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Zhi DaView profile

Professor

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

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

Chen LianView profile

Assistant Professor

• Macroeconomics
• Behavioral Economics
• Finance
• +3 more

Chen Lian is an Assistant Professor in the Department of Economics at UC Berkeley. Holding a PhD from MIT, their research bridges macroeconomics, behavioral economics, and finance, with a focus on bounded rationality, monetary theory, and macro-finance interactions. Education: PhD in Economics, MIT Chen’s work explores how incomplete information and behavioral biases shape macroeconomic outcomes. Key themes include inflation effects on households, fiscal-monetary policy interactions, and financial stress dynamics. They employ heterogeneous-agent models and analyze how micro-level shocks propagate through the economy. Their publications and working papers address topics like credit cycles, demand shock propagation, and the psychological underpinnings of economic decisions. Papers such as Low Interest Rates and Risk Taking (2019) and Confidence and the Propagation of Demand Shocks (2022) highlight their interdisciplinary approach.

Apostolos FasianosView profile

Lecturer

• household finance
• housing economics
• monetary economics
• +2 more

Apostolos Fasianos is a Lecturer in Economics at Brunel University London, specializing in macroeconomic implications of household financial behavior. Prior roles include economist positions at the Hellenic Ministry of Finance (2017-2020) and Central Bank of Ireland (2016-2017) , with collaborative research spanning the Bank of England and Reserve Bank of New Zealand . PhD in Economics, University of Limerick MSc in Economic Development, University of Glasgow MPhil in Economics, University of Athens Research focuses on household finance , housing economics , monetary policy , and economic inequalities . Recent work explores AI-enabled technological shocks on UK labor markets via Bayesian VAR modeling and textual patent analysis. Publications span topics like wealth inequality , housing market asymmetries , and financialization trends . Selected publications highlight interdisciplinary approaches, merging macroeconomic theory with empirical analysis of crises (e.g., Covid-19 ), housing markets, and historical financial trends. Key methodologies include textual analysis , VAR modeling , and spatial econometrics . Active in policy analysis, Fasianos represented Greece in international forums such as the EPC - Ageing Working Group and OECD Working Party 1 . Current projects include a 2023-2024 BRIEF AWARDS grant on AI’s macroeconomic impacts.

Shan LuView profile

Lecturer

• Financial Derivatives
• Option Pricing
• Quantitative Finance
• +3 more

Dr. Shan Lu is a Lecturer in Finance at the Department of Accounting and Finance, Kent Business School, University of Kent, since August 2021. He previously held positions at the University of Aberdeen and the University of Bradford and earned his PhD from the University of Aberdeen. Research interests: Financial derivatives, option pricing, and quantitative finance. His work focuses on volatility modeling, risk-neutral density estimation, and computational finance, with publications in journals such as the European Journal of Finance, Journal of Futures Markets, and Economics Letters. Teaching: Covers financial markets, derivatives, econometrics, and quantitative methods at undergraduate and postgraduate levels. Scientific awards: Fellow (FHEA) of Higher Education Academy Advising: Offers PhD supervision in topics aligned with his research interests, including financial derivatives and quantitative finance. He emphasizes collaboration on research ideas directly related to his expertise. Publications: Recent work explores volatility dynamics in VIX/VXX options, risk-neutral density extraction, and implied volatility forecasting, leveraging computational methods and empirical finance techniques.

Suzanne S. LeeView profile

Associate Professor

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

Ricardo CaballeroView profile

Professor

• Macroeconomics
• Financial Economics
• International Economics
• +3 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.

• Applied Financial Economics
• Economics of Security
• Financial Risk Management
• +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.

Na DuView profile

Assistant Professor

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

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

• Macro-Finance
• International Finance
• Empirical Asset Pricing
• +5 more

Philippe Mueller is a Professor of Finance at Warwick Business School (University of Warwick) and a leading researcher in macro-finance, international finance, and asset pricing. He previously held positions at the London School of Economics (2008–2017) and earned his PhD from Columbia University. His research focuses on factors driving asset prices, foreign exchange markets, corporate credit, and central bank policies. Mueller has published in top journals such as the Journal of Finance and Journal of Financial Economics , and his work on corporate bond pricing won the Fama-DFA Prize (2023). Education: PhD in Finance and Economics, Columbia University, 2008 MBF, Master of Science in Banking and Finance, Université de Lausanne, 2002 lic. rer. pol., Universität Bern, 1999 Research Interests: His primary research areas include asset pricing, financial econometrics, and international finance with a focus on fixed income markets, corporate credit provision, and monetary policy impacts. Recent work examines intraday foreign exchange patterns, central bank swap lines, and volatility dynamics in fixed income and currency markets. Teaching & Grants: Mueller teaches advanced courses in asset pricing and fixed income at Warwick. He has secured grants from the BA/Leverhulme Trust, BIS Research Fellowship, and INQUIRE Europe. His work is supported by collaborations with institutions like the Swiss National Bank and ECB. Awards & Recognition: Fama-DFA Prize for best asset pricing paper (2023) BIS Research Fellowship (2025–2027) Walter Wasserfallen Prize (2000) Professional Activities: He serves on programme committees for major finance conferences (EFA, WFA) and referees for top journals including Journal of Political Economy and Econometrica .

Alexandre RUBESAMView profile

Associate Professor

• Finance
• Asset Pricing
• Financial Econometrics
• +5 more

Alexandre RUBESAM is an Associate Professor at IÉSEG School of Management (France), specializing in Finance with a focus on asset pricing, financial econometrics, and quantitative trading. He holds a Ph.D. in Finance from Cass Business School (UK), an MSc in Statistics from the State University of Campinas (Brazil), and a Bachelor in Statistics from the same university. Education: Ph.D., Finance, Cass Business School, UK (2008) MSc., Statistics, State University of Campinas, Brazil (2004) Bachelor, Statistics, State University of Campinas, Brazil (2001) His research interests span behavioral finance, risk management, machine learning applications in finance, and portfolio optimization. Notably, he explores topics like market herding during crises, volatility forecasting, and the low-beta anomaly through behavioral lenses. Prof. Rubesam has authored influential papers on information transmission in financial markets, risk parity strategies, and the efficacy of linear models in volatility prediction. His work bridges theoretical finance with practical applications, such as developing machine learning-based portfolio construction methods for emerging markets. Awards: 2007 Dimitris N. Chorafas Foundation Prize 2006 Best Paper Award, Cass Business School His professional roles include Chief Risk Officer at Itaú-Unibanco (2013–2017) and Quantitative Researcher/Trader at Principia Capital Management (2009–2011). He is a member of LEM (Laboratory of Economics and Management) and teaches courses on financial programming, risk management, and portfolio analysis.

Konstantin (Kostia) M. ZuevView profile

Teaching Professor

• Network Science
• Applied Probability
• Computational Statistics
• +4 more

Dr. Konstantin (Kostia) M. Zuev serves as Teaching Professor in the Computing + Mathematical Sciences Department at California Institute of Technology , where he has made significant contributions to network science and computational statistics since 2016. His dual PhDs in Mathematics (Moscow State University, 2008) and Civil Engineering (HKUST, 2009) underpin his interdisciplinary research spanning differential geometry, stochastic simulation, and network dynamics. Education PhD in Mathematics, Lomonosov Moscow State University (2008) PhD in Civil Engineering, Hong Kong University of Science & Technology (2009) His research focuses on network science , particularly course-prerequisite networks and complex financial systems , with recent work extending to network navigability in cosmological models and rare event simulation. Over his career, he has developed innovative Bayesian inference methods and geometric preferential attachment theories while maintaining active collaborations across mathematics, physics, and biomedical domains. Recent publications highlight network analysis in education ( 2023 ), hyperbolic graph theory ( 2024 ), and pandemic-informed cancer mortality studies ( 2023 ). His 15 most recent articles demonstrate methodological innovations across disciplines including statistics, physics, finance, and cosmology. Scientific recognition includes Humboldt Research Fellowship (2021) Carver Mead Seed Fund Grant (2023) ASCIT Teaching Award (2018, 2023) Northrop Grumman Teaching Excellence Prize (2019) As Graduate Option Representative for Information and Data Sciences at Caltech and faculty advisor for multiple student organizations including the Caltech Karate Club and Caltech Chess Club , he actively bridges academic rigor with community engagement through outreach initiatives like the virtual math education channel and university math circles for K-12 students.

• Empirical Corporate Finance
• Banking Regulation
• Climate Finance
• +3 more

Professor Duc Duy (Louis) Nguyen is Professor in Finance at Durham University Business School. Previously, he was Associate Professor at King's College London and Assistant Professor at University of St Andrews. His research has been featured in Forbes, Harvard Business Review, and BBC. He holds a BSc in Computing from National University of Singapore, MSc in Accounting, Finance, and Management from University of Bristol, and PhD in Finance from University of Edinburgh. Research foci include: Climate risk integration in mortgage markets and corporate finance Impact of social policies (e.g., marriage equality) on credit access Corporate governance and misconduct prevention in banking Local information environments and fraud detection Cross-cultural dimensions of executive decision-making His publication portfolio demonstrates consistent examination of how institutional frameworks (regulation, culture, governance) shape financial behaviors and market outcomes, with recent emphasis on climate finance and social equity impacts. Awards include: David Hume Publication Prize (2015) Semi-finalist, FMA Europe Best Paper Award (2018) Finalist, FMA Asia/Pacific Best Paper Award (2019) Best Registered Report on "Politics and Corporate Power" Vietnam Symposium in Climate Transition Best Paper Award (2024) He currently supervises PhD candidates Bingzhi Zhang and Jing Wei. His externally funded research includes grants from British Academy/Leverhulme Trust and Carnegie UK Trust. He serves as Associate Editor for European Journal of Finance and British Accounting Review. As frequent speaker at central banks and policy forums (Federal Reserve Banks of New York & St. Louis), he translates research insights into regulatory practice and policy development.

Witold J. HeniszView profile

Professor

• Political Risk Management
• ESG (Environmental, Social, Governance) Impact Analysis
• Stakeholder Engagement
• +5 more

Witold J. Henisz serves as Vice Dean and Faculty Director of the Impact, Value, and Sustainable Business Initiative at The Wharton School, University of Pennsylvania, holding the Deloitte & Touche Professorship in Management. His research centers on political and social risk identification, ESG impact materiality, and corporate diplomacy frameworks that transform stakeholder relationships into strategic assets. His educational background includes a Ph.D. in Business and Public Policy from UC Berkeley's Haas School and an M.A. in International Relations from Johns Hopkins SAIS. Henisz has served as Departmental Editor at Journal of International Business Studies and Associate Editor at Strategic Management Journal , reflecting his scholarly influence. Research interests converge on geopolitical risk quantification, stakeholder engagement optimization, and sustainable business model innovation. His work demonstrates how political hazards materially impact firm valuation and how corporate diplomacy can mitigate conflict through strategic stakeholder alignment. Recent publications leverage massive media datasets (4+ billion articles) to model populism dynamics, indigenous land conflicts, and ESG-credit risk linkages. Award highlights include the Aspen Institute Ideas Worth Teaching Award (2020), Iron Prof recognition (2019), and Academy of International Business Fellowship. His geostrategy framework Geostrategy by Design (2024) provides executives with actionable methods for navigating geopolitical volatility. Aspen Institute Ideas Worth Teaching Award (2020) Iron Prof recognition (2019) Academy of International Business Fellow (2014-present) Multiple Wharton Excellence in Teaching Awards (2006-2021) Industry Studies Association Best Paper Award (2019) Henisz consults through PRIMA LLC for multinational firms (Rio Tinto, Shell), financial institutions (Eaton Vance, World Bank), and NGOs. His executive education programs train leaders in ESG integration and geopolitical risk management, while his KEROVKA crisis simulation develops real-time strategic response capabilities. Media frequently cites his expertise on ESG controversies, with 50+ major publications featuring his analysis since 2022 including Financial Times , Bloomberg , and Wall Street Journal .