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Christian von DrathenView profile

Visiting Assistant Professor

• Financial Modelling
• Mergers & Acquisitions
• Private Equity Finance
• +3 more

Christian von Drathen is a Visiting Assistant Professor in Finance and Managerial Economics at The University of Texas at Dallas (UTD), affiliated with the Jindal School of Management. His research focuses on corporate finance dynamics, including CEO turnover mechanisms, board decision-making processes, and private equity performance evaluation. Education: PhD in Finance, London School of Economics (2014) MSc with Sloan Fellowship, London Business School (2007) MSc, London School of Economics (1991) Dipl. W.-Ing., Universität Karlsruhe (1990) His research interests span financial modeling for valuation, mergers & acquisitions strategies, and private equity financing. Notable works include causal analysis of stock market comovement and structural estimation of CEO performance evaluation by corporate boards. Awards: Abraaj Capital Finance Research Studentship (2011–2013) Coller Capital Award for Best Student Paper (2007) He teaches advanced courses such as FIN 6352 Financial Modelling for Valuation and has contributed to major financial texts like Valuation: Measuring and Managing the Value of Companies .

Peter FeldhütterView profile

Professor

• Empirical Asset Pricing
• Credit Risk
• Fixed Income Markets
• +3 more

Professor Peter Feldhütter is a faculty member at the Department of Finance, Copenhagen Business School (CBS), where he has held the position since 2017. He earned his PhD from CBS and previously worked at the London Business School. His research focuses on fixed income markets, particularly examining how prices are influenced by illiquidity, credit risk, and supply-demand imbalances. Notable contributions include studies on U.S. corporate bond market liquidity and credit spread dynamics. Key research areas include empirical asset pricing, credit risk, fixed income analysis, and liquidity risk. He has authored influential papers such as The Myth of the Credit Spread Puzzle and Corporate Bond Liquidity Before and After the Subprime Crisis . Received awards: Jack Treynor Prize, Wharton’s Outstanding Paper Award, and Nykredit’s Talented Researcher Award. External advisory roles: Legal advice for NTC Parent, Shell, and FourWorld Capital Management; academic advising for Copenhagen Economics. Teaching: External faculty at London Business School and University College London. His recent work explores ESG investing’s impact on capital structure and pricing of sustainability-linked bonds. Ongoing projects include studies on financial market liquidity and corporate bond valuation frameworks.

Zhijian HuangView profile

Associate Professor

• Corporate Finance
• Financial Markets
• Risk Management
• +3 more

Zhijian Huang is an Associate Professor in the Department of Finance and Accounting at Saunders College of Business, Rochester Institute of Technology, with expertise in corporate finance, behavioral finance, and risk management. Education: B.Eng., Shanghai Jiaotong University (China) M.S., Michigan State University M.Eng., Cornell University Ph.D., Pennsylvania State University His research focuses on financial markets, cognitive dissonance in investor behavior, cryptocurrency volatility, and climate policy impacts on stock prices. Recent publications explore asymmetric responses to earnings news, social media sentiment effects, and credit risk modeling. Huang teaches courses in equity analysis, options/futures, and risk management, with a strong emphasis on derivative instruments and portfolio optimization strategies.

Gabor ViragView profile

Associate Professor

• Economic Theory
• Auction Theory
• Search Theory
• +5 more

Gabor Virag is an Associate Professor of Economic Policy Analysis at the University of Toronto, Mississauga , with a cross-appointment to the Rotman School of Management . He serves as the PhD Coordinator for the Economic Analysis and Policy area. His research focuses on market dynamics, auction theory, and search theory, with a particular interest in decentralized market interactions and information policy. Education : PhD in Economics from Princeton University, MA from Central European University, BA from Budapest University of Technology and Economics. Research Interests : Economic Theory, Industrial Organization, Game Theory, and their applications to dynamic contests, patent markets, and labor economics. Publications : His work appears in top-tier journals such as the American Economic Journal, Games and Economic Behavior, and Review of Economic Studies, emphasizing auctions with resale, innovation prizes, and wage inequality. Collaborations : Co-author of studies with scholars from Bocconi University, Claremont McKenna College, and the Hungarian Academy of Sciences.

Eunchun ParkView profile

Assistant Professor

• Risk Analysis
• Commodity Futures and Options
• Crop Insurance
• +3 more

Eunchun Park serves as an Assistant Professor in the Department of Agricultural Economics and Agribusiness at the University of Arkansas, concurrently holding the position of Director of the Experiment Station (DREX). A specialist in Bayesian spatial statistics and econometrics, his research focuses on agricultural risk analysis with particular emphasis on crop insurance mechanisms and financial commodity markets. His methodological expertise addresses critical data scarcity challenges in federal crop insurance premium calculations through advanced spatial modeling techniques. Dr. Park's academic foundation includes: Ph.D. in Agricultural Economics from Oklahoma State University (2017) M.S. in Food and Resource Economics from Korea University (2013) B.S. in Food and Resource Economics from Korea University (2010) His research program centers on extreme price and yield risk quantification in agricultural commodities, employing sophisticated Bayesian modeling frameworks to overcome data limitations in spatial risk assessment. Current work develops innovative approaches for measuring catastrophic risks in crop production systems and refining insurance rating structures through spatial smoothing of yield densities. This research bridges theoretical econometric advances with practical applications for risk management tools used by farmers and policymakers. Analysis of Dr. Park's recent publications reveals a consistent trajectory in spatial risk modeling for agricultural insurance systems, with increasing focus on prevented planting coverage factors, commodity market volatility around information releases, and climate-related production risks. His work demonstrates methodological progression from theoretical Bayesian frameworks toward actionable risk assessment tools, particularly through the application of kriging techniques to non-normal yield distributions and extreme event modeling. Dr. Park's scholarly contributions have been recognized through: Outstanding Contribution to Applied Risk Analysis Award (2020) from the Agricultural and Applied Economics Association Outstanding Graduate Student Paper Award (2018) from the Agricultural and Applied Economics Association Outstanding Doctoral Dissertation Award (2018) from the Southern Agricultural Economics Association While specific details of current advisees and grant funding are not provided in available materials, his active publication record in top agricultural economics journals suggests an ongoing mentorship role for graduate students and potential involvement in externally funded research initiatives related to agricultural risk management. His work on spatial smoothing techniques and extreme risk modeling likely informs collaborative projects with agricultural extension services and federal risk management agencies. No specific laboratory facilities or dedicated research teams are mentioned in the available documentation, though his methodological expertise suggests collaboration with spatial statistics and agricultural risk modeling groups within the university's research infrastructure.

Christine GuoView profile

Senior Lecturer

• Financial Economics
• Market Microstructure
• Asset Pricing Models
• +5 more

Dr Christine Guo is a Senior Lecturer at Birkbeck Business School, University of London, with expertise in Financial Economics. She holds a PhD from Imperial College London and has taught at the University of Newcastle. Her research focuses on market microstructure, asset pricing, stochastic differential equations, and inflation targeting. Notably, her paper Constructing Asset Pricing Models with Specific Factor Loadings won the ABACUS Best Paper Award. Dr Guo supervises PhD students and teaches modules like Financial Management (ACCA-accredited) and Introduction to Accounting. She has published extensively in top journals including Abacus , European Journal of Finance , and Pacific Basin Finance Journal . Education: PhD in Economics, Imperial College London MSc in Economics and Financial Economics, University of Nottingham BSc in Economics and Econometrics, University of Nottingham Research Interests: Dr Guo’s work bridges theoretical and applied finance, with emphasis on: - Quantitative financial modeling - Market efficiency and regulatory frameworks - Inflation dynamics and monetary policy - ESG transparency and firm valuation Recent Publications Trends: Her articles analyze market structure (e.g., ETFs, multilateral trading facilities), Chinese financial markets, and ESG impacts. Methodologically, she applies stochastic models and spatial econometrics. Awards: ABACUS Best Paper Award (2012) for groundbreaking asset pricing methodology critiques Supervision & Teaching: Supervised 4 doctoral researchers (e.g., Stella Zhixin Xu on urban sustainability). Teaches BUMN145S5 (Financial Management) and BUMN131H4 (Accounting). Actively engages in PhD mentorship. Labs/Teams: Collaborates with interdisciplinary teams on financial regulation and ESG metrics through her research network.

David MustoView profile

Professor

• capital markets
• consumer credit
• financial intermediation
• +5 more

David Musto is the Ronald O. Perelman Professor in Finance at the University of Pennsylvania's Wharton School, where he has served on the faculty since 1995. He currently directs the Stevens Center for Innovation in Finance and teaches core finance courses including Capital Markets and Strategic Equity Finance across undergraduate, MBA, and executive programs. Education PhD, University of Chicago, 1995 BA, Yale University, 1987 Professor Musto's research centers on capital markets dynamics, consumer credit mechanisms, and financial intermediation structures. His work examines market liquidity during crises, predatory lending practices, and the contractual implementation of impact investing. He investigates how financial incentives interact with social goals and how market structures influence trading behavior, with particular focus on Treasury markets, short-selling constraints, and mortgage lending regulations. His publications from 2008-2021 reveal consistent empirical analysis of market microstructure and credit markets. Key contributions include identifying illiquidity feedback loops in Treasury markets during the financial crisis, demonstrating how impact funds contractually integrate social goals without direct compensation ties, and analyzing how failing to deliver stock affects options pricing. His research bridges theoretical models with high-resolution market data across diverse financial instruments. Scientific Awards No scientific awards were mentioned in the provided text. Advising and Grants Professor Musto supervises independent study projects (FNCE8990) for finance students but specific advisees and grant details are not provided. His teaching portfolio includes capstone projects evaluating student loan offers and strategic equity financing decisions, reflecting applied research supervision without explicit grant disclosures. Labs and Teams As Director of the Stevens Center for Innovation in Finance, Professor Musto leads initiatives connecting academic research with industry practice. The Center develops financial education tools including an app created by teens for teens, and runs leadership programs for underrepresented Philadelphia high school students, fostering practical finance innovation through academic-industry collaboration.

John C HeatonView profile

Professor

• Asset pricing
• Portfolio allocation
• Time series econometrics
• +3 more

John C. Heaton is the Myron S. Scholes Distinguished Service Professor of Finance at the University of Chicago Booth School of Business and Director of the Anthony Pritzker Family Foundation - Family Office Initiative. He joined Chicago Booth in 2000 after serving as the Nathan S. and Mary P. Sharp Distinguished Professor of Finance at Northwestern University's Kellogg School of Management, with additional positions at MIT's Sloan School of Management and the Hoover Institution. Heaton maintains an active research affiliation as a research associate of the National Bureau of Economic Research. His educational background includes: Bachelor's degree in commerce from the University of Windsor (1982) Master's degree in economics from the University of Western Ontario (1984) PhD in economics from the University of Chicago (1989) Heaton's research program centers on asset pricing, portfolio allocation, and time-series econometrics , with particular emphasis on understanding how macroeconomic fluctuations affect financial markets. His work investigates the long-run risk-return tradeoff in asset valuation and how background risks from labor and entrepreneurial income influence investment decisions. He approaches these questions through rigorous econometric analysis combined with economic theory, seeking to bridge the gap between academic research and practical investment challenges. Analysis of Heaton's publications reveals a consistent focus on market frictions and their implications for asset pricing and portfolio choice. His research demonstrates how transaction costs, borrowing constraints, and incomplete markets affect investor behavior and market outcomes. A distinctive contribution is his work on long-run risk components that influence asset valuations despite being realized far into the future. Heaton's scholarly achievements have been recognized through: Alfred P. Sloan Research Fellowship (1993-1995) National Science Foundation Fellowship (1993-1998) Ongoing research affiliation with the National Bureau of Economic Research As an educator, Heaton teaches advanced courses in asset pricing, financial instruments, fixed income, and investments, with a focus on connecting theoretical frameworks to real-world investment challenges. His directorship of the Family Office Initiative reflects his expertise in wealth management across generations. His research continues to influence both academic discourse and practical approaches to understanding risk in financial markets, with current teaching commitments extending through 2026.

Shaun BondView profile

Professor

• Real Estate Finance
• Financial Economics
• Investment and Risk Management
• +5 more

Professor Shaun Bond is the Frank Finn Professor of Finance at the UQ Business School, University of Queensland. He has held prior positions as the West Shell Professor of Real Estate at the University of Cincinnati (Director of the UC Real Estate Center) and as a lecturer at the University of Cambridge’s Department of Land Economy. He has also served as a visiting professor at Pennsylvania State University and George Washington University. Education: PhD and MPhil in Economics from the University of Cambridge; Bachelor of Economics (First Class Honours) from the University of Queensland. Research Interests: Real estate finance, financial economics, investment and risk management, and financial econometrics. Publications: Over 33 works including 28 journal articles, 2 book chapters, and 2 conference publications, focusing on real estate markets, financial forecasting, and ESG integration. Funding: Current Macoun Research Scholar Program (2021–2025); recent grants from Queensland Government and QIC Limited for short-term rental regulation and investment management research. Supervision: Available for PhD supervision in real estate asset pricing and financial market sentiment.

Elena AsparouhovaView profile

Professor

• Theoretical Financial Economics
• Experimental Finance
• Asset Pricing
• +7 more

Elena Asparouhova is a Professor of Finance at the David Eccles School of Business , University of Utah. She holds a doctorate in Social Sciences from the California Institute of Technology and a Masters in Statistics from Sofia University , Bulgaria. Her research focuses on theoretical and experimental financial economics , including asset pricing theory , experimental finance , general equilibrium theory , and econometrics . Recent work examines financial market competition under delegation , information percolation in dark markets , and human-robot interaction in trading . Best Paper Award, Journal of Financial Markets (2025) Best Paper Award, Review of Finance (2024) Best Paper, Behavioral Finance and Capital Markets Conference, Australia (2025) Continuous National Science Foundation funding for 10+ years Contact: e.asparouhova@utah.edu , University of Utah, Salt Lake City, Utah 84112.

• Singular Stochastic Optimal Control
• Optimal Stopping and Free-Boundary Problems
• Stochastic Games
• +6 more

Giorgio Ferrari is a Full Professor for Mathematical Finance at the Institute for Mathematical Economics (IMW), Faculty of Economics, Bielefeld University. His research bridges stochastic control theory with applications in economics, finance, actuarial science, and epidemiology. Education: B.Sc. and M.Sc. in Physics and Mathematical Physics from the University of Rome La Sapienza, Ph.D. in Mathematics for Economic-Financial Applications (2012). Academic Appointments: Post-Doctoral Researcher (2012–2015), Substitute Full Professor (2015), Junior Professor (W1) (2016–2017), Associate Professor (2017–2023), and Full Professor (2023–present) at Bielefeld University. Research Interests focus on Singular Stochastic Control , Optimal Stopping , and Stochastic Games , with applications to economic policy, financial markets, and epidemic modeling. His work extends to Mean-Field Games for large-scale strategic interactions and Free-Boundary Problems for investment decision-making under uncertainty. Scientific Contributions include groundbreaking publications in Stochastic Processes and their Applications , Mathematical Finance , and SIAM Journal on Control and Optimization . His research projects, such as the DFG SFB 1283 subproject C4 and the Research Training Group 2865 , address uncertainty in dynamic economies through game-theoretic and stochastic frameworks. Notable Awards: AMASES Best Young Researcher Paper (2014), YITP Research Prize (2017), and multiple research fellowships from the University of Padova. Leadership: Director of the Bielefeld Graduate School in Theoretical Sciences (2023–present) and Principal Investigator in major DFG-funded initiatives.

Ciprian CimpanView profile

Associate Professor

• Circular Economy
• Industrial Ecology
• Waste and Resources Management
• +3 more

Ciprian Cimpan is an Associate Professor at the Department of Green Technology (IGT), University of Southern Denmark, and a key member of the SDU Climate Cluster and SDU Life Cycle Engineering. His research focuses on Circular Economy , Industrial Ecology , Waste and Resources Management , and Life Cycle Assessment , with a strong emphasis on sustainable growth and resource efficiency. Postdoctoral Fellow, Norwegian University of Science and Technology (2019–2021) His recent publications highlight applications of LCA in evaluating additive manufacturing , plastic packaging , and critical material recycling within green transition contexts. He also investigates systemic challenges in textile waste , ICT product obsolescence , and rebound effects in reuse practices . Scientific awards include the DANROAD Prize (2025) for innovative drug recycling. He supervises PhD student Bubinek R. and teaches courses on Eco-efficient Engineering , Waste Management , and Solid Waste Processing .

Ivan GuoView profile

Associate Professor

• Mathematical Finance
• Optimal Transport
• Stochastic Control
• +3 more

Associate Professor Ivan Guo is a faculty member at Monash University's School of Mathematics, where he leads research in mathematical finance and stochastic modeling. He obtained his PhD in Mathematics from the University of Sydney in 2014 and currently accepts PhD students. His work bridges theoretical mathematics and practical financial applications, with active projects spanning 2022-2026. Research Focus Dr. Guo's research centers on three interconnected areas: Optimal Transport Applications : Developing transport-based methods for financial model calibration and derivatives pricing Market Microstructure : Analyzing market-making strategies, liquidity, and high-frequency trading dynamics Sustainable Finance : Modeling green investment impacts and energy market transitions using game-theoretic approaches Active Projects Can green investors drive transition to a low-emission economy? (2022-2026) Integrating energy storage into electricity markets (2022-2024) Data61 CRP #46 - Risklab mathematical sciences (2020-2023) Efficient computational techniques for econophysics (2019-2021) The role of liquidity in financial markets (2017-2020) His research consistently addresses model uncertainty, volatility dynamics, and computational methods across 18+ publications since 2012.

Diana TunaruView profile

Lecturer

• Empirical Finance
• Interest Rate Modeling
• Dynamic Estimation and Forecasting
• +4 more

Dr. Diana Tunaru is a Lecturer in Finance at Kent Business School , University of Kent, with expertise in empirical finance and quantitative methods. Her research focuses on dynamic financial modeling and forecasting, particularly in interest rate structures and volatility spillover effects. Education: Diploma in Mathematics (University of Craiova), Master in Banking and Finance (Middlesex University), PhD in Finance (University of Westminster) Research Interests include multi-factor continuous-time models, Gaussian estimation techniques, and the analysis of financial variables like interest rates, equities, and derivatives during economic distress. She applies her industry experience in investment banking to bridge theoretical and practical finance. In publications , Diana has explored topics ranging from agricultural commodity forecasting to green finance, with recent work emphasizing sustainability-driven portfolio performance and market interconnectedness. Her methodological focus on statistical accuracy tests and spillover effects reflects her commitment to advancing financial modeling. Teaching: Quantitative Methods for Finance, Introduction to Econometrics, Financial Investments, Economics of Financial Markets Diana serves as Senior Tutor at Kent Business School (Medway campus) and contributes to postgraduate education through her supervision of undergraduate dissertations on empirical finance and financial time series analysis.

Guofu ZhouView profile

Professor

• Empirical Asset Pricing
• Machine Learning in Finance
• Financial Economics
• +10 more

Guofu Zhou , the Frederick Bierman & James E. Spears Professor of Finance at Washington University's Olin Business School , has been a faculty member since 1990. His academic career includes multiple Reid Teaching Awards (2020, 2019, 2018, 2014, 2010) Best Paper Awards (Institute for Quantitative Investment Research 2019, Chinese Finance Association 2010, Inquire UK/Europe 2019 & 2024) and affiliations with journals like the Journal of Financial Economics and Management Science . Education: PhD, Duke University (1990) MA, Duke University (1987) MS, Academia Sinica (1985) BS, Chengdu University of Technology (1982) His research bridges empirical asset pricing and applied AI/machine learning , with a focus on market efficiency anomaly exploitation Bayesian inference option pricing Chinese financial markets behavioral finance He has contributed to understanding equity risk premium predictability, technical analysis, and portfolio optimization techniques. Key trends in his Journal of Financial Economics , Journal of Finance , and Review of Financial Studies publications include machine learning applications in asset pricing , anomaly-market linkages , and fear sentiment in Treasury markets . Recent work with ChatGPT explores textual analysis of earnings calls. Scientific Awards: Best Paper Award, Institute for Quantitative Investment Research (2019) Finalist for Crowell Memorial Prize (2024) Led multiple Best Paper Awards at conferences like FMA and SIF Contact: zhou@wustl.edu | Office: Simon Hall Room 207