Juan Yao is a Senior Lecturer at the Finance Discipline, Business School, The University of Sydney. Her research focuses on empirical asset pricing , funds management , foreign exchange markets , and business forecasting . She has contributed to national research projects such as "Strategies and Approaches to Teaching and Learning Cross Cultures" (2007-2009) and is affiliated with the Sydney Environment Institute, China Study Centre, and Australia-China Business Network. Research Interests: Juan’s work explores financial market efficiency, investor behavior, and cross-cultural economic dynamics. Her publications address hedge fund performance, mutual fund strategies, and behavioral anomalies in both Australian and Chinese markets. Publications: Recent articles analyze price bubbles, sentiment analysis, and institutional trading impacts, spanning journals like Journal of Banking & Finance and Pacific-Basin Finance Journal . Grants: She served as Chief Investigator for a national teaching and learning grant (2007-2009) and a 2014 CIPR grant on asset-price bubbles in Australia.
Allaudeen Hameed is the Tang Peng Yeu Professor in Finance at the National University of Singapore (NUS) Business School , where he has been a Professor since 2006. He also holds editorial roles at several leading finance journals and has previously held visiting positions at the Chinese University of Hong Kong, University of North Carolina at Chapel Hill, and University of Texas at Austin. Education: Ph.D. in Finance, University of North Carolina at Chapel Hill Bachelor of Business Administration (Honours), Second Class Upper Division, National University of Singapore Research Interests: His research spans a wide range of topics in finance, including return-based trading strategies , stock return co-movement , liquidity , the role of financial analysts , and international financial markets . These interests are deeply rooted in empirical asset pricing, market microstructure, and behavioral finance. His work often explores how market frictions, investor behavior, and institutional features affect asset prices and trading strategies, with a strong focus on cross-country and emerging market contexts. Scientific Awards & Honors: Asian Finance Conference Best Paper Award – 2024 Pacific Basin Finance Journal Best Paper Award – 2024 UM Distinguished Visiting Scholar, University of Macau – 2024 Best Paper of PERC Award – 2023 Tun Ismail Mohamed Ali Distinguished Chair, Universiti Kebangsaan Malaysia – 2022–2024 Teaching Excellence Team Award, NUS Business School – 2020 Best Paper Awards, FMA – 2016 & 2018 Outstanding Researcher Award, NUS Business School – 2015 & 2003 University of North Carolina Kenan-Flagler Alumni Merit Award – 2011 Professional Service: He serves as Editor of the International Review of Finance and Associate Editor of the Journal of Financial and Quantitative Analysis and Pacific-Basin Finance Journal . He is also a Senior Fellow at the Asian Bureau of Financial and Economic Research (ABFER) and a former Council Member of the Society for Financial Studies. Leadership Roles: He is currently Chair of the Faculty Promotion & Tenure Committee (FPTC) and Chair of the Faculty Promotion in Educator Track Committee (FPEC), both from 2025–2026.
Petter N. Kolm serves as a Clinical Professor of Mathematics and Program Director at New York University, with his office located in Warren Weaver Hall (520). He can be contacted at petter.kolm@nyu.edu or 212-998-4855, and holds an editorial board position at the Journal of Portfolio Management. His academic qualifications include: Doctorate in Mathematics from Yale University M.Phil. in Applied Mathematics from the Royal Institute of Technology in Stockholm M.S. in Mathematics from ETH Zurich Dr. Kolm's research centers on quantitative finance, with primary focus areas including quantitative trading strategies, delegated portfolio management, financial econometrics, risk management, and optimal portfolio strategies. His work integrates advanced mathematical modeling with practical investment applications, bridging theoretical frameworks and real-world market dynamics through rigorous empirical analysis. Analysis of his 15 most recent publications reveals consistent emphasis on portfolio optimization techniques—particularly Bayesian methods and the Black-Litterman model—alongside significant contributions to algorithmic trading systems, factor-based equity portfolio construction, and machine learning applications for financial sentiment analysis. His scholarly output demonstrates evolution from foundational portfolio theory toward contemporary computational finance challenges. As Program Director, Dr. Kolm oversees academic programming and likely mentors graduate students in quantitative finance, though specific advisee details are not documented. His prior industry role at Goldman Sachs Asset Management provided direct experience in developing hedge fund strategies, informing his applied research approach. Dr. Kolm's professional trajectory includes significant industry engagement through his tenure in Goldman Sachs' Quantitative Strategies Group, where he developed quantitative investment systems. His current academic leadership position leverages this practical experience to shape quantitative finance education and research at NYU.
Jonathan L. Rogers is a Professor in the Accounting Department at Leeds School of Business, University of Colorado Boulder. He maintains his office in Koelbel Building, room 433, and can be contacted at jonathan.rogers@colorado.edu or by phone at 303-735-6620. Dr. Rogers received dual bachelor's degrees from the University of Texas in 1996: one in Business Administration with a focus in finance, and another in Economics with a minor in accounting. He earned his PhD in Accounting from the Wharton School of the University of Pennsylvania in 2005. He is also a certified management accountant and certified in financial management, though both certifications are currently inactive. Dr. Rogers' research focuses on voluntary disclosure, market microstructure, multinational firms, insider trading, and stock return volatility . His work has been published in all three top accounting journals (Journal of Accounting Research, Journal of Accounting and Economics, The Accounting Review) and has received significant attention from major media outlets including The Wall Street Journal, The New York Times, Financial Times, Fortune, Reuters, Bloomberg TV, and CNBC. His research has also been cited by members of Congress. His recent publications span a diverse range of topics from accounting and finance to meteorology and healthcare, reflecting interdisciplinary collaborations. Major themes in his work include financial disclosure practices, market microstructure, insider trading, and the dissemination of financial information. His research on SEC dissemination in high-frequency trading environments has been particularly influential in both academic and regulatory circles. 2015 EKS&H Faculty Fellowship 2015 RAST Conference Best Paper Award 2011 Fama-Miller Center Research Grant 2010 William Ladany Faculty Scholar 2009 Ernest R. Wish Award 2009 Initiative on Global Markets Research Grant 2003 Deloitte Foundation Doctoral Fellowship European Accounting Association's 2003 Doctoral Colloquium Fellowship 2001 Geewax, Terker & Company Prize for Investment Research Dr. Rogers serves on the editorial board of the Journal of Accounting Research and works as an ad hoc reviewer for the Journal of Finance, the Accounting Review, the Journal of Accounting and Economics, the Review of Accounting Studies, Contemporary Accounting Research, American Accounting Association Midyear, and the Annual and FARS section meetings. His research has been supported by numerous grants including those from the Fama-Miller Center, Initiative on Global Markets, and the Deloitte Foundation. While specific information about his laboratory or research team is not provided in the available text, his extensive publication record and editorial roles suggest he likely collaborates with multiple researchers and potentially supervises graduate students in accounting research.
Jo Danbolt is a Professor at the University of Edinburgh Business School, holding the Baillie Gifford Chair in Financial Markets. He also serves as Deputy Dean and Director of Faculty, with expertise in corporate finance and mergers & acquisitions. Education: Siviløkonom (Norwegian business qualification), BA (Hons) in Business Organisation, and PhD in Finance from Heriot-Watt University His research focuses on shareholder wealth effects of Mergers & Acquisitions, capital structure determinants, corporate governance, and growth opportunities. He has published extensively in top journals like the Journal of Corporate Finance and Corporate Governance: An International Review. With 36 research outputs and 21 activities, his work spans investor sentiment, corporate governance, and financial markets. He is currently accepting PhD students and contributes to the Edinburgh Centre for Financial Innovations.
Fangzhou LU is an Assistant Professor of Finance at the HKU Business School, The University of Hong Kong, since 2020. His research focuses on fintech, cryptocurrency, behavioral finance, and China's economic development. He received his academic training at prestigious institutions: PhD and MS in Financial Economics from Massachusetts Institute of Technology (MIT), 2020 BS in Business from New York University, Stern School of Business, 2014 Dr. Lu's research interests encompass Fintech, Cryptocurrency, Behavioral Finance, Entrepreneurial Finance, Household Finance, Emerging Markets, consumption, fiscal stimulus, bond markets, and China's economic development. His work often leverages large datasets from China to examine how technological innovations and government policies impact financial markets and firm behavior, particularly during crises like the COVID-19 pandemic. His recent publications demonstrate a strong trend toward applied research in emerging markets, with significant contributions on SPAC IPOs, government subsidy effectiveness for failing firms, and stock market informativeness in China. These works appear in top finance journals including the Journal of Financial Economics and Journal of Financial and Quantitative Analysis, highlighting his expertise at the intersection of finance, technology, and policy analysis.
James A. Evans is the Max Palevsky Professor of Sociology and Data Science at the University of Chicago, where he is a faculty member in the Department of Sociology within the Division of the Social Sciences. He is the director of Knowledge Lab and the Faculty Director of the Masters Program in Computational Social Science . He holds additional affiliations as an External Professor at the Santa Fe Institute , External Faculty at the Complexity Science Hub, Vienna , and Visiting Faculty Researcher at Google . Education: B.A. in Anthropology, Brigham Young University (1994) M.A. in Sociology, Stanford University (1999) Ph.D. in Sociology, Stanford University (2004) His research centers on the collective system of thinking and knowing , exploring how ideas emerge, spread, and evolve through social and technical systems. He investigates innovation, collective intelligence, and the science of science , using large-scale data modeling, machine learning, generative AI, and network analysis to study knowledge creation. His work spans domains including science, technology, law, and religion, with a focus on how AI is reshaping discovery processes. The most recent publications highlight trends in AI and scientific discovery , with a strong emphasis on innovation, knowledge systems, and human-machine intelligence . His research increasingly explores AI as a transformative agent in science , including the concept of 'alien intelligence' and the development of complementary AI to augment human capacity. Projects like the $20M NSF-funded APTO initiative aim to build language models that predict technological outcomes by analyzing historical data. Scientific Recognition and Funding: Research supported by the National Science Foundation (NSF) , National Institutes of Health (NIH) , Air Force Office of Scientific Research (AFOSR) , and philanthropic sources Work published in Nature, Science, PNAS , and leading social science journals Featured in The New York Times, The Economist, The Atlantic, Wired, NPR, BBC, Le Monde , and others James Evans advises on science policy and funding strategies, emphasizing the importance of diversity, interdisciplinary collaboration, and demographic balance in fostering innovation. He critiques current academic incentives and proposes alternative discovery regimes. He leads Knowledge Lab , a collaborative research environment that conducts seminars, grants, and employment opportunities in computational social science and AI.
Dr. Alfred Chong is an Associate Professor in the Department of Actuarial Mathematics and Statistics at Heriot-Watt University (HWU). Previously, he served as an Assistant Professor at the University of Illinois at Urbana-Champaign (UIUC) and co-founded the Illinois Risk Lab. His research focuses on Actuarial Science, Financial Mathematics, and Quantitative Risk Management, addressing emerging risks like cyber, pandemic, and climate risks, leveraging machine learning, optimization, and stochastic control. He holds a PhD from The University of Hong Kong and King's College London, and is an Associate of the Society of Actuaries. Chong actively contributes to academic governance, including roles in the EPSRC Mathematical Sciences Early Career Forum and the Maxwell Institute's Data and Decisions research theme. Education: PhD in Actuarial Science, University of Hong Kong & King's College London Research Interests: Chong explores risk sharing mechanisms, forward preferences in insurance, and mitigation strategies for large-scale risks. His work integrates data analytics and machine learning to solve decision-making challenges, such as cybersecurity risk assessment, pandemic resource allocation, and climate risk modeling. Recent projects include incident-specific cyber insurance design and delegated investment strategies for retirement savings. Awards: Michael V. Colla Prize for Mathematics Related to Medicine (2022) Best of 2020 in the Annual Meeting of the Casualty Actuarial Society (2021) Advising & Grants: Chong supervises PhD students in holistic risk management, forward preferences, and reinforcement learning applications. He has secured grants supporting interdisciplinary research in risk modeling and insurance innovation. Labs & Teams: Co-founder of the Illinois Risk Lab (UIUC), now leading research at HWU's Actuarial Mathematics & Statistics department. Engaged with the International Centre for Mathematical Sciences for knowledge exchange initiatives.
Jesper Rangvid is a Professor of Finance and Director of the Pension Research Centre (PeRCent) at Copenhagen Business School (CBS), where he also serves as Associate Dean of the Executive MBA program . His research focuses on financial markets, macroeconomics, financial crises, household finance, and mutual funds. He has authored influential works such as How Low Interest Rates Change the World (Oxford University Press, 2025) and From Main Street to Wall Street (Oxford University Press, 2021), exploring topics like interest rate trends, economic growth, and policy impacts. He chairs the Council for Return Expectations and holds board positions at Formuepleje, Advantage Investment Partners, and Finansiel Stabilitet, among others. His advisory roles include Levring & Levring and projects for Danish institutions like Forenet Kredit and BankInvest. Recent research highlights include analyzing Denmark’s pension system reforms, fiscal-monetary policy interactions, and the implications of low interest rates on global economies. Rangvid’s publications combine rigorous academic analysis with policy relevance, addressing topics like dividend predictability, economic growth’s impact on asset returns, and the behavior of professional investors. His work often bridges theoretical frameworks with empirical data, offering insights into macro-financial linkages and policy design.
Prof. Dr. Bernd Skiera is a leading Marketing Professor at Goethe University Frankfurt since 1999 and a member of the managing board of the efl - The Data Science Institute. His work bridges information systems and marketing, with a focus on data-driven decision making and digital transformation.
Eugene F. Fama, 2013 Nobel Laureate in Economic Sciences, is the Robert R. McCormick Distinguished Service Professor of Finance at the University of Chicago Booth School of Business. Widely regarded as the "father of modern finance," his work on the efficient markets hypothesis and risk-return relationships has profoundly influenced both academic and investment communities. Bachelor's, Tufts University (1960) MBA and PhD, University of Chicago Graduate School of Business (1964) Fama's research centers on theoretical and empirical finance, focusing on asset pricing models, market efficiency, and portfolio management. His recent publications emphasize factor investing, including the development of five-factor models and the analysis of international market anomalies. Key trends in his scholarship include empirical validation of the Capital Asset Pricing Model (CAPM), international factor analysis, and the distinction between luck and skill in mutual fund performance. His work remains foundational for quantitative finance and investment strategies. Scientific Awards and Fellowships Nobel Prize in Economic Sciences (2013) Deutsche Bank Prize in Financial Economics (2005) Morgan Stanley American Finance Association Award for Excellence in Finance (2007) Onassis Prize in Finance (2009) Chaire Francqui (1982) Nicholas Molodovsky Award from CFA Institute (2006) Fred Arditti Innovation Award (2007) Fellow of the American Finance Association (2001) Fellow of the Econometric Society Fellow of the American Academy of Arts and Sciences Fama serves as Advisory Editor for the Journal of Financial Economics and has mentored numerous PhD students through his academic career. His research continues to shape financial theory and practice, with ongoing analysis of market efficiency and factor-based investing.
Prabir Burman is a Professor in the Department of Statistics at the University of California, Davis, with a career spanning over three decades. His research focuses on nonparametric function estimation, model fitting/selection, image analysis, time series, and discrete data. Education: Ph.D. (1982) and Master of Statistics (1977) from University of California, Berkeley; Bachelor of Statistics (1976) from Indian Statistical Institute, Calcutta. His work bridges theoretical statistics and applied problems, including ecological studies (e.g., coyote parasites, mountain lion tracking), biomedical research (e.g., metabolic syndrome in bipolar patients), and time series forecasting. He has secured multiple NSF and NSA grants for projects on multivariate analysis, shape modeling, and covariance estimation. Recent publications highlight his expertise in predictive model fitting, stock return analysis, and stroke survivor studies. While not explicitly listing awards, his editorial roles (e.g., Journal of Multivariate Analysis) and collaborative grants underscore his academic leadership.
Professor Hafiz Hoque is a faculty member in the Accounting and Finance Department at Swansea University's School of Management. He holds a PhD from Bayes Business School and serves as Director of the Hawkes Centre for Empirical Finance. His research focuses on corporate finance, bank regulations, green innovation, climate change, and ESG. With over 20 publications in top journals and £100k+ in grants, his work explores topics like corporate boards, IPO markets, and Islamic finance. He has supervised 8 PhD students to completion and welcomes new applications. Key areas include climate finance and regulatory impacts on banking sectors. Education: PhD from Bayes Business School (formerly Cass Business School). Research Interests: Corporate finance dynamics, director networks, banking regulations, green innovation, and climate finance. His work bridges theoretical frameworks with empirical analysis, addressing global financial challenges such as pandemic governance and ESG integration. Grants & Funding: Over £100,000 in grants secured in the past decade, supporting research on financial markets and regulatory policies. Labs/Teams: Director of the Hawkes Centre for Empirical Finance, fostering interdisciplinary research in finance and empirical methods.
Professor Valentyn Panchenko is a leading academic in Economics at the UNSW Business School, specializing in advanced econometric methodologies and financial modeling. Holding a PhD from the University of Amsterdam and an MPhil from the Tinbergen Institute, his research bridges theoretical econometrics with real-world financial applications, emphasizing big data analysis, network structures, and dependence modeling in economic systems. His expertise spans financial econometrics, time series analysis, non-parametric statistics, and agent-based economic simulations. He focuses on Granger causality, model evaluation, structural economic modeling, and bounded rationality with heterogeneous agents. His work has secured significant grants including ARC Discovery Projects and DECRA fellowships, enabling cutting-edge research on market dynamics and economic interactions. Professor Panchenko's publications appear in top-tier journals like the Journal of Econometric Theory, AEJ: Micro, Journal of Economic Dynamics & Control, and Journal of Banking & Finance. His methodological contributions include novel approaches to copula-based forecasting, nonlinear causality testing, and evolutionary learning models in strategic economic environments. While specific student advising details aren't provided, his research leadership demonstrates sustained impact across econometric theory, financial markets, and experimental economics.
Robert Kosowski is Professor of Finance and Head of the Department of Finance at Imperial College Business School, Imperial College London. He holds a Ph.D. from London School of Economics, M.Sc. in Economics from London School of Economics, and B.A./M.A. in Economics from Trinity College, Cambridge University. His research examines asset management, risk management, machine learning applications in finance, hedge funds, and performance measurement. He has published in top finance journals including Journal of Finance, Journal of Financial Economics, and Review of Financial Studies. Awards include European Finance Association Best Paper Award (2007), four INQUIRE best paper awards, and British Academy Mid-Career Fellowship (2011-2012). Recent publications focus on machine learning in finance, regulatory impacts on funds, and innovative risk management approaches. Articles demonstrate consistent methodological rigor across quantitative finance topics with practical applications for investment management. Professor Kosowski is co-author of 'Principles of Financial Engineering' and directs executive education programs in Risk Management. He has industry experience as Head of Quantitative Research at Unigestion and previously worked at Goldman Sachs and Deutsche Bank.
