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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

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 .

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

Tim Jenkinson is a Professor of Finance at the Saïd Business School, University of Oxford. He holds dual roles as a Professorial Fellow at Keble College and a Research Associate at the European Corporate Governance Institute. His expertise spans private equity, IPOs, and institutional asset management, with a focus on empirical research leveraging unique industry data. Education: B.A. in Economics from the University of Cambridge, Thouron Fellowship at the University of Pennsylvania, DPhil in Economics from the University of Oxford. Research Interests : Tim’s work examines private equity performance persistence, IPO pricing dynamics, and regulatory impacts on financial markets. His studies have been published in top journals like Journal of Financial Economics and Management Science . Key Contributions : Director of the Oxford Private Equity Institute, founder of the Private Equity Research Consortium, and frequent keynote speaker at global finance events. His research has won major awards, including the Harry Markowitz Prize (2016) and Commonfund Prize (2015). Engagement & Teaching : Teaches entrepreneurial finance to MBA/EMBA students and runs the Oxford Private Equity Programme. Recognized with the 2014 'Best Elective Teacher' award. Also serves on valuation committees for Schroder British Opportunities Trust and Oxford University Endowment Management. Professional Roles : Partner at Oxera (economic consultancy), former UK Treasury Select Committee advisor, and expert witness in high-profile litigation. His work bridges academia and practice, influencing policy and industry standards. Labs & Initiatives : Leads the Oxford Private Equity Institute and collaborates with the Oxford-Hyundai Motor Group Foresight Centre. Active in shaping future research through the Private Equity Research Consortium.

• Private Equity
• Initial Public Offerings (IPOs)
• Institutional Asset Management
• +4 more

Benjamin Born serves as Professor of Macroeconomics at Frankfurt School of Finance & Management and Research Director at the ifo Institute. He is a Research Fellow at CEPR and CESifo, advises the European Commission's DG ECFIN, serves on the European Parliament's Expert Group on Monetary Policy, and sits on the CEPR–EABCN Euro Area Business Cycle Dating Committee. Starting in September 2025, he will join the University of Bonn as Professor of Macroeconomics. Education PhD in Economics, 2011, University of Bonn, Germany MSc in Econometrics and Economics, 2007, University of York, UK BA/MA in Economics, 2006, University of Siegen, Germany Professor Born's research focuses on business cycles, fiscal and monetary policy, heterogeneous agent models, and empirical methods in macroeconomics. His work bridges theoretical modeling with empirical analysis, often using innovative data sources including firm surveys and social media data. He has made significant contributions to understanding how monetary policy affects different segments of the economy, how fiscal policy transmits through various channels, and how firms form expectations about the future. His recent publications reveal a strong trend toward analyzing heterogeneous effects in macroeconomics, particularly examining how different groups (firms, workers, consumers) respond differently to economic shocks and policies. His work increasingly incorporates social media data and novel survey methodologies to capture real-time economic behavior. A significant portion of his research addresses policy responses to the COVID-19 pandemic, including fiscal stimulus packages and lockdown effects. Professor Born is actively involved in the academic community, serving on the editorial boards of the Journal of Monetary Economics and the European Economic Review. He regularly organizes major academic conferences including the BASEforHANK Winterschool and the ifo Conference on Macroeconomics and Survey Data. Teaching and Supervision Currently teaches Macroeconomics II (first-year Ph.D. course at BGSE) Has taught Macroeconomics and Econometrics at all levels Supervises theses in macroeconomics and applied econometrics

• Business Cycles
• Fiscal Policy
• Monetary Policy
• +3 more

Dimitrios P. Tsomocos is a Professor of Financial Economics at Saïd Business School and a Fellow in Management at St Edmund Hall, University of Oxford. He holds a BA, MA, MPhil, and PhD from Yale University and previously worked at the Bank of England. He serves on editorial boards including Annals of Finance and Economic Theory, and is a Senior Research Associate at the Financial Markets Group at the London School of Economics. His educational background includes: University of Oxford: M.A. by resolution, 2002 Yale University: Ph.D. in economics, 1996 Yale University: M.Phil. in economics, 1992 Yale University: M.A. in economics, 1990 Yale University: B.A. in economics, 1989 Professor Tsomocos is a mathematical economist specializing in Central Banking, Banking and regulation, Incomplete asset markets, Systemic risk, Financial instability, and Issues of new financial architecture. His research focuses on contagion, financial fragility, interbank linkages, and the impact of the Basel Accord using General Equilibrium models with incomplete asset markets, money, and endogenous default. He is working toward designing a new paradigm of monetary policy, financial stability analysis, and macroprudential regulation. His recent publications show a consistent focus on financial stability, banking regulation, and the interaction between monetary policy and financial stability. The research spans theoretical modeling of bankruptcy and default in general equilibrium frameworks, practical applications to bank regulation, analysis of commodity cycles in emerging economies, and policy responses to crises like the COVID-19 pandemic. His work frequently employs quantitative methods and general equilibrium modeling to address pressing issues in financial economics. His scientific achievements include: 2004 Bank Sabatell prize for the best work on the economics of banking (for "Book vs. Fair Value Accounting in Banking and Intertemporal Smoothing") Co-development of the Goodhart-Tsomocos model of financial fragility (2003) Testimony to House of Lords for the Economic and Financial Affairs and International Trade Sub Committee's report (2011) Appointment to Research Advisory Board, Central Bank of Russian Federation (2018) Professor Tsomocos has advised numerous PhD students and collaborated extensively with central banks worldwide. He has served as an economic advisor to a major political party in Greece and regularly provides commentary on the Greek economy. His research has had substantial policy impact, with the Goodhart-Tsomocos model implemented by more than ten central banks including the Bank of Bulgaria, Bank of Colombia, Bank of England, and Bank of Korea. He continues to collaborate with researchers from the ECB, Central Bank of the Russian Federation, and Bank of Chile on updated versions of his financial fragility model. He co-developed the Goodhart-Tsomocos model of financial fragility while working at the Bank of England, which has been implemented at various central banks globally. His research group at Oxford continues to refine this model and apply it to contemporary financial stability challenges.

• Central Banking
• Banking and regulation
• Incomplete asset markets
• +7 more

Arman Eshraghi is a Professor of Finance and Investment at Cardiff Business School , with 15 years of academic and industry experience. He founded the Cardiff Fintech Research Group , leads the Digital Transformation Innovation Institute 's fintech theme, and co-directs the Behavioral Finance Working Group . He serves as Editor-in-Chief of International Review of Economics and Finance and Senior Editor in multiple journals. Key academic appointments: Cardiff University (2018–present), University of Edinburgh (2013–18) International fellowships: Development Bank of Japan, University of Canterbury (New Zealand), UCL Industry engagement: Federal Reserve Bank (NY), Alan Turing Institute, CFA Society UK, CityUK Research Focus: Behavioral finance, corporate finance, financial technology, and interdisciplinary accounting. His work examines retail investor psychology, fund manager behavior, CEO decision-making, and fintech impacts on financial markets. He has published in Review of Financial Studies , Harvard Business Review , and Financial Times . Scientific Contributions: EFMD Global, Emerald Literati, and European Financial Group awards Keynote speaker at global conferences (New York, London, Mumbai, Frankfurt) Media citations in Financial Times , BBC , Forbes , and Bloomberg Teaching & Leadership: Delivers award-winning MSc/MBA/PhD courses in UK, Europe, and Asia. Holds a Postgraduate Certificate in Academic Practice and Fellow of AdvanceHE. Designed executive programs for firms including Aetna CVS Health and Scottish Widows. Research Leadership: Co-organizes international conferences like the Cardiff Financial Technology Conference and European Financial Management Association Meeting . Supervises PhD students on topics spanning fintech, behavioral finance, and CEO lifestyle impacts.

• Behavioral Finance
• Corporate Finance
• Financial Technology
• +6 more

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.

• Asset Pricing
• Investment Management
• Behavioural Finance
• +2 more

Abhinav Goyal is a Professor of Finance and Director of Global Engagement at Birmingham Business School, University of Birmingham. He is affiliated with the Department of Finance and plays a leadership role in shaping the school's international strategy. His research is widely published in premier finance journals, and he serves on editorial boards including as Associate Editor for British Accounting Review . Education: PhD in Banking and Finance, University College Dublin, Ireland (2013) MA in Financial Risk Management, Simon Fraser University, Canada (2007) BE (Hons) in Computer Science, India (2006) His research focuses on corporate finance , particularly IPOs, corporate governance, privatization, and dividend policy, with a strong emphasis on institutional and emerging market contexts. His work explores how legal, political, cultural, and media factors influence corporate financial decisions, especially in initial public offerings and payout policies. Using empirical methods, he investigates global patterns in financial markets, often drawing on cross-country datasets to assess the impact of governance reforms, ownership structures, and socio-political events. The recent articles reflect a consistent focus on IPO pricing dynamics, influenced by democracy, media, terrorism, board reforms, and legal frameworks. His research integrates insights from political economy, behavioral finance, and institutional theory, demonstrating a multidisciplinary approach to understanding financial markets. A recurring theme is the role of transparency, governance, and external shocks in shaping corporate financial behavior. Scientific Awards and Editorial Roles: Associate Editor, British Accounting Review Area Editor (Frontier Markets), Research in International Business and Finance Dr. Goyal has advised doctoral and postdoctoral researchers in finance, though specific names are not listed. He has secured research funding through collaborative projects reflected in his co-authored publications with international scholars. His past academic appointments include positions at University College Cork and the University of Liverpool, along with visiting roles at Monash University, Xi’an Jiaotong-Liverpool University, and Manipal University, indicating a strong global academic network. He teaches advanced courses such as Contemporary Topics in Banking and Finance (MBA) and Private Equity and Venture Finance (MSc), contributing significantly to graduate education. He leads no named research lab or center in the provided text, but his editorial roles and global engagement position suggest active participation in research communities and international academic collaborations.

• Corporate Finance
• Initial Public Offerings (IPOs)
• Corporate Governance
• +7 more

Arthur Gervais is a Professor of Information Security at University College London's Department of Computer Science. His work focuses on blockchain systems, smart contract security, and decentralized finance (DeFi) risk analysis. He has published extensively on topics ranging from privacy technologies to systemic vulnerabilities in financial cryptography. Research Interests: Gervais investigates security challenges in blockchain ecosystems, including censorship mechanisms, zero-knowledge proofs, and DeFi liquidation risks. His interdisciplinary approach bridges computer science, cryptography, and financial systems. Publications Trends: Recent articles emphasize empirical studies of DeFi attacks, hybrid fuzzing for smart contract verification, and privacy trade-offs in blockchain mixers. His work spans conferences like ACM SIGMETRICS, IEEE Security & Privacy, and World Wide Web Conference.

• Blockchain Security
• Smart Contracts
• Decentralized Finance (DeFi)
• +3 more

Dr. Leon Barron is a Reader in Analytical & Environmental Sciences at the School of Public Health, Imperial College London. His expertise spans chemical contaminant analysis, wastewater epidemiology, and environmental forensics. He leads the Emerging Chemical Contaminants team within the Environmental Research Group, focusing on pharmaceuticals, PFAS, and illicit drugs. Education: BSc(Hons) in Analytical Science (2001), PhD in Analytical Chemistry (2005), and a Postgraduate Certificate in Academic Practice (2011). Previously held roles at King's College London as Lecturer (2009–2015) and Senior Lecturer (2015–2020). Research interests include trace environmental analysis (LC, GC, MS), chemical risk assessment, and wastewater-based epidemiology. Key projects include global drug use monitoring via sewage analysis and PFAS removal from drinking water. His work has produced over 100 peer-reviewed articles, with recent focus on PFAS accumulation, biochar filtration, and urban pollution source apportionment. Awards include Fellowships from Royal Society of Chemistry and Chartered Society of Forensic Sciences. Supervises PhD students on topics like pesticide exposure, opioid monitoring, and machine learning in ecotoxicology. Collaborates internationally via initiatives like the Sewage Analysis CORE Group and NIHR HPRU in Environmental Exposures.

• Environmental Chemistry
• Toxicology
• Analytical Chemistry
• +7 more

Frederic Malherbe is a Professor of Economics and Finance at University College London (UCL), affiliated with the UCL School of Management. His research focuses on financial intermediation, banking regulation, macroeconomics, and political economy. He holds an Orcid identifier (0000-0003-1175-5487) and maintains an active academic profile via Google Scholar and personal website. His work explores critical issues such as bank capital requirements, systemic risk, and the cross-border effects of financial policies. Recent contributions include analyses of pipeline risk in leveraged loans and the forced safety effect of capital regulations. Malherbe is a key organizer of the EuroFIT and London FIT networks, fostering collaboration in financial intermediation theory research. Publications span top journals like the Journal of Finance, Journal of Political Economy, and Review of Financial Studies. His research bridges theory and policy, addressing real-world challenges such as regulatory design and economic stability. Malherbe’s work has been featured in VoxEU and MappingIgnorance.org. He actively participates in academic communities, organizing workshops and conferences on topics like syndicated loans and macroprudential regulation. These events have involved institutions such as the London Business School, Imperial College, and the ECB.

• Finance
• Financial Intermediation
• Banking Regulation
• +3 more

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.

• Financial Markets Liquidity
• Market Microstructure
• Big Data in Finance
• +5 more

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).

• Capital Markets
• Asset Allocation
• Household Finance
• +4 more

Peter Kondor is an Assistant Professor affiliated with the London School of Economics & Political Science (LSE) and Central European University (CEU). His research focuses on finance, asset pricing, liquidity risk, market microstructure, and arbitrage dynamics. Research Interests: Asset pricing with heterogeneous agents Liquidity risk and intermediary capital Over-the-counter market structures Behavioral finance and sentiment analysis Global financial cycles and investment waves Information diffusion and market stability Key Publications Trends: 2011-2025: Explores causal inference in asset pricing, hedge fund impacts on idiosyncratic risk, and liquidity risk dynamics. 2018: Investigates arbitrage capital and liquidity risk in global markets. 2020-2025: Analyzes rational sentiments, narrative momentum, and aggregate earnings.

• Finance
• Asset Pricing
• Liquidity Risk
• +3 more

Saleem Bahaj is an Associate Professor of Economics and Finance at University College London (UCL), serving as Programme Director for MRes/PhD in Financial Economics. He joined UCL in 2021 after seven years at the Bank of England's research department and holds a PhD from the University of Cambridge. His research focuses on the intersection of macroeconomics and finance, emphasizing international finance, corporate behavior, and bank capital regulation. Notable work includes studies on cross-border financial policy coordination, central bank liquidity lines, and the implications of bank capital requirements. Bahaj's research also explores topics such as open banking's impact, inflation risk markets, and the effects of monetary policy through collateral channels. He is affiliated with UCL's Department of Economics and School of Management, with a professional presence at Drayton House in London. Research interests include global financial stability mechanisms, the macroeconomic effects of fiscal policies, and the transmission channels of monetary policy. His work often addresses systemic risks and policy coordination in international contexts. He has contributed to discussions on liquidity management, solvency hedging strategies, and the anatomy of currency pegs. Bahaj's publications span topics from corporate behavior during crises to the economic impacts of residential collateral dynamics. His advising and grants activities are not explicitly detailed in the provided materials. He maintains a lab or team focused on financial stability and macroeconomic policy analysis, though specific team names are not mentioned. Contact information and a personal website are available via his UCL profile.

• Macroeconomics
• Finance
• International Finance
• +3 more