

Md Samsul Alam is a Professor in Sustainability and Accounting Research at the College of Business, Law and Social Sciences. His work bridges corporate finance, environmental sustainability, and governance, focusing on how managerial decisions, institutional frameworks, and external factors like political risk influence financial outcomes and corporate behavior. Research Interests: His research spans corporate finance strategies, environmental accounting, and governance dynamics. Key areas include managerial ability's impact on audit quality and debt choices, institutional quality's role in renewable energy adoption, and the effects of board gender composition and political risk on financial stability. He also explores cryptocurrency volatility linked to monetary policy and the interplay between cash holdings and carbon emissions. Recent Trends: His articles (2022-2025) emphasize macro-financial linkages, corporate sustainability, and policy impacts. For instance, he investigates how political risk affects cash management, how gender diversity in boards mitigates financial risks, and the regulatory drivers of renewable energy adoption in OECD economies. His work on cryptocurrency and monetary policy highlights methodological innovations like GARCH-MIDAS models. Advising & Grants: No formal advisees or grant details are explicitly listed. His research outputs have garnered 459 total views and 450 downloads, with 22 views and 8 downloads in the past month. Labs/Teams: No specific labs or collaborative teams are mentioned in the provided data.

• Financial Economics
• Venture Growth
• Resource Synergies
• +1 more

Xu Wang is a Senior Lecturer in Financial Economics at the College of Business, Law and Social Sciences. His research focuses on strategic resource allocation in venture growth and the impact of real-time uncertainty on financial markets. Research interests span financial economics, venture development, and market risk analysis. Recent work examines how resource synergies drive business expansion and how economic uncertainties influence credit derivative markets. Publications demonstrate consistent focus on quantitative finance and entrepreneurial economics. The 2025 study explores strategic resource frameworks for startups, while the 2023 paper analyzes CDS market dynamics during volatile periods.

George MicheniView profile

Researcher

• Machine Learning
• Time Series Analysis
• Financial Forecasting
• +3 more

George Micheni is the Director of the Capital Markets Lab at Morgan State University's School of Business & Management. He leads U.S. capital markets programs using the Bloomberg Terminal for data analysis, fintech initiatives, and investment strategies. His research focuses on machine learning and time series analysis for credit card default prediction and stock price forecasting via AI. He advises the MSU Investment Club and MSU Finance TV, emphasizing innovation in fintech and mentorship. Educations: B.S. Finance (Kenyatta University, 2014); M.S. Project Management (Morgan State University, 2017); M.S. Advanced Computing (pending, 2025). Research Interests: Combining machine learning and time series analysis for financial risk assessment. Recent projects include AI-driven stock price prediction for NASDAQ-listed companies (2023). Labs/Teams: Oversees the Capital Markets Lab, fostering corporate partnerships and student-led initiatives like the Student Managed Investment Fund.

Tom D HoldenView profile

Research Professor

• Monetary Economics
• Business Cycles
• Endogenous Growth
• +2 more

Dr. Tom D. Holden is a Research Professor at the School of Economics, University of Surrey, and an Economist in the Research Centre at the Deutsche Bundesbank. His research focuses on theoretical and applied macroeconomics, monetary economics, and dynamic stochastic general equilibrium (DSGE) modeling. He holds a DPhil (PhD) from the University of Oxford (2013). His work addresses topics such as occasionally binding constraints, monetary policy rules, and productivity persistence. Affiliations: University of Surrey (CIMS), Deutsche Bundesbank Education: DPhil in Economics, University of Oxford (2013) Holden's research interests include monetary policy design, business cycles, and endogenous growth. His recent work explores robust real rate rules, solutions to dynamic models with binding constraints, and the transmission of sovereign default risk. His key contributions include influential papers in Econometrica and Review of Economics and Statistics , advancing DSGE modeling techniques and their applications to macroeconomic policy. Holden advises multiple PhD students and collaborates internationally on projects addressing structural changes and inflation dynamics.

Philipp Johann KönigView profile

Research Professor

• Financial Intermediation
• Financial Regulation
• Monetary Policy
• +2 more

Philipp Johann König is a Research Professor at the Research Centre of the Deutsche Bundesbank. His expertise spans Financial Intermediation, Financial Regulation, Monetary Policy, and Financial Stability Policies. He has contributed extensively to understanding the interplay between banking systems and macroeconomic policies through empirical and theoretical research. His work often addresses contemporary challenges such as liquidity requirements, shadow banking fragility, and post-crisis regulatory frameworks. Research Interests include analyzing financial markets' stability, regulatory impacts on bank behavior, and the transmission mechanisms of monetary policies. Notable recent work examines real interest rates' effects on bank fragility and the theoretical dynamics of policy gambles in economic systems. His publications highlight recurring themes of financial stability, regulatory design, and systemic risk, with a focus on European financial architecture. While no specific grants or awards are listed, his contributions are integral to the Bundesbank's research agenda on monetary policy and financial stability. He has been affiliated with the Research Centre since 2017.

Yalin GündüzView profile

Research Professor

• Credit Risk Analysis
• Financial Markets
• Banking Regulation
• +3 more

Dr. Yalin Gündüz is a Research Professor at the Bundesbank's Research Centre, specializing in credit risk analysis, financial markets, and banking regulation. His work focuses on theoretical and empirical analysis of credit risk models, pricing and liquidity of bonds and credit default swaps (CDS), market microstructure, central counterparty platforms, and sovereign risk. He has contributed extensively to understanding systemic risk capital surcharges, banking regulation, and the implications of sovereign CDS usage during crises. His research spans academic publications in top journals including the Journal of Fixed Income , European Financial Management , and Physica A . Key areas of investigation include liquidity dynamics in corporate bond markets, the impact of regulatory policies on financial stability, and the interplay between sovereign risk and financial institutions. Gündüz holds a Ph.D. in Financial Engineering from the University of Karlsruhe (now Karlsruhe Institute of Technology), Germany. Recent articles highlight his exploration of bond market liquidity, the effects of systemic risk capital requirements, and the role of CDS markets in hedging and risk management. His interdisciplinary approach combines quantitative methods with institutional analysis, addressing both theoretical and applied aspects of financial markets.

Hato SchmeiserView profile

Professor

• Risk Management
• Insurance Economics
• Normative Decision Theory
• +4 more

Prof. Hato Schmeiser is a Full Professor of Risk Management and Insurance Economics at the University of St. Gallen, serving as Chairholder of the Chair for Risk Management and Insurance since 2005. He also serves as Managing Director of the Institute of Insurance Economics (IVW-HSG) and was Dean of the School of Management (2017-2023). His academic journey includes a doctoral degree from the University of Passau (1997), a postdoctoral qualification (Habilitation) from Humboldt University Berlin (2003), and professorships at the Universities of Münster and Frankfurt. Education: Doctorate in Business Administration (Dr. rerum politicarum), University of Passau (1997) Habilitation in Business Administration, Humboldt University Berlin (2003) Studies in Business Administration at the University of Mannheim (1987-1993) Research focuses on Risk Management, Insurance Regulation, Behavioral Insurance, and Strategic Management of Insurance Companies. Key themes include optimal risk pooling, capital allocation under Solvency II/SST, and consumer preferences for insurance products. His work bridges theoretical models and practical regulatory challenges. Publications emphasize innovative reinsurance solutions, pandemic risk insurability, and digital monitoring in insurance. Recent work explores big data's impact on risk classification and privacy. Awards highlight contributions to insurance economics, including multiple recognitions from the American Risk and Insurance Association and Emerald Literati Network. He has held leadership roles in professional organizations like the European Group of Risk and Insurance Economists (EGRIE, President 2015-2016). Grants include Swiss National Science Foundation funding for studies on investment guarantees and regulatory impacts. Active in editorial roles for journals like Geneva Risk and Insurance Review and The Journal of Insurance Issues. Oversees the IVW's research on insurance trends and policy implications. Labs/Teams: Leads the IVW-HSG, a leading research hub in insurance economics, collaborating with industry and academia on projects like pandemic risk modeling and digital insurance transformation.