Francisco Barillas Bedoya is an Associate Professor at the School of Banking and Finance within the UNSW Business School, University of New South Wales. His research focuses on theoretical and empirical asset pricing, particularly portfolio choice, asset pricing tests, macrofinance, and term structure of interest rates. He has published extensively in top-tier journals like the Journal of Finance and Management Science. PhD from New York University MA from University of British Columbia BSc from Trent University His recent publications analyze Sharpe ratios for model comparison, speculative behavior in bond markets, and risk premia in fixed income markets. While no formal awards are listed, his work intersects financial economics, econometrics, and computational methods. Office: Level 3, Room 333C, Ref E12 Email: f.barillas@unsw.edu.au
Daniel Kreisman is an Associate Professor of Economics at Georgia State University and a faculty affiliate at the University of Milan. His research focuses on labor economics, education finance, and policy, particularly examining school funding, career and technical education (CTE), and student loan repayment systems. Kreisman founded the Career & Technical Education Policy Exchange (CTEx), a multi-state consortium under Georgia Policy Labs, which analyzes CTE policy impacts. He holds a Ph.D. in Public Policy from the University of Chicago and a B.A. in History and Philosophy from Tulane University. Prior to academia, he taught high school English in New Orleans. His education includes a PhD from the University of Chicago (Public Policy) and a BA from Tulane University (History and Philosophy). Research Interests: Educational Finance and School Funding Mechanisms CTE Program Design and Equity Student Loan Repayment Behaviors Labor Market Signaling and Economic Outcomes Public Policy Evaluation CTEx collaborations include state partners in Massachusetts, Michigan, Montana, Tennessee, Texas, Washington, and Atlanta, focusing on data-driven policy to enhance CTE programs. Advising & Grants: Kreisman’s work bridges academia and policy, with grants supporting research on CTE alignment, financial aid impacts, and loan repayment systems. His lab affiliations enable applied policy analysis. Labs/Teams: Director of CTEx and active member of Georgia Policy Labs, emphasizing evidence-based education policy.
Stacey Jacobsen is an Associate Professor of Finance at the Cox School of Business, Southern Methodist University (SMU), and holds the Fabacher Endowed Professorship of Alternative Asset Management. She received her PhD in Finance from Indiana University in 2011 and an undergraduate degree from Texas Christian University. Prior to her academic career, she worked as an investment banking analyst and strategy associate. PhD, Finance, Indiana University Undergraduate, Texas Christian University Her research focuses on Empirical Corporate Finance and Market Microstructure , with a particular emphasis on liquidity analysis, corporate bond markets, and investor behavior. Her work combines empirical studies with quantitative finance methodologies to explore financial market dynamics, transaction cost analysis, and strategic corporate finance decisions. Stacey's publications in top-tier journals such as the Journal of Finance, Journal of Financial Economics, and Management Science reflect her expertise in liquidity measurement, market microstructure, and corporate finance. These works often bridge theoretical finance with real-world market outcomes, covering subfields like high-speed trading, market efficiency, and empirical analysis of financial strategies. She teaches FINA 6238 Financial Modeling , integrating her research insights into practical financial analysis tools.
Dong Lou is a Professor of Finance at the Hong Kong University of Science and Technology (HKUST), where he serves as Associate Dean of Business and Management (Strategic Planning and Research) and Acting Head and Chair Professor of the Department of Finance. He is also a CEPR Research Fellow at the London School of Economics (LSE). His research focuses on asset pricing, investment management, and behavioral finance, with a particular emphasis on market inefficiencies, trading dynamics, and macrofinancial linkages. PhD in Finance, Yale University, 2009 His scholarly work explores liquidity provision, arbitrage activity, investor behavior, and the impact of information dissemination on financial markets. Recent studies include the effects of dollar asset holdings on global yields, retail margin trading dynamics, and the relationship between communication rates and security prices. His publications appear in top journals like Management Science , Journal of Financial Economics , and Review of Financial Studies . His research has been recognized with numerous awards, including the Crowell Memorial Award, NASDAQ OMX Award, and multiple INQUIRE and CRSP Forum grants. He mentors PhD students in finance and co-directs the HKUST-DXM AI for Finance Joint Laboratory, advancing AI applications in financial research and practice.
Chuck Fang is an Assistant Professor of Finance at Drexel University's LeBow College of Business. He holds a PhD in Finance from UPenn Wharton (2023) and BAs in Economics, Mathematics, and Statistics from UC Berkeley (2015). His research is centered on credit markets, monetary policy, financial innovations, and financial data infrastructure. PhD in Finance, UPenn Wharton, 2023 BAs in Economics, Mathematics, and Statistics, UC Berkeley, 2015 His research interests span credit markets , monetary policy transmission , financial innovations (including DeFi and automated market makers), and financial data linkage (e.g., Bond-Compustat-CRSP and DealScan-Compustat links). His work explores how monetary policy affects bond fund flows, debt structure changes, and sovereign restructuring. He emphasizes data quality and transparency, contributing open-source tools for empirical finance. The most recent articles reveal a strong focus on monetary policy amplification , debt market structure , and data infrastructure for empirical research. Keywords across publications include finance, monetary policy, asset pricing, fintech, and data linkage. Subfields consistently involve bond fund flows, syndicated loans, sovereign debt restructuring, DeFi mechanisms, and financial data validation. His research bridges macroeconomic policy with micro-level financial data, often using large-scale institutional holdings and transaction data. Scientific awards include: WFA Brattle Group PhD Candidate Award for Outstanding Research Chuck Fang has advised no students listed in the materials. He has secured research recognition through conference presentations and working paper awards. His work is supported by access to major financial databases and collaboration with leading scholars such as Kairong Xiao and Greg Nini. He actively disseminates findings through SSRN, Google Scholar, and academic conferences. He leads or contributes to several data infrastructure projects, including the Bond-Compustat-CRSP Link and DealScan-Compustat Link. These tools enhance empirical research in corporate finance and asset pricing by improving issuer identification and data accuracy. He also maintains a personal website and is active on professional platforms like LinkedIn and Twitter, promoting open science and financial research transparency.
Duane J. Seppi is a Professor of Financial Economics at the Tepper School of Business , Carnegie Mellon University since 2001, currently holding the Richard C. Green Professor chair. His research focuses on market microstructure (price manipulation, limit orders, market liquidity) and derivative pricing for commodities. PhD in Finance from University of Chicago (1988) MBA from University of Chicago (1984) BA from Stanford University (1977) His work bridges financial theory with commodity operations , exploring topics like natural gas storage valuation , electricity price modeling , and merchant commodity asset management . Key publication trends include Nash equilibrium in price impact , latent trading demand analysis , and commodity real options . Scientific awards include: Best Paper Award (2015) WFA/NYSE Prize (2005) George Leland Bach Award (2002) Roger F. Murray Prize (1998) As a dedicated educator , he teaches option pricing , stochastic processes , and algorithmic trading . His editorial board service spans the Journal of Finance , Journal of Financial Markets , and Review of Finance . Duane has held visiting fellowships at the U.S. SEC , University of Vienna , and Nanyang Technical University .
Thierry Foucault serves as HEC Foundation Chaired Professor of Finance at HEC Paris, where he conducts influential research at the intersection of financial markets and technology. His work focuses on the determinants of financial markets liquidity and informativeness, the industrial organization of markets, and their effects on the real economy. His primary research interests include Big Data applications in finance, artificial intelligence in trading technologies, over-the-counter (OTC) markets, and how stock markets influence corporate decisions regarding investment and product choices. Foucault's recent work has increasingly examined how technological advancements reshape traditional financial market structures and corporate behavior. Foucault's research portfolio demonstrates a clear progression toward understanding how data abundance and AI transform market dynamics. His publications span theoretical models, empirical investigations, and policy implications, with particular emphasis on how alternative data sources affect traditional expertise in fund management, how algorithmic approaches change market maker behavior, and how investor information horizons influence corporate investment decisions. European Research Council (ERC) Advanced Grant (2021) for a five-year research project on Big Data and AI in financial markets Co-managing editor of the Journal of Financial and Quantitative Analysis (JFQA) since September 1, 2021 As an academic leader, Foucault actively mentors PhD students and collaborates with researchers worldwide. His editorial position at JFQA places him at the forefront of scholarly discourse in quantitative finance. While specific grant details aren't provided in the text, his ERC Advanced Grant represents significant research funding supporting his work on technology's impact on financial markets and corporate investment.
Professor Francisco Gomes is a Professor of Finance at the London Business School , where he has been a faculty member since 2000. His research focuses on capital markets, asset allocation, household finance, and macroeconomics , with a particular emphasis on life-cycle investing, retirement policy, and risk-sharing mechanisms. BA - Universidade Nova de Lisboa MA/PhD - Harvard University His work has been published in top-tier journals like The Journal of Finance , The Review of Financial Studies , and The American Economic Review . Recent publications analyze automation's impact on wealth dispersion, yield-chasing behavior in household investments, and optimal target-date fund strategies for retirement planning. Professor Gomes is a Research Affiliate of the Centre for Economic Policy Research (CEPR) and co-founded the CEPR Network on Household Finance. His research bridges theoretical models with empirical analysis, often incorporating computational methods (e.g., Fortran/Matlab code for life-cycle models).
Academic Profile: Damir Filipovic is a Full Professor and the Swissquote Chair in Quantitative Finance at the College of Management of Technology (CDM) of École Polytechnique Fédérale de Lausanne (EPFL), Switzerland. He previously held academic positions at the University of Vienna, University of Munich, and Princeton University, and served as Head of the Vienna Institute of Finance. Research Focus: Quantitative finance, risk management, stochastic processes, term structure modeling, volatility risk, and machine learning applications in financial markets. Industry Collaboration: Co-developed the Swiss Solvency Test for insurance capital requirements while consulting for the Swiss Federal Office of Private Insurance. Publications: Contributed extensively to journals like Journal of Financial Economics, Mathematical Finance, and Annals of Applied Probability, with a textbook on Term-Structure Models. Academic Service: Editorial board member of multiple journals and organizer of advanced workshops on systemic risk and financial technology. Recent Research: His work emphasizes machine learning for portfolio risk management, kernel-based yield curve estimation, and robust stochastic modeling. Keynote speaker at international conferences on finance and insurance mathematics, with over 15 recent publications in 2023-2025 addressing high-dimensional financial problems, neural control systems, and causal inference in market data. Education: Ph.D. in Mathematics from ETH Zurich (2000). Graduate of ETH Zurich and University of Vienna. Teaching & Mentorship: Supervises current and former EPFL Ph.D. students in quantitative finance, including Nicolas Camenzind, Joshua Hayes, Andrea Ruglioni, and ten others. Former students like Damien Ackerer and Lotfi Boudabsa now lead research in risk management. Labs & Programs: Directs EPFL's Finance and Technology Programme, leads the Computational Finance Group (CSF) at EPFL, and contributes to Swiss Finance Institute initiatives. Scientific Leadership: Served on EPFL Committee of Academic Evaluation and Doctoral Program Finance committee.
Alex Hsu is an Associate Professor of Finance at the Scheller College of Business, Georgia Institute of Technology. He holds bachelor’s and master’s degrees from Brown University and a doctorate in Finance from the University of Michigan. His research focuses on bond yields, equity returns, and macroeconomics, with an emphasis on theoretical models of monetary and fiscal policy impacts and empirical analyses of government policy effects on firm outcomes. Education: Bachelor’s and Master’s from Brown University Doctorate in Finance, University of Michigan (2012) Hsu’s research integrates theoretical and empirical approaches in asset pricing, macroeconomics, and fixed income. His work explores uncertainty shocks, risk premiums, cascading economic effects, and the decline in asset return predictability during the Great Moderation. He has presented at major conferences like the American Finance Association and the Society of Financial Studies Cavalcade, and delivered invited talks at the Federal Reserve Board and regional banks. Hsu’s recent publications address topics such as the risk premium channel of uncertainty shocks, cascading uncertainty effects, and asset return predictability during macroeconomic stability. His studies often involve collaborations with colleagues like Lorenzo Bretscher and Andrea Tamoni, as well as Scheller Ph.D. student Peter Simasek. Teaching: Theory of Finance (Ph.D. level) Fixed Income (Undergraduate and Master’s level)
Andrea Vedolin is a Professor of Finance at the Questrom School of Business, Boston University. He is also a Research Associate at the National Bureau of Economic Research (NBER) and a Research Affiliate at the Centre for Economic Policy Research (CEPR). His research focuses on international finance, asset pricing, and macroeconomic uncertainty, with particular emphasis on exchange rate dynamics, risk premia, and monetary policy effects. Vedolin holds a Ph.D. in Economics from the University of Lugano (2010). His work spans topics such as bond risk premia, variance risk across assets, and the impact of central bank communication on financial markets. Key contributions include analyses of global factor structures in exchange rates, the role of uncertainty in shaping asset prices, and the modeling of systemic risk in international contexts. His research often integrates theoretical frameworks with empirical evidence to address questions in macro-finance and financial economics. Vedolin’s articles explore themes like interest rate risk management, liquidity in international markets, and the interplay between economic uncertainty and credit markets. His studies frequently employ advanced econometric techniques and model-free approaches to derive insights about market behavior and policy implications. Despite his prolific output, no specific scientific awards or grants are mentioned in the provided texts. His advising record and lab affiliations remain unspecified, though his work suggests involvement in collaborative projects with institutions like NBER and CEPR. The summary highlights his role as a leading scholar in understanding how uncertainty and policy regimes influence financial markets globally.
Toomas Laarits is an Assistant Professor of Finance at the Leonard N. Stern School of Business, New York University, where he joined in 2019. His research lies at the intersection of asset pricing, financial intermediation, and monetary policy, with a focus on investor behavior, safe assets, and macroeconomic announcements. Education: PhD in Financial Economics, Yale University, 2019 MPhil in Financial Economics, Yale University, 2017 MA in Financial Economics, Yale University, 2016 AB in Mathematics, Harvard University, 2010 His research investigates puzzles in financial markets, such as the pre-FOMC announcement drift, retail investor behavior, and the role of safe assets in times of crisis. By combining empirical analysis with theoretical modeling, he explores how investors interpret public information, the hedging demand for Treasuries, and the impact of fiscal stimulus on equity markets. His interdisciplinary work also extends into financial history, examining the 1930 downturn and the evolution of financial architecture. The most recent research articles show a strong trend toward understanding decision-making under uncertainty, the role of information in asset pricing, and the behavior of retail investors using novel datasets such as browser activity. His work frequently appears in top finance journals and receives media attention from outlets like the Financial Times, Wall Street Journal, and The Economist. Scientific Awards: No awards mentioned in the text. Professor Laarits has advised or collaborated with researchers such as Marco Sammon and has been involved in multiple high-impact projects with leading scholars including Gary Gorton, Viral Acharya, and Robin Greenwood. While no formal grants are listed, the scope and publication record suggest active funding. He teaches Foundations of Finance at the undergraduate level and contributes to the academic life at NYU Stern through research and mentorship. Labs and Research Teams: No formal lab is mentioned. However, his extensive co-authorship network indicates active participation in collaborative research groups focused on financial economics, macro-finance, and market microstructure.
Sung Hoon Choi is an Assistant Professor in the Department of Economics at the University of Connecticut, part of the College of Liberal Arts and Sciences. His research focuses on developing econometric tools for analyzing big data, machine learning applications, and forecasting using high-dimensional panel datasets. He holds a Ph.D. in Economics from Rutgers University (2021), an M.A. in Applied Statistics from Yonsei University (2016), and a B.A. in Statistics from the University of California, Berkeley (2013). His research interests include econometric theory, financial econometrics, and high-frequency data analysis. Notable areas of concentration are large panel data and factor models, high-dimensional data techniques, and volatility matrix analysis. He teaches courses such as Econometrics I and III for Ph.D. students, and Python programming for economists at undergraduate and master's levels. Recent publications focus on volatility modeling using factor structures, high-frequency financial data, and panel data econometrics. His work addresses challenges in structural information analysis, standard errors for clustered panels, and feasible generalized least squares methods. He collaborates with researchers like Donggyu Kim and Jushan Bai, contributing to leading journals like the Journal of Econometrics and Econometric Theory .
Eugene F. Fama, 2013 Nobel Laureate in Economic Sciences, is the Robert R. McCormick Distinguished Service Professor of Finance at the University of Chicago Booth School of Business. Widely regarded as the "father of modern finance," his work on the efficient markets hypothesis and risk-return relationships has profoundly influenced both academic and investment communities. Bachelor's, Tufts University (1960) MBA and PhD, University of Chicago Graduate School of Business (1964) Fama's research centers on theoretical and empirical finance, focusing on asset pricing models, market efficiency, and portfolio management. His recent publications emphasize factor investing, including the development of five-factor models and the analysis of international market anomalies. Key trends in his scholarship include empirical validation of the Capital Asset Pricing Model (CAPM), international factor analysis, and the distinction between luck and skill in mutual fund performance. His work remains foundational for quantitative finance and investment strategies. Scientific Awards and Fellowships Nobel Prize in Economic Sciences (2013) Deutsche Bank Prize in Financial Economics (2005) Morgan Stanley American Finance Association Award for Excellence in Finance (2007) Onassis Prize in Finance (2009) Chaire Francqui (1982) Nicholas Molodovsky Award from CFA Institute (2006) Fred Arditti Innovation Award (2007) Fellow of the American Finance Association (2001) Fellow of the Econometric Society Fellow of the American Academy of Arts and Sciences Fama serves as Advisory Editor for the Journal of Financial Economics and has mentored numerous PhD students through his academic career. His research continues to shape financial theory and practice, with ongoing analysis of market efficiency and factor-based investing.
Robert Kosowski is Professor of Finance and Head of the Department of Finance at Imperial College Business School, Imperial College London. He holds a Ph.D. from London School of Economics, M.Sc. in Economics from London School of Economics, and B.A./M.A. in Economics from Trinity College, Cambridge University. His research examines asset management, risk management, machine learning applications in finance, hedge funds, and performance measurement. He has published in top finance journals including Journal of Finance, Journal of Financial Economics, and Review of Financial Studies. Awards include European Finance Association Best Paper Award (2007), four INQUIRE best paper awards, and British Academy Mid-Career Fellowship (2011-2012). Recent publications focus on machine learning in finance, regulatory impacts on funds, and innovative risk management approaches. Articles demonstrate consistent methodological rigor across quantitative finance topics with practical applications for investment management. Professor Kosowski is co-author of 'Principles of Financial Engineering' and directs executive education programs in Risk Management. He has industry experience as Head of Quantitative Research at Unigestion and previously worked at Goldman Sachs and Deutsche Bank.
