Find Academic Supervisors

• Market Microstructure
• Game Theory
• Theoretical Corporate Finance
• +3 more

Yenan Wang is an Assistant Professor of Finance at Amsterdam Business School, University of Amsterdam. His research focuses on Market Microstructure, Game Theory, and Theoretical Corporate Finance, with a particular interest in dynamic contractual frameworks, market efficiency, and regulatory implications. His work often bridges theoretical models with real-world financial market dynamics. Research interests include analyzing mechanisms behind market quality, insider trading dynamics, and the impact of technology (e.g., electronic markets) on financial systems. Recent studies explore topics like rational bubbles and high-frequency trading strategies. Publications highlight contributions to understanding monitoring mechanisms in contracts, the role of anonymity in electronic markets, and awareness-driven decision-making in financial contexts. No ancillary activities or awards are listed in the provided information. Advising and grant details are not explicitly mentioned. He is affiliated with the Department of Finance and coordinates research within the Amsterdam Business School.

Marc RysmanView profile

Professor

• Industrial Organization
• Applied Econometrics
• Network Effects
• +4 more

Marc Rysman is a Professor of Economics at Boston University's Department of Economics within the College of Arts and Sciences. He holds a PhD in Economics from the University of Wisconsin-Madison (1999) and has served as Department Chair, Editor of the RAND Journal of Economics , and President of the Industrial Organization Society. His research focuses on industrial organization, antitrust, and regulation, with expertise in network effects, two-sided markets, and platform economics. Key areas include payment systems, telecommunication, consumer electronics, and Yellow Pages directories. Methodologically, his work combines theoretical frameworks with empirical analysis of consumer and market behavior. Rysman has contributed to understanding market dynamics in financial crises, digital infrastructure (e.g., subsea cables), and illicit drug markets. His recent work explores platform pricing strategies, faster payment systems, and the structural economics of transnational criminal networks. He teaches courses on industrial organization, econometrics, antitrust law, and regulation. His academic leadership roles include editorial positions and policy advisory work on competition matters. Rysman's research has implications for regulatory policy in two-sided markets and network industries.

Jacco ThijssenView profile

Professor

• Real Options Theory
• Game-Theoretic Models
• Environmental Economics
• +3 more

Professor Jacco Thijssen is a leading academic in Mathematical Finance at the University of York's Department of Mathematics, with a visiting professorship at Lisbon School of Economics and Management (ISEG). He holds a PhD and MSc in Econometrics & Operations Research from Tilburg University. His research focuses on mathematical models of investment under uncertainty, particularly real options theory, game-theoretic dynamics, and applications in environmental and infrastructure investment. He collaborates with institutions across Europe, including NTNU, Tilburg, and Antwerp universities. His work spans projects like CCUS technology valuation, infrastructure investment uncertainty, and competitive investment timing under demand volatility. He currently advises four PhD students and has led grants from NERC on topics like carbon markets and coastal ecosystem recovery financing. He is also part of the Mathematical Finance and Stochastic Analysis Research Group at York. Education: BSc and PhD in Econometrics & Operations Research from Tilburg University. Former positions include roles at Trinity College Dublin and York's Department of Economics and Management School (now School for Business and Society). Research interests emphasize strategic investment timing, ambiguity aversion, and stochastic modeling in economics and finance. His projects include analyzing carbon markets, renewable energy investments, and policy impacts on green technologies. He actively engages with international collaborators and supervises research in real options applications. Recent grants include leadership roles in NERC-funded projects exploring tree-landscape benefits and coastal ecosystem recovery through insurance mechanisms. His publications bridge theory and practice, addressing issues like pandemic intervention timing and risk-free asset proxies in financial markets.

Hossein B. KazemiView profile

Professor

• Asset Pricing Models
• Alternative Investments
• Financial Econometrics
• +3 more

Hossein B. Kazemi is the Michael & Cheryl Philipp Endowed Professor of Finance at the Isenberg School of Management, University of Massachusetts Amherst. He holds a PhD from the University of Michigan (1986) and has served in academic roles since 1986, progressing from Assistant Professor to Full Professor. His roles include Director of the Center for International Securities & Derivatives Markets (CISDM) and Senior Adviser to the Chartered Alternative Investment Analyst (CAIA) Association. Education: PhD, University of Michigan (1986); MA, Eastern Michigan University (1980); BA, NIOC School of Accounting & Finance (1977) Research focuses on asset pricing models, alternative investments, financial econometrics, and derivatives. He edits multiple journals including The Journal of Alternative Investments and has organized annual CISDM conferences featuring Nobel laureates like Robert Merton and Myron Scholes. His work bridges academic research with practical investment strategies. Publications emphasize hedge fund dynamics, portfolio optimization, and modern investment frameworks. He co-authored influential textbooks on alternative investments for the CAIA program.

Elisa AlòsView profile

Associate Professor

• Stochastic Calculus
• Mathematical Finance
• Fractional Brownian Motion
• +5 more

Elisa Alòs is an Associate Professor in the Department of Economics and Business at Universitat Pompeu Fabra (Barcelona). She holds a Ph.D. in Mathematics from the University of Barcelona (1998), focusing on Malliavin Calculus applied to stochastic integral equations. Her research integrates stochastic analysis, particularly Malliavin calculus and fractional processes, into mathematical finance. She has expanded into stochastic epidemiological modeling and biological systems' fractal properties. Alòs serves as an Associate Editor for SIAM Journal on Financial Mathematics , Stochastic Analysis and Applications , Stochastic Processes and their Applications , and Mathematics . Her work emphasizes applications of stochastic calculus to financial volatility modeling, including fractional Brownian motion and rough volatility frameworks. She co-authored Malliavin Calculus in Finance: Theory and Practice (2021) and Introduction to Financial Derivatives with Python (2022), bridging theory with computational practice. Her research locations include the Jaume I Building (Ciutadella Campus), Ramon Trias Fargas, 25-27, Barcelona. Alòs’ recent studies include volatility derivatives pricing, CVA in fractional models, and pandemic modeling via fractional calculus. Her contributions span academic journals, textbooks, and editorial roles, reflecting her expertise in stochastic finance and interdisciplinary applications.

Ebrahim BazrafshanView profile

Associate Professor

• Disclosure
• AI
• Auditing
• +5 more

Ebrahim Bazrafshan is an Associate Professor at Umeå University's Umeå School of Business, Economics and Statistics (USBE), specializing in the Accounting/Finance section. His research focuses on disclosure practices, artificial intelligence applications in finance, auditing methodologies, individual investor behavior, and corporate finance strategies. He has received the Best Paper Award at the 2016 Chicago Quantitative Alliance Academic Competition in Hong Kong. Teaching responsibilities include courses in Accounting Auditing and Control, Advanced Corporate Finance, Financial Statement Analysis, Valuation, and Investments. His work bridges theoretical accounting principles with practical market dynamics, particularly in emerging markets. Research trends across his publications emphasize corporate liquidity management, equity issuance decisions (especially seasoned equity offerings), ESG factors' influence on investor behavior, and governance mechanisms' impact on market liquidity. Earlier work explored real estate efficiency in Iran and liquidity determinants in the Tehran Stock Exchange. Awards: Best Paper Award at Chicago Quantitative Alliance Competition (2016) Key Research Themes: Corporate Finance, ESG Impact Analysis, Investor Behavior Modeling

Alejandro RiveraView profile

Associate Professor

• Corporate Finance Theory
• Dynamic Contracts
• Optimal Capital Structure
• +7 more

Alejandro Rivera is an Associate Professor of Finance at the Naveen Jindal School of Management, University of Texas at Dallas (UTD). He holds a PhD in Economics from Boston University (2015) and a BSc in Mathematics and Economics from Simon Fraser University (2008). His research focuses on corporate finance theory, dynamic contracts, robust preferences, and stochastic control applications in financial markets. He has also explored topics like green finance, managerial incentives, and household debt dynamics. His work integrates theoretical models with real-world applications, addressing issues such as optimal capital structure design, risk-shifting incentives in leveraged firms, and climate finance mechanisms. Key contributions include studies on present-biased contracting, debt overhang mitigation, and wind farm management. His research has been published in top journals like Econometrica , Management Science , and Journal of Financial Economics . Teaching responsibilities include courses in Macroeconomics and Financial Markets at UTD, and他曾教授过 Corporate Finance at UC Berkeley. Professional affiliations include the American Economic Association, Western Finance Association, and Society of Financial Studies. His current projects explore endogenous Minsky moments, deep learning approaches to habit-formation contracts, and managerial limited commitment frameworks. Dr. Rivera actively participates in academic conferences and workshops, including a 2023 presentation at BIRS on 'Contracting with a Present-Biased Agent.' His work bridges theoretical rigor and practical relevance, addressing contemporary challenges in finance, economics, and sustainable development.

Jian ZhouView profile

Professor

• Real Estate Finance
• Urban Economics
• Applied Econometrics
• +3 more

Dr. Jian Zhou is a Full Professor at the Department of Marketing & Consumer Studies in the Gordon S. Lang School of Business and Economics at the University of Guelph. His research focuses on real estate finance and urban economics, with a particular emphasis on real estate investment trusts (REITs), house price dynamics, and zoning impacts on land values. He holds a PhD in Economics from the University of Illinois at Chicago (2008) and advanced degrees from Renmin University of China (B.A., 1998; M.A., 2001). Dr. Zhou’s work has been recognized with prestigious awards, including the 2022 Gerald Brown Memorial Prize for best paper on real estate markets and the 2012 William N. Kinnard Young Scholar Award. He has published extensively in top journals such as the Journal of Real Estate Finance and Economics and Applied Financial Economics . His teaching portfolio includes courses on real estate principles, finance, and personal finance management. He maintains active research collaborations and is open to advising MSc and PhD students in real estate finance and urban economics.

Victor ValcarcelView profile

Associate Professor

• Monetary Economics
• Banking
• Macroeconomics
• +4 more

Victor Valcarcel is an Associate Professor of Economics at the University of Texas at Dallas (UTD), affiliated with the School of Economic, Political and Policy Sciences. His research focuses on the intersection of banking, finance, and macroeconomics, with particular emphasis on central bank balance sheet operations and Divisia money aggregates. He holds a PhD in Economics from the University of Kansas (2008). Valcarcel's research explores time-varying dynamics in monetary aggregates, inflation expectations modeling, and the identification of monetary policy shocks. His work bridges theoretical macroeconomic frameworks with applied econometric techniques, often employing structural VAR models and time-series analysis. Notable areas include central bank operational frameworks, the effects of quantitative easing, and the integration of financial literacy in undergraduate education. His recent publications (2020–2025) analyze financial market responses to policy tightening, inflation hedging mechanisms in cryptocurrency markets, and the construction of Divisia money measures for emerging economies like Mexico. He has contributed to debates on yield curve dynamics, inflation volatility post-Great Recession, and the superneutrality of money under endogenous growth conditions. Valcarcel maintains an active research agenda combining empirical analysis with policy relevance, frequently engaging with questions of monetary policy transmission, financial stability, and macroeconomic forecasting. His work has implications for central bank decision-making in both advanced and emerging economies.

João Pedro PereiraView profile

Associate Professor

• Energy Finance
• Asset Pricing
• Credit Risk
• +4 more

João Pedro Pereira is an Associate Professor of Finance at Nova School of Business and Economics (Nova SBE), Universidade Nova de Lisboa. His research focuses on energy finance, asset pricing, credit risk, and electricity markets. He holds a PhD in Finance from the University of North Carolina at Chapel Hill (2004) and has taught at institutions including ISCTE-IUL, the University of Delaware, and the University of North Carolina. Educations: PhD in Finance (2004) - University of North Carolina at Chapel Hill (USA) M.Sc. in Financial and Monetary Economics (1998) - ISEG (Portugal) B.Sc. in Business Administration (1995) - ISCTE-IUL (Portugal) His research interests include energy risk management, financial market dynamics, and the intersection of liquidity and portfolio choice. His work has been published in top journals such as Journal of Money, Credit and Banking , Journal of Banking and Finance , and Energy Policy . Advising & Grants: No specific grants or advising details provided in the text. His teaching includes Energy Finance, Fixed Income, and Investments. Labs/Teams: Not explicitly mentioned in the text.

Lasse H. PedersenView profile

Professor

• Liquidity Risk
• Asset Pricing
• Financial Economics
• +8 more

Lasse H. Pedersen is a Professor at Copenhagen Business School and the John A. Paulson Professor of Finance and Alternative Investments at New York University’s Stern School of Business (on leave). He is a Research Associate at the National Bureau of Economic Research (NBER), a Research Affiliate at the Centre for Economic Policy Research (CEPR), and Principal at AQR Capital Management. He serves as Director of the American Finance Association and has held roles in the Federal Reserve Bank of New York’s Liquidity Working Group and Monetary Policy Panel. Education: B.S. and M.S. from the University of Copenhagen; Ph.D. from Stanford University Graduate School of Business. Research focuses on liquidity risk and asset pricing, including the impact of liquidity-adjusted CAPM, funding liquidity risks, and systemic financial crises. His work explores market dynamics, optimal trading strategies, and deviations from frictionless finance theory. Key areas include liquidity spirals, currency crashes, and cross-asset factors like momentum and carry. Awards: Germán Bernácer Prize (2011), Michael Brennan Award (2012), Fama-DFA Prize (2005), and multiple recognitions from NYU and Stanford. Advisory roles include NASDAQ OMX, FTSE, and editorial boards of journals like the Journal of Finance and Quarterly Journal of Economics . His book Market Liquidity: Asset Pricing, Risk, and Crises (2012) synthesizes his research contributions.

John GoddardView profile

Professor

• Financial Economics
• Banking and Financial Institutions
• Industrial Organization
• +3 more

Professor John Goddard is an Emeritus Professor of Financial Economics at Bangor University, appointed in 2005. Previously, he held professorships at Swansea University, University of Leeds, and Abertay University. With expertise in industrial organization, banking, and sports economics, his research bridges theoretical and applied economics. He co-authored influential works such as Economics of Professional Football and Industrial Organization: Competition, Strategy, Policy . John holds an MSc in Economics from Birkbeck College, University of London, and a BA in Economics from Lancaster University. His notable awards include a Leverhulme Research Fellowship (2002), a Targeted Research Fellowship from Ente Luigi Einaudi (2007), and a Marie Curie Fellowship (2007). His research focuses on banking systems, financial markets, and the economics of professional sports. Key contributions include analyzing competitive balance in sports leagues, banking efficiency, and financial volatility. His work has been widely cited and featured in media outlets like The Times and The Guardian . Professor Goddard supervises PhD students in Banking and Finance (Mohammed Muharam), Sports Modelling (Conor McKeating), and Banking and Finance (Waleed Idriss). He has also contributed to academic publishing through editorial roles at the International Journal of Sports Finance and Journal of Sports Economics .

Seoyoung KimView profile

Associate Professor

• Financial Markets Microstructure
• Structured Finance
• Blockchain Technology
• +3 more

Seoyoung Kim is the Department Chair and Associate Professor of Finance and Business Analytics at Santa Clara University’s Leavey School of Business. She teaches Financial Management, Financial Engineering, and FinTech. Her research focuses on financial markets microstructure, structured finance, and emerging technologies like blockchain, DeFi, and NFTs. She authored DeFi For Dummies and NFTs For Dummies , and provides consulting on financial instruments and litigation support. She holds a B.A. in Mathematics from Rice University and a Ph.D. in Finance from Emory University. Her research spans innovative financial instruments, including cryptocurrencies and decentralized finance, with practical applications in smart contracts and blockchain analytics. She previously served on Purdue University’s faculty and actively contributes to the Journal of Investment Management as a Senior Editor. Notable consulting work includes structuring special purpose vehicles, asset-backed securities, and advising on distressed asset portfolios. Her recent projects emphasize leveraging technology to solve financial industry challenges, such as liquidity risk management in structured finance and regulatory tech (RegTech) for risk detection through linguistic analysis.

• Sustainable Tourism
• Regional Economics
• Sentiment Analysis
• +3 more

Shira Fano is an Assistant Professor at the Department of Economics and Management at the University of Trento. Her research focuses on sustainable tourism, regional economics, sentiment analysis, teaching evaluation methodologies, and labor economics. She has conducted studies on policy impacts, including waste management in Venice and the effects of dual labor markets. Her work leverages social media data (e.g., Twitter) to analyze regional economic trends and political campaigns, developing indices like RETI for economic monitoring. She also explores pedagogical strategies, applying statistical models like Partial Least Squares to improve teaching evaluations. Her interdisciplinary approach bridges economics with environmental science, digital sociology, and education policy. While no specific grants or lab affiliations are listed, her publications reflect active engagement with both academic and applied research questions.

• Finance
• Behavioral Finance
• Retail Investor Behavior
• +7 more

Catherine D'Hondt is a Full Professor at the Louvain School of Management (LSM), Université catholique de Louvain (UCLouvain), affiliated with the Louvain Institute of Data Analysis and Modeling in economics and statistics (LIDAM) and Louvain Finance (LFIN). Her research focuses on behavioral finance, retail investor behavior, liquidity dynamics, and ESG investing, with a particular emphasis on how cognitive styles, financial literacy, and market structures influence investment decisions. Her recent publications analyze financial knowledge acquisition, gender and personality impacts on trading, speculation patterns, and emotional drivers during crises. Articles highlight the psychological effects of negative interest rates, the rise of fast trading, and the role of passive ETFs in shaping retail portfolios. Research trends emphasize behavioral anomalies, market microstructure, and the integration of ESG factors. While no explicit scientific awards or student advisees are listed in the provided data, her work has significant implications for financial regulation, investor education, and market design. She maintains active research collaborations within UCLouvain's interdisciplinary frameworks, focusing on empirical analyses of trading behavior and market efficiency.