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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

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

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

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

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

Terence Lee is Associate Professor in the Department of Political Science at the National University of Singapore's Faculty of Arts and Social Sciences, where he also serves as Assistant Dean for Undergraduate Studies. His research examines civil-military relations, military organizations, and international security, with a focus on Southeast Asia. He has published extensively on authoritarian regimes, military responses to popular protests, and regional security dynamics. His recent work analyzes elite perceptions of China's influence in Southeast Asia and Singapore's foreign policy strategies. Dr. Lee is a three-time recipient of the Faculty Teaching Excellence Award and twice won the NUS Annual Teaching Excellence Award. He serves as Associate Editor of Armed Forces and Society and is a Council Member of the Inter-University Seminar on Armed Forces and Society.

• Civil-Military Relations
• Military Organizations
• International Security
• +1 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

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

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

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

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

Alexander I. Platt is the Earl B. Shurtz Research Professor of Law and Director of the Polsinelli Transactional Law Center at the University of Kansas School of Law. He specializes in securities regulation, corporate law, and administrative law, with a focus on regulatory frameworks, corporate governance, and legal ethics. Platt teaches Contracts, Securities Regulation, Business Organizations, and Due Diligence in Business Transactions. Platt earned his B.A. in Philosophy and Political Science (magna cum laude) from Columbia University in 2006 and his J.D. from Yale Law School in 2012, where he served as an Articles Editor on the Yale Law Journal. He clerked for Judges Stephen F. Williams (D.C. Circuit) and Royce C. Lamberth (D.D.C.) and practiced law at Boies Schiller Flexner LLP before joining KU. He is admitted to multiple U.S. courts, including the District of Columbia and New York. His research explores the intersection of regulatory enforcement, corporate transparency, and legal accountability. Notable works include critiques of SEC whistleblower programs and analyses of IPO regulatory frameworks. His 2024 article on mandatory disclosure was recognized as one of the Top 10 Corporate & Securities Law Articles of the year. Platt advocates for balanced legal guardrails to address modern market challenges like unicorn valuations and short seller dynamics. Research Highlights : SEC enforcement mechanisms and transparency Whistleblower incentives and corporate accountability IPO regulatory bureaucracy Corporate governance structures Awards : Top 10 Corporate & Securities Law Articles of 2024 Platt’s work has been cited by SEC Commissioners and featured in major media outlets like the Wall Street Journal and Bloomberg, underscoring the practical impact of his scholarship on legal and regulatory policy.

• Securities Regulation
• Corporate Law
• Financial Law
• +3 more

Saori N. Katada is a Professor of International Relations at the University of Southern California (USC). She specializes in geoeconomics, Japanese foreign policy, international political economy, regionalism, and Indo-Pacific relations. Her research emphasizes Japan’s strategic engagement in global and regional financial governance, including its responses to crises like the 1997 Asian financial crisis and the 2008 Great Recession. Her academic contributions include seminal works such as Japan’s New Regional Reality: Geoeconomic Strategy in the Asia-Pacific (2020) and Taming Japan’s Deflation (2018). She has held leadership roles at USC, including multiple terms as Director of the International Relations Program and Graduate Director. Katada’s awards include a National Endowment for the Humanities Fellowship and recognition for teaching excellence. Her recent research explores China-Japan competition in infrastructure diplomacy, the role of geoeconomics in Indo-Pacific stability, and the evolution of regional financial architectures. She serves on editorial boards, including Review of International Political Economy , and has contributed to policy debates on monetary policy, trade agreements, and developmentalist ideas.

• Geoeconomics
• Japanese foreign policy
• International political economy
• +4 more

Carolin Pflueger is an Associate Professor at the Harris School of Public Policy , University of Chicago, and holds affiliations as a NBER Faculty Research Fellow and CEPR Research Affiliate . Her work bridges macroeconomics and finance, focusing on inflation dynamics, monetary policy impacts, and financial market risk perception. University: University of Chicago School: Harris School of Public Policy Affiliations: NBER, CEPR Role: Associate Professor Her research explores how inflation and monetary policy influence financial markets, including models connecting Treasury bond risk to stagflation drivers and analyzing economic agents' perceptions of policy uncertainty. Recent work leverages cross-sectional data of stock prices and economic forecasts to quantify macrofinancial linkages. Notable scientific recognitions include the Fama DFA Prize (2023), AQR Insight Award Finalist (2018), and the Arthur Warga Award (2014). She has received NSF Grant 2149193 for macrofinance research. Contact: cpflueger@uchicago.edu | GitHub Code Repositories

• Macroeconomics
• Finance
• Monetary Policy
• +6 more

Assoc Prof Ying Chen is an Associate Professor at the National University of Singapore , affiliated with the Department of Mathematics, Asian Institute of Digital Finance (as Academic Director of PhD Program in Digital FinTech 2022–2024), Risk Management Institute (2019–2023), Department of Statistics and Data Science (2019–2023), and Department of Economics (2018–2023). She also contributes to NUS Graduate School for Integrative Sciences and Engineering since 2016. Research Interests include: AI forecasting and quantum computing for finance Nonstationary time series and functional data analysis Energy data analytics and precision medicine Network autoregression and spatial-temporal modeling Explainable AI and citation metrics Portfolio liquidation and market-making algorithms Article Trends demonstrate expertise in: Adaptive forecasting for gas flows and electricity prices Blockchain network influence detection Quantum computing applications in finance Functional autoregression with mixed predictors Credit rating fairness and explainability High-resolution implied volatility modeling Scientific Awards include: ISI Elected Member (2016–) International Statistical Institute Council (2023–2027) IASC Scientific Secretary (2017–2019, 2023–2025) Advisory roles for EU FIN-TECH and xAIM projects

• Financial Statistics
• Machine Learning
• Quantitative Finance
• +7 more

John Cotter is a Full Professor of Finance and Chair in Quantitative Finance at University College Dublin's Smurfit School of Business. He holds a PhD from Queen's University Belfast and prior academic roles include Associate Professor (2006-2012) and Senior Lecturer (2004-2006). His research focuses on volatility modeling, risk management, and asset pricing with applications in equity, real estate, and derivative markets. Cotter directs the Centre for Financial Markets and the Financial Mathematics Computation Cluster (FMC2), a multi-university research initiative funded by Science Foundation Ireland. Education: BComm and MEconSc from University College Cork, PhD in Finance from Queen's University Belfast. Research interests span asset pricing, volatility modeling, risk management, and financial market integration. His work has been published in top journals like Journal of Banking and Finance and Journal of International Money and Finance . He has secured grants including the ADAPT Phase 2 project (2021-2026). Cotter advises the European Securities Markets Authority (ESMA) and has consulted for numerous organizations globally. Notable awards include the UCD Outstanding Educator Teaching Award and UCD School of Business Research Contribution Award. He serves as Associate Editor for three journals and has supervised numerous PhD students through FMC2.

• Finance
• Quantitative Finance
• Volatility Modelling
• +5 more

Roles and Affiliations: Tien Foo Sing is the Provost's Chair Professor in the Department of Real Estate at the NUS Business School, National University of Singapore. He serves on the Management Board of the Institute of Real Estate and Urban Studies (IREUS) and was its former Director (2017–2022). He has held leadership roles including Head of the Department of Real Estate (2020–2022) and past President of the Asian Real Estate Society (AsRES). He is a CLC Fellow (2024–2026), Fellow of AsRES, and a Fellow of the Weimer School of Advanced Studies. He edits the International Real Estate Review and serves on editorial boards of journals like Real Estate Economics and Journal of Real Estate Finance and Economics. Education: PhD (Land Economy) and MPhil (Land Economy) from the University of Cambridge, UK; BSc (Estate Management) from NUS. Research Interests: Focuses on urban planning, real estate economics, housing markets, climate finance, transport economics, and environmental policy. His work bridges theory and policy, addressing issues like urban resilience, intergenerational mobility, and environmental externalities. Recent studies include impacts of sea level rise on housing prices, ESG-REIT linkages, and PropTech adoption. Awards: Recognized with the Outstanding Referee Award (2017) for Real Estate Economics, Fellowships from AsRES and the Weimer School, and book awards for his 'Kiasunomics' series. Professional Activities: Serves on government boards (e.g., Valuation Review Board, Singapore Chapter of APREA) and advises organizations like the PropTech Association of Singapore. His work influences policy on housing, transportation, and sustainable development. Labs/Teams: Leads research initiatives through IREUS and collaborates with institutions like the Sustainable & Green Finance Institute (SGFIN). His projects often involve large-scale data analysis (e.g., smart card transit data, housing transactions).

• Urban and Regional Planning
• Real Estate Economics
• Housing Markets and Policy
• +3 more

Xavier Brusset is a Professor in Supply Chain at SKEMA Business School since 2016, where he also serves as Director of the PRISM Research Center since 2017. Previously, he held professorial positions at Toulouse Business School (2015-2016) and ESSCA School of Management (2009-2015), where he was responsible for the Master 2 in Purchasing and Supply Chain Management program. His academic journey includes a PhD in Management Sciences from Université Catholique de Louvain (2010) and a Habilitation à Diriger des Recherches from Université Paris Ouest Nanterre La Défense (2016). His research spans multiple critical areas in supply chain management, with particular focus on supply chain resilience, blockchain applications, weather risk management, and pandemic impacts on supply chains. Brusset has developed innovative approaches to understanding how supply chain partners interact, how information affects their behavior, and how external disruptions like weather anomalies and pandemics impact operational efficiency. His work bridges theoretical models with practical applications, often developing decision-support tools for managers facing complex supply chain challenges. Brusset's publication record shows a clear evolution of research interests, beginning with foundational work on supply chain contracts and information sharing, then expanding to weather risk management, and most recently focusing on pandemic disruptions and blockchain applications. His 15 most recent publications (2018-2025) demonstrate increasing sophistication in modeling complex supply chain phenomena, with particular emphasis on network effects, ripple effects, and multi-echelon optimization under disruption scenarios. Editorial board member of Logistics Research Editor of International Journal of Retail and Distribution Management (2022-2023) Recognized EU expert for CINEA research projects evaluation Organizer of the Colloquium on European Research in Retailing (CERR) Reviewer for multiple top journals including International Journal of Production Economics As an advisor, Brusset has supervised doctoral students including R. Alkhudary (co-director, Université Paris 2 Panthéon-Assas) and V. Capocasale (rapporteur). His professional experience extends beyond academia to include industry roles in financial markets and logistics technology, having co-founded WebLogistix, a platform for sharing logistics information in Argentina. His research has practical applications across multiple sectors, particularly in retail, food supply chains, and manufacturing, where he develops tools to help managers mitigate risks and optimize operations under uncertainty.

• Supply Chain Management
• Logistics
• Operations Management
• +6 more

Alexander B. Downes is a Professor of Political Science and International Affairs at The George Washington University, serving as Director of the Institute for Security and Conflict Studies within the Elliott School of International Affairs. He holds a Ph.D. in Political Science from the University of Chicago. His research focuses on international security with expertise in civilian victimization during war, foreign-imposed regime change, military effectiveness, coercion, nuclear weapons, and civil war. He has authored two influential books: Targeting Civilians in War (2008) and Catastrophic Success: Why Foreign-Imposed Regime Change Goes Wrong (2021). Downes has received major recognition including the Joseph Lepgold Prize (2008), Emerging Scholar Award (2016), Michael E. Brown Research Prize (2022), and Harry Harding Teaching Prize (2020). His work has been funded by the Department of Defense Minerva Initiative, Carnegie Corporation, and others. He has held fellowships at Harvard's Belfer Center and Stanford's CISAC. Teaching responsibilities include courses on international security, modern warfare theory, and coercion strategies. His research emphasizes policy-relevant analysis of global security challenges, combining historical case studies with contemporary strategic dilemmas.

• International Security
• Civilian Victimization in War
• Foreign-Imposed Regime Change
• +4 more