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Robert JOLIET is an Associate Professor of Finance at IÉSEG School of Management in France. He holds a Ph.D. in Economics and Management from HEC-ULg Management School (Belgium) and has held various academic leadership roles, including Director of Academic Development and Academic Director of the PGE (MSc in Management). His research focuses on finance, portfolio management, SRI (Socially Responsible Investing), and corporate finance, with a particular emphasis on international expansion, capital structure, and sustainable investment strategies. Education: 2008: Ph.D. in Economics and Management, HEC-ULg Management School, Belgium 2004: Master of Advanced Studies (DEA), Management Sciences (Finance), University of Liège, Belgium 2002: Master of Science in Business Engineering (Finance), University of Liège, Belgium Research interests span SRI fund dynamics, corporate social responsibility valuation, international debt policies, and market liquidity. Notable contributions include analyzing the impact of SRI mutual funds on corporate governance and environmental practices, and exploring the stability of sovereign debt structures in the Eurozone. Awards include the 2005 FORTIS Award (Third Prize) and the 2003 E.G. de Barsy Doctoral Fellowship. He has published extensively in journals like Economics Letters and Journal of Banking & Finance . Academic leadership roles include directing programs and departments at IÉSEG, alongside coordinating the Finance Track and managing academic development initiatives. His teaching focuses on financial data analysis, active portfolio management, and investment strategies in capital markets. He is a member of the LEM (Laboratoire d'Économie Moderne) research group and contributes to interdisciplinary research in finance and economics.

• Finance
• Portfolio Management
• SRI (Socially Responsible Investing)
• +3 more

Tomaso Aste is a Professor of Complexity Science at the Department of Computer Science, University College London (UCL). He founded the Financial Computing and Analytics group and co-founded the UCL Centre for Blockchain Technologies. His work bridges complex systems, data science, and finance, with applications in blockchain, fintech, and market modeling. Education: PhD in Physics (Politecnico di Milano, 1994); Laurea in Physics (University of Genoa, 1990) Prior Appointments: Reader at University of Kent's School of Physics; Associate Professor at Australian National University's Applied Mathematics His research focuses on data-driven modeling of complex systems , particularly financial systems, complex networks, and statistical physics. He has pioneered information filtering networks and topological machine learning methods for financial applications, including portfolio optimization, risk assessment, and cryptocurrency analysis. Recent publications highlight his expertise in financial time-series analysis, blockchain technology, and AI-driven modeling. Articles explore topics like limit order books, cryptocurrency market fragility, and topological neural networks. His work has influenced regulatory technology (RegTech) frameworks and digital economy strategies. Scientific Awards : Marie Curie Individual Fellowship University of Genoa graduate study specialization Fellowship Bacheflor Boncompagni-Ludovisi Foundation Fellowship Awarded fellowships from European Commission and academic foundations support his interdisciplinary research. He has held editorial roles at journals like Philosophical Magazine and Granular Matter , and contributed to professional societies including American Physical Society and Australian Research Council panels. Teaching & Academic Leadership : Co-created four UCL Master's programs: Financial Risk Management, Computational Finance, Financial Technologies, Emerging Digital Technologies Coordinates executive training on AI, blockchain, fintech, and regtech for regulators and private firms Teaches graduate-level courses in Data-Driven Modeling, Data Science, and Advanced AI

• Complex Systems
• Financial Mathematics
• Statistical Physics
• +6 more

Martin T. Wells is the Charles A. Alexander Professor of Statistical Sciences at Cornell University, with joint appointments in the Department of Statistical Science, Department of Biological Statistics and Computational Biology, Department of Social Statistics, and as Professor of Clinical Epidemiology and Health Services Research at Weill Medical School. He serves as Editor-in-Chief of the ASA-SIAM Book Series and Co-Editor of the Journal of Empirical Legal Studies. Cornell University, Ithaca, NY Weill Cornell Medical College Research Interests span applied and theoretical statistics, Bayesian methods, biostatistics, clinical epidemiology, and computational biology. His work bridges disciplines like finance, legal studies, and health services research. Article Trends highlight advancements in Bayesian modeling, quantum cognition machine learning, tensor analysis, and misclassification correction, with applications in genomics, finance, and public health. Fellow of the American Statistical Association Fellow of the Royal Statistical Society Contributions include developing statistical software (e.g., rTensor), methodological innovations in clinical trials, and empirical legal studies on civil rights and the death penalty.

• Applied Statistics
• Theoretical Statistics
• Bayesian Statistics
• +7 more

Athanasios TRIANTAFYLLOU is an Associate Professor of Finance at IÉSEG School of Management in France. He holds a Ph.D. in Economics from the University of Athens (2017) and has held academic positions including Visiting Professor at Cornell University (2019), Lecturer at the University of Essex (2017–2022), and General Equilibrium Modeler at the National Technical University of Athens (2015). His research focuses on commodity markets, volatility forecasting, risk management, and monetary economics. Key contributions include analyzing commodity price uncertainty's impact on economic activity and financial markets. He has published extensively in journals like Journal of Futures Markets , Economics Letters , and International Journal of Finance and Economics . Education includes a BSc in Mathematics (2008), MSc in Accounting and Finance (2010), and M.Phil. in Economics (2013), all from Greek institutions. Professional experience includes risk management consulting at Ernst & Young (2016–2017). His teaching covers financial derivatives, multinational finance, and commodity markets. Research highlights include exploring the role of commodity price uncertainty in global economic dynamics and the predictive power of market information in corporate defaults. His work often bridges theoretical econometrics with practical policy implications, addressing issues like inflation dynamics driven by oil market risks and the tourism-led growth hypothesis in the Eurozone. TRIANTAFYLLOU’s publications emphasize volatility modeling, commodity market linkages, and the interplay between economic uncertainty and financial stability.

• Commodity Markets
• Risk Management
• Volatility Forecasting
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Charles M. Jones is a Professor of Finance at Columbia Business School, Columbia University, with an extensive publication record spanning several decades. His research focuses on market microstructure, high-frequency trading, short selling, retail investor behavior, and stock market liquidity. His work has appeared in top finance journals including the Journal of Finance, with his most recent publication "Nonstandard Errors" appearing in the June 2024 issue. Professor Jones's research interests center on understanding how financial markets function at a granular level. His work on market microstructure examines the mechanics of price formation, liquidity provision, and the impact of trading technologies on market quality. His research on short selling has been particularly influential, investigating when short sellers trade, what information they possess, and how regulatory interventions like short sale bans affect market functioning. His more recent work has explored the rise of retail trading through platforms like Reddit and its implications for price discovery, particularly during events like the GameStop phenomenon and the COVID-19 pandemic. Analysis of his publication trends reveals a consistent focus on market efficiency and price discovery mechanisms, with increasing attention to retail investor behavior in recent years. His work spans both theoretical modeling and empirical analysis of market data, often utilizing high-frequency datasets to examine intraday trading patterns. The interdisciplinary nature of his research bridges finance, economics, and information science, contributing to both academic understanding and practical market regulation. Professor Jones has collaborated extensively with researchers across the globe, as evidenced by his numerous co-authored papers with scholars from institutions worldwide. His work has significant implications for market regulators seeking to understand the impact of technological changes and regulatory interventions on market quality and efficiency.

• Market Microstructure
• High-Frequency Trading
• Short Selling
• +7 more

Mungo Wilson is a Professor of Finance at the Saïd Business School , University of Oxford, and an associate member of the Oxford-Man Institute of Quantitative Finance. He holds a PPE degree from Oxford, an MSc in Economics from LSE, and a PhD in Economics from Harvard. His research focuses on asset pricing, credit risk, mutual funds, and macroeconomic influences on financial markets. He has published extensively in top journals and engages actively with industry through board roles and advisory work. Education : Bachelor's in Philosophy, Politics & Economics (PPE), University of Oxford MSc Economics, London School of Economics PhD in Economics, Harvard University Research Interests : Assesses how macroeconomic conditions and credit risk shape asset prices Analyzes mutual fund behavior and market information transmission mechanisms Explores political dynamics' impact on financial markets His professional engagements include board memberships with funds like EA Asia Absolute Return Master Fund and advisory roles at Broadwell Capital. Teaching focuses on microeconomics for MBA programs, covering game theory, market structures, and price discrimination. Advisory & Grants : Supervises doctoral students at Saïd Business School and serves on programme committees for major finance conferences (e.g., European Finance Association, CEPR Annual Spring Symposium). Awards : While no specific prizes are listed, his impactful research has been widely cited and presented globally.

• Asset Pricing
• Macroeconomics
• Credit Risk
• +3 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

Zhi Da is the Howard J. and Geraldine F. Korth Chair in Finance and Professor of Finance at the University of Notre Dame , Mendoza College of Business, Department of Finance. He completed his Ph.D. in Finance at Northwestern University’s Kellogg School of Management (2006), preceded by an M.Sc. in Financial Engineering from the National University of Singapore (2001) and a B.B.A. with First-Class Honors (1999) from the same institution. Holding editorial roles at Journal of Finance , Management Science , Review of Financial Studies and several other top journals, he is a leading voice in empirical finance research. Education Ph.D. in Finance, 2006 – Kellogg School of Management, Northwestern University M.Sc. in Financial Engineering, 2001 – National University of Singapore B.B.A. (1st Class Honors), 1999 – National University of Singapore Research Interests Zhi Da’s scholarship sits at the intersection of asset pricing , behavioral finance , and market microstructure . He investigates how investor attention, institutional trading, liquidity frictions, and information flows jointly determine the cross-section of expected returns. His work delves into retail margin trading, the role of pension-fund flows in exchange-rate dynamics, the informational content of SEC filings, and the efficiency of short-selling mechanisms. By combining large-scale data analytics, textual analysis, and structural modeling, he uncovers novel predictors of returns ranging from presidential approval ratings to real-time attention measures. Recent projects explore fractional trading ’s impact on price efficiency, hedging demand as a driver of intraday momentum, and the hidden effort problem in delegated portfolio management. These themes collectively advance our understanding of limits to arbitrage and the formation of extrapolative beliefs. Publication Landscape Spanning 2025 back to 2009, his 15 most recent articles in Journal of Finance , Review of Financial Studies , Management Science , Journal of Financial Economics , and Journal of Financial and Quantitative Analysis converge on three broad motifs: (1) micro-level trading frictions—liquidity costs, margin requirements, and short-selling constraints; (2) macro-finance linkages—exchange rates, fiscal policy, and global capital flows; and (3) information economics—attention allocation, media analytics, and regulatory disclosures. The collective evidence demonstrates that seemingly small trading or informational frictions aggregate into large, persistent cross-sectional return predictability. Honors and Awards 2017 William F. Sharpe Award for Best Paper, Journal of Financial and Quantitative Analysis Lead-article distinctions in Journal of Finance , Review of Financial Studies , and Management Science Featured coverage in SmartMoney and CNBC Teaching & Mentorship At Notre Dame’s Mendoza College, Professor Da teaches Investments (undergraduate and MBA) and Fixed Income Securities , integrating cutting-edge research insights into the curriculum. While specific advisees are not listed, his extensive co-author network (22+ recurring collaborators) attests to a vibrant mentoring environment. Laboratory & Data Resources He publicly distributes the NAT (Net Arbitrage Trading) dataset, a stock-quarter panel of arbitrage positions used in Chen, Da & Huang (2019). This resource has become a standard tool for researchers studying arbitrage capital movements.

• Asset Pricing
• Behavioral Finance
• Market Microstructure
• +7 more

Liming Feng is an Associate Professor at the Department of Industrial and Enterprise Systems Engineering, University of Illinois at Urbana-Champaign, and has served as Director of the Master of Science in Financial Engineering (MSFE) program since 2022. His academic career at the university spans from Assistant Professor (2006-2012) to his current role. He earned his Ph.D. in Industrial Engineering and Management Sciences from Northwestern University (2006), an M.S. in Mathematics from Northwestern University (2000), and a B.S. in Mathematics from Beijing Normal University (1997). Ph.D., Industrial Engineering and Management Sciences, Northwestern University, 2006 M.S., Mathematics, Northwestern University, 2000 B.S., Mathematics, Beijing Normal University, 1997 Feng’s research focuses on Financial Engineering, Stochastic Modeling, and Computational Methods. He has contributed extensively to quantitative finance, particularly in options pricing, portfolio optimization, and market impact models. His work leverages advanced numerical methods, Fourier transforms, and stochastic calculus to solve complex financial problems. The trends in his publications highlight expertise in Levy processes, jump diffusion models, and numerical algorithms for financial derivatives. He has developed innovative techniques for Bermudan options pricing, discretely monitored barrier options, and portfolio deleveraging strategies. His articles often intersect Operations Research with Financial Engineering, emphasizing computational efficiency and mathematical rigor. ISE Faculty Fellow (2025) INFORMS Financial Services Section Best Student Research Paper (2013) First runner-up of the 2012 Morgan Stanley Prize for Excellence in Financial Markets Feng has served on editorial boards for Operations Research Letters and Mathematical Finance . He has been recognized repeatedly for teaching excellence, including the Sharp Outstanding Teaching Award (2011, 2022) and multiple entries in the List of Teachers Ranked as Excellent by Their Students (2007-2024). He currently leads the MSFE program and contributes to curriculum development through courses like IE 522 (Statistical Methods in Finance) and IE 527 (MSFE Professional Development).

• Financial Engineering
• Operations Research
• Stochastic Modeling
• +3 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

Marek Pycia serves as Professor of Organizational Economics at the University of Zurich and Co-Director of the Zurich Center for Market Design. His research has driven tangible policy impacts including the U.S. kidney-transplant voucher program and school system redesigns, with publications in premier journals like American Economic Review and Econometrica . His academic foundation includes a Ph.D. in Economics from the Massachusetts Institute of Technology (MIT), complemented by prior faculty roles at UCLA, Pennsylvania State University, and Leon Koźmiński Academy of Entrepreneurship and Management, plus a visiting fellowship at Princeton University. Professor Pycia specializes in Market Design and Mechanism Design , where he bridges theoretical microeconomics with real-world applications in healthcare allocation and educational systems. His work emphasizes strategyproofness , simplicity , and efficiency in matching markets, influencing both academic frameworks and practical policy implementations globally. Recent publications (2024-2025) reveal a concentrated focus on simplifying mechanism design for discrete environments, advancing double auction theory, and optimizing information structures in trade. These works consistently apply game-theoretic principles to solve complex allocation problems across healthcare, education, and financial markets. Key recognition includes: Research Fellow at the Centre for Economic Policy Research (CEPR) Editorial board membership at Theoretical Economics , Journal of Economic Theory , and Games and Economic Behavior While specific grant details remain unmentioned, his editorial leadership and center directorship indicate active research funding. He supervises graduate work through the University of Zurich’s economics programs, though no named students appear in the source text. The Zurich Center for Market Design, which he co-directs, functions as an interdisciplinary hub connecting theoretical research with practitioners in healthcare, education, and public policy to implement novel market mechanisms.

• Market Design
• Mechanism Design
• Game Theory
• +4 more

Na Du is an Assistant Professor in the Department of Informatics and Networked Systems at the University of Pittsburgh's School of Computing and Information. She holds a PhD in Industrial & Operations Engineering from the University of Michigan (2021) and a Graduate Certificate in Data Science. Her research focuses on human factors in smart cities, human-centered computing, and user experience design. She is affiliated with the Intelligent Systems Program, Pitt Cyber, and the Center for Governance and Markets. Education: PhD in Industrial & Operations Engineering (University of Michigan, 2021); Undergraduate in Psychology (Zhejiang University). Research emphasizes explainable AI, human-AI teaming, and smart technologies. Recent grants include funding from Honda Research Institute and Pitt Cyber Accelerator for projects on emotions in Human-AI interaction and Metaverse privacy awareness. Her work has been recognized with awards like the HFES Best Paper Award and the IOE Outstanding Student Award. Advising includes PhD students and researchers in human factors and UX design. The HAT Lab under her leadership explores interdisciplinary challenges in human-computer interaction and smart systems.

• Human-Computer Interaction
• Human Factors in Smart City Technologies
• Human-Centered Computing
• +4 more

Sean Foley is a Professor of Applied Finance at Macquarie University, specializing in Fintech, Cryptocurrencies, Trading, and Market Design. He leads the Decentralized Assets division at the Digital Finance Cooperative Research Centre (DFCRC), bridging academia, industry, and government. His research focuses on blockchain applications like automated market makers, DeFi protocols, and stablecoins. Education: PhD in Finance from the University of Sydney (2014), focusing on 'The Impact of Regulation on Market Quality'. Research Interests: Decentralized finance (DeFi) systems Cryptocurrency market dynamics and regulation Market microstructure and liquidity provision Energy market crises and policy Regulatory frameworks for financial markets Key Projects: Leading the DFCRC's Industrial PhD Scholarships (2021–2031), mentoring students like Arvind Rangarajan and Juuso Artturi Itkonen. Research on Australia's National Electricity Market (NEM) suspension and energy policy. Awards: Best Paper Award at the Cryptocurrency Conference (2019) Philip Brown Prize for Best Australian Paper (2021) Exceptional Research Prize (2019) Advising & Grants: Supervised over 10 PhD students through DFCRC scholarships. Secured $181 million for the Digital Finance CRC. Lead applicant in the Gunns Ltd shareholder class action. Labs/Teams: Head of Decentralized Assets at DFCRC, collaborating on policy and technology. Co-researcher on 'Electricity Markets in Crisis' and cryptocurrency illicit use studies.

• Cryptocurrencies
• Fintech
• Market Design
• +4 more