Christoph E. Boehm is an Associate Professor in the Department of Economics at the University of Texas at Austin (College of Liberal Arts) and a Research Associate at the National Bureau of Economic Research (NBER). His research bridges macroeconomics, international trade, and monetary policy with empirical focus on global financial transmission mechanisms and trade dynamics. His core research interests include: Macroeconomics International Trade Monetary Policy Global Financial Cycles Economic Growth Boehm employs structural modeling and high-frequency data analysis to investigate how US macroeconomic news propagates globally, develops theoretical frameworks for dynamic trade models, and examines multinational production's impact on manufacturing decline. His methodological innovations include heteroskedasticity-based shock identification and administrative dataset applications. Recent publications (2023-2025) demonstrate three converging research trajectories: (1) Global spillovers of US monetary policy through non-yield channels, (2) Closed-form solutions for dynamic trade gains and elasticities, and (3) Micro-founded analyses of multinational offshoring using firm-level data. These works consistently leverage granular datasets to address policy-relevant questions in international macroeconomics.
Hristo Ivanov Totev serves as a Senior Lecturer at the Faculty of Economics, Department of Management, Technical University of Gabrovo, Bulgaria. Holding a Doctorate in Economic Sciences, he actively contributes to academic research and teaching with a focus on Bulgaria's economic landscape and global financial systems. His research spans Economics, Finance, Risk Management, and Sustainable Development, with emphasis on capital market dynamics, financial stability mechanisms, and technological transitions (Industry 4.0/5.0). Key themes include modernization barriers in the Bulgarian economy, innovative financing methods, and the interplay between financial regulation and sustainable growth. His work consistently addresses practical challenges in banking, investment, and industrial policy within emerging European economies. Totev's publication trajectory since 2012 reveals evolving expertise: early work centered on balance of payments and risk management (evident in his 2013-2014 textbooks), while recent output (2019-2024) increasingly examines central credit registries, ECB policies, and Industry 5.0 frameworks. His 2024 analysis of Bulgaria's central credit registry exemplifies his applied approach to financial infrastructure. He participates in internal university research projects including Managing technological change through Industry 5.0 (2020), Innovative development for technological entrepreneurship (2019), and Transformation of business models in Industry 4.0 (2018). No doctoral students or external grant funding are documented in his profile.
Giovanni Pagliardi serves as a Lecturer at BI Norwegian Business School's Department of Finance since 2018, holding a PhD from ESSEC Business School (2017). His research critically examines political risk in global financial markets through two primary lenses: portfolio construction under political uncertainty and cross-country return predictability. He demonstrates that political risk premia significantly impact international diversification benefits, with politically hedged portfolios outperforming benchmarks by 11% annually while reducing tail risk exposure. His work identifies a distinct global political risk factor (P-factor) uncorrelated with currency risk, explaining abnormal returns up to 15% per annum through dual cash-flow and discount rate channels. Recent publications reveal consistent methodological innovation: developing portfolio selection models for skewed distributions, creating asymptotic inference tests for performance comparison, and establishing political risk metrics that persist under transaction cost frictions. His research bridges theoretical finance with practical investment implications, particularly regarding equity home bias and political risk hedging efficacy. Professor Pagliardi maintains active international collaborations with ESSEC Business School and the University of Cyprus, though specific grant funding details aren't disclosed. His current role focuses on teaching finance courses while advancing research at the finance-political science intersection.
Dr. Ahmet Uslu is a Lecturer and currently serves as Director at Bingöl University's Vocational School of Social Sciences. He has been working at Bingöl University since 2013, initially joining as a Teaching Staff member in the Management and Organization Department before his 2022 appointment to the Department of Office Services and Secretarial Studies. Throughout his career at Bingöl University, he has held multiple administrative positions including program director, department head, and deputy director. Dr. Uslu completed his academic journey with a Bachelor's degree in Business from Kahramanmaraş Sütçü İmam University (2003-2007), followed by a Master's degree in Business from the same institution (2008-2012), and finally earning his Doctorate in Business from Bingöl University (2016-2021). His educational background reflects a consistent focus on business administration with increasing specialization in organizational behavior and management. His research spans organizational behavior and environmental management, with particular emphasis on organizational justice, commitment, cynicism, job satisfaction, digital management, watershed management, and regional development. Analysis of his publications reveals a strong focus on practical applications of organizational theory in Turkish contexts, especially in the TRB1 region, and an increasing integration of environmental sustainability concerns with business administration principles. His work demonstrates consistent productivity across multiple research streams with publications in both national and international journals. Dr. Uslu has been actively involved in numerous research projects, particularly those focused on watershed management and regional development. His project portfolio includes IFAD-funded initiatives like the Murat River Basin Rehabilitation Project, TÜBİTAK-supported research on integrated watershed management, and various studies on educational applications and employment promotion. These projects reflect his commitment to addressing regional development challenges through academic research. Coordinator of Murat River Basin Rehabilitation Project 2021 Monitoring Survey (IFAD, 2021) Researcher for Integrated Watershed Management Models Based on Landscape Character (TÜBİTAK, 2021) Researcher for Longitudinal Tracking of Vocational High School Students' Skills (TOBB-TEPAV, 2021-present) Dr. Uslu has demonstrated strong academic productivity with publications spanning organizational behavior, tourism management, financial markets, and watershed management. His work appears in both international journals (including ESCI-indexed publications) and national journals indexed in TR Dizin. His research approach combines theoretical frameworks with practical applications in Turkish regional contexts, particularly focusing on the TRB1 region's development challenges.
Ahmad Sohrabian serves as Professor in the Department of Finance, Real Estate, and Law within the College of Business Administration at California State Polytechnic University, Pomona. His teaching portfolio spans undergraduate and graduate courses in International Finance, Corporate Finance, Derivatives, and Econometrics. His educational foundation includes: Ph.D. in Economics from UC Santa Barbara M.A. in Economics from UC Santa Barbara Professor Sohrabian's research program critically examines financial market efficiency through lenses of behavioral finance, political corruption, and international investment dynamics. His work consistently investigates how external shocks—particularly financial crises and institutional weaknesses—impact market behaviors across real estate, stock, and foreign investment domains. Key methodological approaches involve comparative historical analysis and econometric modeling of market data. His publication trajectory from 2000-2013 reveals evolving focus: early work centered on corporate investment and crisis transmission, while later research increasingly integrated political corruption variables. This progression demonstrates responsiveness to real-world financial developments, with the Asian Financial Crisis and post-2000 market turbulence prominently featuring in his analytical frameworks. Regarding advising and funding, the absence of student listings suggests potential teaching-focused responsibilities in recent years, though his co-authored publications indicate ongoing collaborative research activity. His primary academic partnership with Shady Kholdy represents a significant research channel spanning over a decade. While no dedicated laboratory is mentioned, his research areas imply engagement with financial databases, econometric software, and potentially real estate market analytics tools given his publication topics.
Hamid Sakaki is a Professor of Finance in the School of Business at Central Connecticut State University (CCSU), where he has served since 2017. He earned his Ph.D. in Finance from the University of Texas Rio Grande Valley in 2017 and teaches undergraduate and graduate courses including Securities Analysis, International Finance, and Derivatives. His educational background includes: Ph.D. in Finance, University of Texas Rio Grande Valley (2017) Dr. Sakaki's research focuses on Corporate Finance and Financial Markets , with expertise in institutional investor behavior , corporate governance , and commodity-finance linkages . His work bridges theoretical models with real-world applications, particularly examining how ownership stability affects corporate decisions and market outcomes. Recent studies analyze oil price-exchange rate dynamics and political uncertainty's impact on financial reporting. His 2017-2022 publications reveal consistent exploration of institutional investors' role in corporate innovation, earnings management, and employee safety, alongside investigations into energy market spillovers. Methodologically, he employs advanced econometric techniques to analyze large datasets across Asset Pricing , Corporate Governance , and International Finance domains. Professional recognition includes: American Finance Association (AFA) Student Travel Grant (2016) Presidential Graduate Scholarship (2015) As an active educator, he mentors students through curriculum development and teaches 10 finance courses annually. His research has been presented at major conferences including the American Finance Association meetings, supported by travel grants enabling global academic collaboration. Though specific grant details aren't listed, his conference participation demonstrates sustained research engagement.
Mei Jianping is a Professor of Finance at the Cheung Kong Graduate School of Business (CKGSB), holding a PhD in Economics from Princeton University and a BS in Mathematics from Fudan University. He has taught at the University of Chicago, Princeton University, New York University, Tsinghua University, University of Amsterdam, Bocconi University, and Hong Kong University of Science and Technology. His educational credentials include: PhD in Economics, Princeton University BS in Mathematics, Fudan University Professor Mei's research centers on international asset pricing, real asset finance, art markets, and market manipulation. He pioneered the Sotheby's Mei Moses Fine Art Price Indices, which revolutionized art investment analysis by providing empirical benchmarks for art valuation and performance. His work uniquely bridges financial theory with practical applications in cultural economics and alternative investments, particularly exploring how art functions as a distinct asset class. His publication trajectory reveals evolving expertise from foundational asset pricing models in the 1990s toward specialized art market economics and behavioral manipulation studies in recent years. This progression demonstrates consistent contributions to both mainstream finance journals and niche cultural economics, with recent work focusing on art investment strategies and behavioral market manipulation mechanisms. Scientific recognition includes: Multiple Best Research Paper awards from academic organizations Professor Mei serves as a strategic consultant to global financial institutions including Prudential Insurance of America, Fidelity Investment, UBS Warburg, Asia Development Bank, and HSBC Asset Management. His advisory engagements focus on international asset allocation frameworks and real estate investment research for institutional clients. He has authored influential books such as 'From Wall Street to Great Wall' (Norton, 2007) and 'Global Bargain Hunting' (Simon & Schuster, 1998). He leads the MM Art Indices initiative, which tracks impressionist, contemporary, and Chinese art markets through quarterly reports, establishing standardized metrics for art investment performance evaluation globally.
Dan Su serves as Assistant Professor of Finance at Cheung Kong Graduate School of Business (CKGSB) in Beijing. A 2022 PhD graduate from the University of Minnesota, his research focuses on Macro Finance, Corporate Theory, and International Capital Flow within emerging market contexts. Education: PhD in Finance, University of Minnesota (2022) His scholarly work examines international capital movements, financial liberalization, and macro-finance linkages. Current projects analyze superstar firms, tech-fin macroeconomics, and productivity dynamics under capital account opening, blending theoretical modeling with empirical analysis of global financial systems. Published research investigates manufacturing's role in middle-income growth trajectories, oil price volatility effects on Chinese equity markets, and capital account liberalization's distributional consequences. These studies reveal consistent exploration of financial policy impacts on economic development and market stability. Scientific Awards: Western Finance Association Outstanding Research Award (2021) Carlson School Dissertation Fellowship (2020) Multiple University of Minnesota fellowships and teaching honors (2016-2021) Dr. Su received comprehensive doctoral funding through University of Minnesota fellowships including the Carlson School Fellowship and Summer Research Awards. His dual teaching awards in 2019 recognize excellence in finance pedagogy during graduate training.
Srinivasan Selvam serves as a Senior Researcher at the EDHEC Infrastructure & Private Assets Research Institute (EIPA) within EDHEC Business School's School of Data Science, Economics & Finance. His core mission involves constructing sophisticated benchmarks and metrics for private asset markets, with landmark contributions including the creation of privateMetrics and the Private Equity Cash Flow and Capital System (PECCS), which address critical industry challenges in valuing illiquid assets. His academic foundation includes a Ph.D. in Finance from Nanyang Technological University, an MBA from the Indian Institute of Foreign Trade, and a bachelor's degree in Electronics & Communication Engineering from the College of Engineering Guindy. As a CFA charter holder, he bridges rigorous academic training with practical financial industry expertise gained through roles as an Assistant Professor in finance and as an index specialist at MSCI & Markit. Dr. Selvam's research program centers on empirical investigations of private asset ecosystems, specializing in private equity and infrastructure investments. His work systematically unpacks valuation dynamics, risk factor exposures, and liquidity effects in markets traditionally hindered by data scarcity. Key methodologies include developing cash flow-based capital systems, analyzing trademark registrations as innovation proxies, and leveraging natural experiments like China's split-share reform to isolate causal financial relationships. Analysis of his 2022-2025 publications reveals three dominant research thrusts: (1) Private market valuation frameworks addressing illiquidity challenges, (2) Systematic risk decomposition in private equities demonstrating the prominence of market-wide factors, and (3) Innovation-finance linkages examining how stock liquidity affects patent value and corporate innovation. His work consistently transforms theoretical finance concepts into industry-applicable metrics through proprietary data systems. While no specific scientific prizes are documented beyond his CFA designation, his research impact is evidenced by publication in premier finance journals including International Review of Finance and Journal of Empirical Finance, alongside influential EDHEC-Infra reports adopted by institutional investors. As lead researcher at EIPA, Dr. Selvam directs projects funded through EDHEC's industry partnerships, with recent outputs including the P&I Supplement series and market timing analyses for institutional capital allocation. His supervision likely involves research staff developing private asset metrics, though formal student advising details aren't specified. Current projects indicate active collaboration with institutional investors on private market benchmarking standards. The EDHEC Infrastructure & Private Assets Research Institute (EIPA) serves as his primary research ecosystem, where he contributes to advancing the institute's mission of creating transparent, data-driven frameworks for private asset investing. His team specializes in transforming fragmented private market data into systematic valuation tools through initiatives like privateMetrics, directly supporting institutional investors' portfolio management decisions.
Prof. Elżbieta Czarny is a distinguished Professor at Warsaw School of Economics specializing in International Economics through the Institute of International Economics. Her academic career spans decades of research on European integration, international trade dynamics, and economic competitiveness with particular focus on Poland's position within global value chains and EU structures. Her research program centers on International Economics , European Integration , and Economic Competitiveness with specialized expertise in Visegrad Group economies, German-Polish economic relations, and transatlantic trade frameworks. Key methodological approaches include export structure analysis, competitiveness benchmarking, and geopolitical economic impact assessment. Analysis of her 15 most recent publications (2024-2017) reveals three dominant research trajectories: (1) Real-time assessment of geopolitical shocks on social market economies (Ukraine war impacts); (2) Evolutionary analysis of EU-10 export convergence toward German manufacturing standards; (3) Critical evaluation of transatlantic trade frameworks including TTIP's institutional implications. Her work consistently bridges theoretical trade models with empirical analysis of Eastern European integration. Prof. Czarny maintains active scholarly engagement through editorial leadership, notably co-editing the 2016 volume on EU-US global production networks. Her research demonstrates sustained policy relevance through timely analysis of economic crises, institutional transformations, and geopolitical economic realignments affecting Central Europe.
Dr. Eddie Gerba holds dual roles as Head of Research at the Bank of England Prudential Regulation Authority and Fellow at the London School of Economics. He maintains a distinguished affiliation with CESifo's Macro, Money, and International Finance research network, contributing to global discourse on monetary policy and financial architecture. His research spans Macroeconomics, Monetary Economics, and International Finance with concentrated expertise in Foreign Exchange dynamics, Tail Risk modeling, and Financial Regulation frameworks. Key investigations address how unconventional monetary policy affects extreme market risks and the interplay between stock market cycles and real economic factors, directly informing regulatory practice through central bank research. Recent publications demonstrate consistent focus on policy-relevant financial market analysis, particularly examining FX tail risks during unconventional monetary policy periods and structural relationships between equity markets and supply-side economics. This work provides critical insights for financial stability frameworks and regulatory decision-making.
Dr. H. Barbara Wang serves as Professor of Finance and Gene Edwards Professor of Banking at West Texas A&M University's Paul and Virginia Engler College of Business, where she has been a faculty member since 2007. Her primary appointment resides in the Department of Accounting, Economics and Finance, with teaching responsibilities spanning International Finance, Managerial Finance, and Multinational Finance courses across undergraduate and graduate programs. Dr. Wang's educational foundation includes: B.A. in Accounting from China Institute of Finance and Banking (now University of International Business and Economics), Beijing (1998) Ph.D. in Finance from The University of Alabama, Tuscaloosa (2007) Her research program examines corporate finance phenomena through empirical analysis of regulatory impacts, with particular focus on disclosure practices, governance mechanisms, and market anomalies. Recent investigations explore tax transparency spillovers in supply chains, political connections in audit pricing, and oil price dynamics affecting airline earnings. This work appears consistently in top finance and accounting journals with increasing international collaboration. Dr. Wang's publication portfolio demonstrates sustained scholarly impact, with recent articles addressing mandatory tax disclosures, corporate investment efficiency, and securities litigation reform effects. Her research trajectory shows methodological rigor through archival data analysis and event studies, often leveraging regulatory changes as natural experiments to examine firm behavior under evolving disclosure requirements. Major research recognitions include: Paul & Virginia Engler College of Business Research Excellence Award (2013, 2024) WT Intellectual Contributions Excellence Award (2024) University Research Excellence Award (2024) Academy of Accounting and Financial Studies Distinguished Research Awards (2009, 2010) As an educator, Dr. Wang maintains active advising loads averaging 22 master's students per term while mentoring capstone projects on topics like sports stadium economics and investment analysis. Her service contributions include critical committee roles in promotion/tenure evaluations, faculty handbook development, and AACSB accreditation efforts across multiple university committees. Though not leading a named research lab, Dr. Wang actively participates in the academic community through Financial Management Association membership and journal review activities, contributing to the scholarly infrastructure of her discipline while maintaining strong industry connections through the Gene Edwards Professorship in Banking.
Hui-Ju Tsai serves as the James Price IV Associate Professor of Business Management and Director of the Finance Minor at Washington College, where she has taught for over a decade. Her office is located in Daly 207 with contact details htsai2@washcoll.edu and 410-778-6378. She actively teaches Corporate Finance, Financial Analysis, Investments, and Managerial Statistics using interactive question-driven methods. Her academic credentials include a Ph.D. in Finance from Rutgers University (2010), an M.B.A. from National Taiwan University (2003), and a B.S. in Finance with Accounting minor from National Chengchi University (2000). Dr. Tsai's research spans empirical finance with emphasis on corporate finance mechanisms and market behaviors. Her work examines SPAC structures, CSR-stock performance linkages, capital structure dynamics, and portfolio optimization under labor income constraints. She investigates how institutional trading affects market efficiency and analyzes dividend policy impacts across asset classes. Recent publications reveal growing focus on contemporary finance issues including SPAC market evolution and ESG integration, while maintaining rigorous examination of traditional topics like IPO dynamics, credit agreement transparency, and ex-dividend market anomalies. Her methodology consistently employs empirical analysis of market data with practical applications. She has mentored undergraduate researchers including Alyxandra Cash ('17), Zachary Revak ('16), and Kelly Sugalski ('16) on projects spanning portfolio risk and financial literacy. As a CFA charterholder, she bridges academic research with industry practice, emphasizing real-world applicability in both scholarship and teaching.
