Find Academic Supervisors

• Corporate finance
• Behavioral finance
• Financial markets
• +5 more

Flavio Bazzana is a Full Professor in the Department of Economics and Management at the University of Trento, where he also serves as Coordinator of the Doctoral Programme in Economics and Management within the Doctoral School of Social Sciences. His academic career spans over two decades, with progressive appointments from Lecturer to Associate Professor and ultimately Full Professor specializing in Financial markets and institutions and Corporate finance. Dr. Bazzana's educational background includes: Ph.D. in Financial markets and institutions from the University of Siena (1999) M.Sc. in Banking from the University of Siena (1995) M.Phil. in Economic Theory and Econometrics from Cambridge University, UK (1993) First degree in Economic sciences summa cum laude from the University of Siena (1991) His research focuses primarily on corporate finance, with particular emphasis on agency costs, contract theory, and covenants in financial arrangements. Dr. Bazzana has developed significant expertise in behavioral finance, financial markets, and fintech applications. His work often examines the intersection of theoretical finance models with practical applications in cooperative firms and emerging markets. Analysis of Dr. Bazzana's recent publication record reveals a strong focus on contemporary financial issues, with increasing attention to machine learning applications in finance, ESG factors, and high-frequency trading. His research maintains a consistent thread through corporate governance mechanisms, particularly bond covenants, while expanding into newer areas like fintech and cooperative financial structures. The geographical scope of his work spans from the Italian market to Russian companies and international comparative studies. Dr. Bazzana has been actively involved in research funding, securing multiple grants that total over €250,000 from various institutions including EURICSE, Autostrada del Brennero S.p.A., CMCRC, and several foundations. His projects often focus on cooperative finance, market design, and financial infrastructure. As an academic leader, Dr. Bazzana has served as a committee member for the International Risk Management Conference since 2014 and was previously active with the Eastern Finance Association (2010-2016). He regularly presents and chairs sessions at major international finance conferences including EFMA, IFABS, and IRMC, demonstrating his active engagement with the global finance research community.

Michael HeberView profile

Professor

• Plastics Technology
• Engineering Design
• Fiber-Reinforced Composites
• +7 more

Prof. Dr.-Ing. Michael Heber is a Professor of Engineering Design and Plastics Technology at the Niederrhein University of Applied Sciences, affiliated with the Department of Mechanical and Process Engineering. He has been serving in this role since September 1, 2011, and is actively involved in teaching and research in plastics technology, vehicle design, and fiber composites. Full Name: Michael Heber Institution: Niederrhein University of Applied Sciences Department: Design Theory and Plastics Technology Academic Rank: Professor Email: Michael.Heber@hs-niederrhein.de His research focuses on advanced plastics processing, particularly in fiber-reinforced composites, process simulation, and lightweight construction. He has led numerous projects in vehicle construction and material optimization, securing over 1.5 million euros in third-party funding from 2012 to 2017. His work bridges industrial application and academic research, with a strong emphasis on practical engineering solutions. The most recent publications (2012–2017) highlight ongoing work in carbon fiber thermosets, fiber orientation modeling, and innovative molding techniques. These articles reflect a consistent trend in material characterization, simulation of compression molding, and the application of advanced composites in automotive contexts, especially in lightweight interior components and structural design. While no formal scientific awards are listed, his extensive publication record and leadership in funded research projects underscore his professional recognition. He has also contributed to engineering education through outreach lectures on Formula Student and the integration of mathematics in race car design. Prof. Heber has advised various industrial projects and academic initiatives, particularly in the Formula Student program and applied research in plastics processing. He has secured significant external funding, demonstrating strong project acquisition and management capabilities. His industrial experience prior to academia—spanning roles at Whirlpool and Bericap GmbH—has informed his applied research approach. He leads applied research in plastics technology and engineering design, collaborating with industry partners and integrating student projects into real-world engineering challenges. His work supports innovation in manufacturing processes and material applications, particularly in the automotive sector.

Mariana KhapkoView profile

Associate Professor

• asset pricing
• portfolio choice
• time-inconsistent control theory
• +3 more

Mariana Khapko serves as an Associate Professor of Finance at the University of Toronto, holding dual appointments at the Rotman School of Management and the Department of Management, University of Toronto Scarborough. She also maintains an affiliation as a Research Fellow at the Swedish House of Finance, Stockholm School of Economics. Her educational background is as follows: PhD in Finance, Stockholm School of Economics, 2015 (Supervisor: Tomas Björk) Dr. Khapko's research centers on theoretical finance models, with primary expertise in asset pricing, portfolio choice, and time-inconsistent control theory. She is internationally recognized for pioneering work in time-inconsistent decision frameworks, addressing problems where agents' preferences evolve non-exponentially over time (e.g., mean-variance optimization and probability distortion). Her research extends to financial market microstructure, information dissemination in securities markets, and institutional design. She co-authored the seminal Springer Finance Series book "Time-Inconsistent Control Theory with Finance Applications," which establishes game-theoretic foundations for subgame-perfect equilibria in dynamic financial problems. Her empirical and theoretical contributions appear in top journals including the Journal of Financial Economics, Management Science, Journal of Financial Markets, and Finance and Stochastics. Her scientific recognition includes: Peter Högfeldt Award for outstanding thesis in Finance As an academic leader, Dr. Khapko mentors graduate students and secures competitive research funding, though specific advisees and grants are not detailed in source materials. Her Swedish House of Finance affiliation connects her to national data initiatives like the SHoF Data Center, providing access to Nordic market quality metrics, ESG databases, and high-frequency trading archives for empirical validation of theoretical models. She actively shapes finance research through seminar participation and conference contributions, particularly in time-inconsistency applications for carbon pricing and risk attitude studies.

Michael HaslerView profile

Professor

• Finance
• Asset Pricing
• Investor Behavior
• +4 more

Michael Hasler is a Full Professor of Finance at the University of Neuchâtel's Faculty of Economics, a position he has held since 2023. Previously, he served as Associate Professor of Finance at the University of Texas at Dallas (2019-2023) and Assistant Professor of Finance at the University of Toronto (2013-2019). His primary affiliation is with the Institute for Financial Analysis. Professor Hasler's research examines how information acquisition mechanisms, investor disagreement dynamics, and learning processes influence trading strategies and asset pricing models. His work integrates behavioral finance with quantitative methods to explore: Asset valuation under information asymmetry Portfolio selection during market uncertainty Learning patterns in monetary policy transmission Attention-driven market volatility Term structure modeling for equities His publication analysis reveals consistent focus on asset pricing innovations, with recent works exploring monetary policy transmission in equity markets (2025), ICAPM-based return predictability (2024), and macro-finance models for derivatives pricing (2023). Common themes include investor attention dynamics, rare event modeling, conditional asset pricing, and business cycle uncertainty.

• Financial Management
• Investment Portfolio Management
• Risk Management
• +4 more

Dr. Panagiotis G. Artikis is a Professor at the University of Piraeus within the Department of Business Organization and Administration, part of the School of Economics, Business and International Studies. With over 25 years of academic experience, he has taught at multiple Greek universities including Athens University of Economics, Hellenic Open University, International Hellenic University, Agricultural University, National and Kapodistrian University of Athens, and Open University of Cyprus. Dr. Artikis holds a BA from Athens University of Economics and Business, an MBA in International Banking and Finance from the University of Birmingham, and a PhD in Financial Management from the University of Bradford. His professional experience includes senior executive roles in mutual fund management companies and service on investment committees for insurance funds. His research focuses on Financial Management, investment portfolio management, risk management, and securities valuation. His recent scholarly work explores asset pricing anomalies, machine learning applications in finance, and the impact of financial technologies on market dynamics, as evidenced by his publications in leading journals such as the Journal of Corporate Finance and The European Journal of Finance. Dr. Artikis currently teaches Portfolio Management, Risk Management, Fixed Income Products, and Research Paper courses. He serves as Deputy President of TODE and President of the internal evaluation team of TODE. His research publications demonstrate a strong trajectory in asset pricing research, particularly examining the asset growth anomaly across international markets and applying machine learning techniques to financial forecasting problems. Best teaching performance award from Athens University of Economics (multiple years) Professional competency certification from Capital Market Commission (Level D) As an active academic and practitioner, Dr. Artikis bridges theoretical finance with practical investment applications, maintaining strong connections with the financial industry while advancing scholarly research in asset pricing and market efficiency.

Scott RobertsonView profile

Associate Professor

• Mathematical Finance
• Financial Economics
• Stochastic Processes
• +10 more

Scott Robertson is an Associate Professor in the Department of Finance at Boston University's Questrom School of Business. His research bridges mathematical finance, stochastic processes, and economic theory, focusing on equilibrium modeling with heterogeneous information flows and robust asymptotic growth strategies. Current affiliation: Boston University Academic rank: Associate Professor Research focus: Mathematical finance, stochastic modeling, and optimal control His recent work explores rational expectations equilibrium, information asymmetry in financial markets, and large deviations effects in contingent claims pricing. Notable collaborations include researchers like Kardaras, Guasoni, and Xing. Scott has presented at premier conferences such as the SIAM Conference on Financial Mathematics and Bachelier Finance Society Congress.

Karl L. KeiberView profile

Professor

• Market Microstructure Theory
• Behavioral Finance
• Asset Pricing
• +2 more

Prof. Dr. Karl L. Keiber is a full professor and Chairholder at the Faculty of Economics (Wiwi) of European University Viadrina (EUV) in Frankfurt (Oder), Germany, since 2007. His academic career spans institutions including the University of St. Gallen, WHU School of Management, and Johannes Gutenberg University Mainz. Education Diploma in Industrial Engineering, University of Karlsruhe (1996) Doctorate in Economics (summa cum laude), University of St. Gallen (2000) Habilitation, WHU School of Management (2005) His research focuses on Market Microstructure Theory , Behavioral Finance , and Asset Pricing , with a particular interest in sentiment risk, noise trader behavior, and momentum-return dynamics. His publications appear in top-tier journals like the Journal of Economics and Finance and Quantitative Finance . Prof. Keiber has received notable awards, including the Amicitia Prize for the best doctorate in economics and Best Teaching Awards from WHU. He has taught advanced courses in corporate finance, capital market theory, and market microstructure at institutions such as ESCP Europe and WHU. He contributes to academic governance as a member of evaluation committees and serves as referee for journals like Economic Inquiry and Quantitative Finance . His professional memberships include the Western Finance Association and German Economic Association of Business Administration.

Iñaki Rodriguez LongarelaView profile

Professor

• Finance
• Market Microstructure
• Options Pricing
• +3 more

Iñaki Rodriguez Longarela is a Professor of Finance at Stockholm Business School (SBS), Stockholm University, where he has been teaching since fall 2013. His primary teaching responsibility includes the bachelor course Finance I, which enrolls approximately 600 students each time it is offered. Professor Rodriguez Longarela's research spans several key areas in finance and education. His work in empirical market microstructure examines how investors and institutions interact to generate markets with varying efficiency and liquidity. He has made significant contributions to options pricing and stochastic dominance research, developing methodologies for characterizing efficient portfolios. Additionally, he has secured a grant from Handelsbanken to explore gender issues within finance, investigating vertical gender segregation in financial markets and institutions. His educational research focuses on pedagogical approaches, particularly examining the differences between online and classroom learning environments for large student groups. His publications reveal a consistent focus on market efficiency, portfolio optimization, and the application of mathematical techniques to financial problems. Recent work shows an expanding interest in gender dynamics within finance and educational technology, demonstrating his ability to bridge theoretical finance with practical social and educational issues. His scientific achievement includes: Stockholm University's teacher of the year Award (2018) Professor Rodriguez Longarela is actively engaged in pedagogical development, having served as Stockholm University's pedagogical ambassador in 2017 and 2021. He regularly conducts teaching workshops for fellow faculty members. His research is supported by a grant from Handelsbanken focusing on gender issues in finance. Through close collaboration with policy-makers and the local finance industry, Stockholm Business School has become a leading institution in financial market microstructure research.

Dale J. PoirierView profile

Professor

• Bayesian Econometrics
• Statistical Modeling
• Econometric Theory
• +3 more

Dale J. Poirier is a Professor of Economics at the University of California-Irvine, where he is affiliated with the Department of Economics in the School of Social Sciences. His office is located in Social Science Plaza, Building A, Room 4175. He teaches courses including Econometrics I (123A), Statistics and Econometrics I (220A), Statistics and Econometrics II (220B), and the Econometrics Colloquium (229). Dale Poirier's research focuses on Bayesian econometrics and statistical modeling. His work spans theoretical developments in Bayesian inference, econometric methodology, and applications across various domains including health economics, political science, and time series analysis. He has made significant contributions to understanding the growth and application of Bayesian methods in economics and statistics since 1970, as documented in his influential 2006 paper 'The Growth of Bayesian Methods in Statistics and Economics Since 1970.' Analysis of Poirier's recent publications reveals a strong emphasis on Bayesian methods in econometrics, with applications ranging from partial identification in econometric models to analyzing violence dynamics in political conflicts. His work demonstrates both theoretical rigor and practical relevance, addressing challenges in model specification, identification, and statistical inference across diverse fields including health outcomes, political violence, and financial modeling. Dale Poirier has contributed significantly to econometrics education through his teaching and publications. His textbook 'Intermediate Statistics and Econometrics: A Comparative Approach' has been widely used, and he provides detailed course materials including syllabi and corrections for his courses. He has supervised numerous graduate students in economics and statistics, contributing to the development of the next generation of econometricians.

Alireza JavaheriView profile

Lecturer

• Quantitative Finance
• Derivatives
• Volatility Modeling
• +2 more

Alireza Javaheri serves as an Instructor since 2011 while holding the industry position of Global Head of Equity Derivatives Quantitative Research at Credit Suisse. With over 30 years of experience in derivatives quantitative analysis, he has held senior roles at major investment banks including J.P. Morgan, Goldman Sachs, and Citigroup. His educational background includes: M.Sc. in Electrical Engineering from Massachusetts Institute of Technology Ph.D. in Finance from Ecole des Mines de Paris Javaheri's research focuses on quantitative finance with emphasis on volatility modeling, stochastic processes, and derivatives pricing. He pioneered volatility estimation techniques using chaos expansions and advanced volatility arbitrage strategies. His work bridges mathematical finance theory with practical trading applications, particularly in equity derivatives markets where he explores jump diffusion models, volatility surface dynamics, and model calibration challenges. He frequently collaborates with leading quantitative finance researchers including Peter Carr and Paul Wilmott. His publication history from 2004-2015 reveals consistent specialization in volatility modeling, with key contributions to stochastic volatility frameworks, GARCH applications for volatility swaps, and innovations beyond traditional LIBOR models. The thematic progression shows increasing sophistication in modeling volatility surfaces and incorporating market microstructure effects, culminating in his acclaimed book "Inside Volatility Arbitrage" which synthesized these concepts for practical trading applications. Scientific recognition includes: Quantitative Finance Book of the Year (Wilmott magazine) for "Inside Volatility Arbitrage" No information is available regarding graduate student supervision or research grant funding. His industry-focused career path at Credit Suisse and previous institutions suggests primary engagement with trading desks rather than academic research laboratories or university-affiliated research teams.

Katya MalinovaView profile

Associate Professor

• Blockchain
• Fintech
• Market Structure
• +3 more

Dr. Katya Malinova is an Associate Professor and Mackenzie Investments Chair in Evidence-Based Investment Management at the DeGroote School of Business, McMaster University. Her research bridges blockchain technology, fintech, and market microstructure, with a focus on evolving financial systems and regulatory frameworks. Academic Rank: Associate Professor Department: Finance and Business Economics University: McMaster University School: DeGroote School of Business Research Interests: Malinova specializes in blockchain-based market design, fintech innovations, and securities trading dynamics. Her work examines how automated market makers, tokenized assets, and high-frequency trading reshape liquidity provision and market efficiency. She also investigates regulatory impacts on dark trading and fee structures. Scientific Contributions: Recent publications analyze decentralized finance mechanisms, regulatory interventions in dark pools, and the economics of tokenized securities. Her research trends emphasize technological disruption in financial markets and evidence-based policy formulation. Scientific Awards: Mackenzie Investments Chair in Evidence-Based Investment Management (2018) SSHRC Grant Success (2020) Canadian Securities Administrators Pilot Study Participant (2019) Advising & Grants: She leads the Mackenzie Investments Chair program, which focuses on empirical research for investment management. Her work with CSA evaluates trading fee impacts, and she has contributed to regulatory discourse in Canadian and international markets.

• Renewable Energy
• Financial Engineering
• Computer Science
• +4 more

Joana Katina is an Assistant Professor at the Faculty of Mathematics and Informatics, Vilnius University, Lithuania, teaching Internet Technologies and Algorithms and Data Structures continuously from 2016/2017 through 2025/2026 academic terms across multiple course formats including lectures, exercises, and subgroup sessions. Her research bridges computer science with energy systems and financial engineering, focusing on household energy behavior in Lithuania/Morocco, cryptocurrency forecasting using neural networks, Industrial Control Systems cybersecurity, and queueing theory. She integrates computational modeling with socio-technical analysis to address sustainability challenges and market prediction problems. Analysis of her 2023-2025 publications reveals a dominant trend toward renewable energy transitions (particularly waste-to-energy systems and cross-regional green strategies) combined with machine learning applications in finance. This evolution from earlier virtual stock exchange simulations demonstrates increasing interdisciplinary scope while maintaining core expertise in stochastic modeling and predictive analytics.

• Stochastic Processes
• Fractional Calculus
• Statistical Inference
• +3 more

Prof. Kęstutis Kubilius serves as an Adjunct Professor within the Interdisciplinary Statistical Research Group at Vilnius University's Institute of Data Science and Digital Technologies. His research office is located at Akademijos Street 4, room 208 in Vilnius, with contact numbers +370 5 210 9731 and +370 618 06064. His research program centers on advanced stochastic processes, specializing in fractional Brownian motion and fractional stochastic differential equations (FSDEs). Key contributions include developing existence-uniqueness frameworks for FSDEs with stochastic forcing, creating numerical approximation schemes like the implicit Euler method, and advancing parameter estimation techniques for Hurst and Orey indices. His work bridges theoretical probability with applications in financial mathematics and statistical modeling of long-range dependent phenomena. Analysis of his 15 most recent publications reveals consistent focus on fractional calculus applications, with increasing emphasis on numerical methods since 2020. The research demonstrates methodological evolution from theoretical foundations toward practical implementation, particularly in volatility modeling and boundary-conditioned SDEs. Recent collaborative works (notably with Medžiūnas and Mishura) highlight interdisciplinary approaches combining statistical inference with computational mathematics. Prof. Kubilius actively supervises doctoral candidates, having guided Aidas Medžiūnas through completion of the 2018-2022 dissertation 'Parameter evaluation for mixed SDLs'. His research group maintains strong connections with international probability theory communities, evidenced by co-authorships with leading scholars in fractional calculus. As a core member of the Interdisciplinary Statistical Research Group, he contributes to Vilnius University's strategic focus on advanced statistical methodologies for complex data systems, with particular relevance to financial engineering and time-series analysis applications.

• Financial Economics
• Market Microstructure
• Price Determination in Markets
• +5 more

Mark Rhodes is a Professor of Financial Economics at Leeds Business School, where he serves as Director of the Sustainable Business Research Institute. His academic career spans multiple institutions, including Hull University and Aberystwyth University, before joining Leeds Beckett in 2017. Education: Doctorate from The University of Manchester (UMIST), 1995 Mark’s research focuses on financial economics and market microstructure , analyzing how uncertainty affects share pricing and trading costs, and extends to sustainability and resource exploitation. His work bridges theoretical models with empirical studies in asset pricing and regulatory economics. Professional Affiliations: Secretary, Financial Markets and Institutions Special Interest Group (British Accounting and Finance Association) Member, Research Leadership Development Consortium Active in Northern Advanced Research Training Initiative (Strategy Committee, Co-Chair Elect) Contact: Located at Rose Bowl, City Campus, Leeds Beckett University. ORCID: 0000-0002-9441-6212.

• Empirical Asset Pricing
• Market Anomalies
• Behavioural Finance

Manapon Limkriangkrai is a Lecturer in Banking & Finance at Monash University , specializing in empirical asset pricing, market anomalies, and behavioral finance. His research explores the intersection of psychological biases and financial decision-making. Research Focus: Empirical Asset Pricing, Market Anomalies, Behavioural Finance Institutional Affiliation: School of Banking & Finance, Monash University Email: Manapon.Limkriangkrai@monash.edu Dr Limkriangkrai’s recent work examines behavioral biases in sell-side analysts' careers , intraday market momentum in the Asia-Pacific region , and the role of attention mechanisms in analyst forecast convergence . His research often combines quantitative finance models with behavioral economics principles to analyze market inefficiencies and investor behavior. Trends in his publications highlight a focus on behavioral finance (e.g., loss aversion, analyst biases), empirical asset pricing (e.g., covariance debates), and market microstructure (e.g., intraday momentum). Collaborations with researchers like Durand, R.B. and Fung, L. underscore his emphasis on interdisciplinary behavioral finance studies.