Find Academic Supervisors

• Banking Management
• Risk Management
• Capital Markets
• +7 more

Prof. Dr. Thomas Heidorn is Professor of Banking Management at the Frankfurt School of Finance & Management, where he has served since the institution's foundation in 1991. He directs the Centre for Practical Quantitative Finance and teaches Financial Mathematics, Risk Management, Derivatives, and Treasury courses across Bachelor's and Master's programs. His academic journey includes: High School Diploma (Bloomfield Hills, Michigan, 1977) Abitur (Hannover, 1979) Pre-degree in Economics (University of Hannover, 1981) MA in Economics (University of Santa Barbara, 1983, Fulbright scholarship) Doctoral degree (Christian-Albrechts-University Kiel, 1986) Professor Heidorn's research centers on practical quantitative finance , with expertise in Investment Banking, Risk Management, Capital Markets, and Derivatives. His work spans Hedge Funds, Commodity Investments, ESG Integration, and Corporate Treasury strategies, emphasizing regulatory impacts like Basel III/IV and LIBOR transition. He bridges academic rigor with industry applications through extensive consulting for corporations and public institutions. His publication trends reveal consistent focus on evolving financial landscapes: recent works analyze post-LIBOR derivatives markets, ESG's impact on volatility, corporate hedging frameworks, and Basel regulation mechanics. This reflects his commitment to solving real-world banking challenges through quantitative methodologies. He actively shapes industry standards as: Board member of Reuters Innovation Award Head of Academic Advisory Board for Portfolio Institutionell Award Editor of Knapps Enzyklopädisches Lexikon Leader of DVFA's Expert Group 3 on Structured Product Ratings Professor Heidorn co-manages professional certification programs including the Certified Corporate Treasurer (with VDT) and HVB/Frankfurt School's Junior Exam Markets training. His office hours are Wednesdays 4-5 PM by appointment (Room 3.08).

• Accounting & Financial Management
• Theoretical Models in Equity Valuation
• Empirical Analysis of Accounting Information
• +6 more

Colin Clubb is Professor of Accounting and Financial Management at King’s Business School, King’s College London, where he is a member of the Accounting, Accountability, and Financial Management research group. He has previously held academic positions as Reader in Accounting at Imperial College London and Professor of Accounting at the University of Warwick from 2004 to 2009. His educational background includes: BA (Econ) in Accounting and Business Finance from the University of Manchester MSc in Accounting and Finance from the London School of Economics (LSE) PhD in Accounting from Imperial College London Professor Clubb's research focuses on theoretical models of accounting information in equity valuation and empirical analysis of accounting use in capital markets. He has a broad interest in financial statement analysis and the socio-economic context of accounting. His work explores topics such as earnings volatility, payout policy, classification shifting, and the value relevance of accounting metrics. He has developed and extended frameworks such as the Ohlson (1995) valuation model, contributing to both theoretical and applied accounting research. His recent publications show a consistent trend toward integrating structural accounting models with capital market outcomes, particularly in estimating expected returns, payout policy, and income classification. His research bridges theory and empirical validation, often using UK and international data. He has published in top journals including Review of Accounting Studies , Abacus , and Journal of Business Finance & Accounting . While no specific scientific awards are listed in the provided texts, his work has been cited over 385 times, indicating significant academic impact. He has supervised research students and contributed to academic discourse through editorial roles, including editing the Blackwell Encyclopedia of Management Accounting . His collaborations include scholars such as Michael Walker, Dimitris Christodoulou, and Stephen McLeay. He is actively engaged in research and has no indication of retirement or part-time status. Professor Clubb is based at the Strand Campus in London and contributes to both research and teaching in financial accounting and valuation.

Anusha ChariView profile

Professor

• International Finance
• Emerging Markets
• Capital Flows
• +4 more

Anusha Chari is a Professor of Economics and Finance at the University of North Carolina at Chapel Hill, holding dual appointments in the Department of Economics and Kenan-Flagler Business School. She maintains significant external affiliations as a Research Associate at the National Bureau of Economic Research (NBER), Research Fellow at the Centre for Economic Policy Research (CEPR), Visiting Fellow at the Hoover Institution, and Senior Faculty Fellow at the Kenan Institute of Private Enterprise. Her editorial roles include associate editor for the Journal of Economic Perspectives and Journal of International Economics. Her educational background features a Ph.D. in International Finance from UCLA's Anderson School and a BA in Philosophy, Politics, and Economics from Balliol College, Oxford, complemented by Economics studies at the University of Delhi. Professional milestones include service on the President's Council of Economic Advisers (2024) and chairing the American Economic Association's Committee on the Status of Women in the Economics Profession (CSWEP) from 2022-2024. Chari's research centers on international finance with emphases on emerging market vulnerabilities, global capital flows, and financial stability mechanisms. Her work examines how monetary policy shocks transmit through global financial cycles, the dynamics of risk-on/risk-off episodes, and regulatory frameworks for banking crises. Recent expansions include gender representation analysis within economics academia, revealing systemic disparities through NBER Summer Institute participation data. This research portfolio bridges theoretical finance with real-world policy applications, particularly in crisis contexts like the Puerto Rican debt restructuring and COVID-19 market responses. Publication trends reveal consistent focus on tail-risk analysis in emerging markets, evolving from corporate debt vulnerabilities (2017-2019) to sophisticated modeling of extreme capital flow events (2020-2023). Her work increasingly integrates gender dimensions into financial stability research while maintaining technical rigor in measuring global risk transmission mechanisms. The Annual Review of Economics acceptance (2023) underscores recognition of her framework connecting non-bank financial intermediation to emerging market fragility. Professional leadership extends beyond CSWEP chairmanship to active participation in Federal Reserve research forums and Brookings Institution initiatives. Her advisory capacity includes high-impact roles such as the President's Council of Economic Advisers (2024), where her expertise on international spillovers informs domestic policy. Grant funding is evident through sustained NBER affiliation and multi-institution collaborations, though specific awards aren't documented in source materials.

Tyler MuirView profile

Associate Professor

• Asset Pricing
• Financial Intermediaries
• Liquidity
• +3 more

Associate Professor Tyler Muir holds the Donnalisa '86 and Bill Barnum Endowed Term Chair in Management at the UCLA Anderson School of Management. He is a leading researcher at the intersection of asset pricing, financial intermediaries, and financial crises, with significant contributions to understanding market dynamics during volatile periods. Ph.D. in Finance, 2013, Northwestern University (Kellogg School of Management) B.A. in Mathematics, 2008, University of California, Berkeley Muir's research focuses on how financial institutions influence financial markets and how these relationships evolve with regulatory changes. He has demonstrated that intermediary-based asset pricing models can explain returns across assets previously considered anomalies. His extensive historical analysis spans 150 years and 14 countries, documenting substantial declines in stock and bond prices during financial crises that often exceed declines in macroeconomic fundamentals. His work challenges conventional investment wisdom, particularly regarding volatility management. Analysis of Muir's publications reveals a consistent focus on intermediary asset pricing, with significant attention to historical market behavior and volatility effects. His research demonstrates how financial institutions' health affects asset price variations across multiple markets and time periods. The interdisciplinary nature of his work bridges finance theory with practical investment implications, particularly regarding risk assessment during turbulent market conditions. 2015 Amundi Smith Breeden Distinguished Paper Prize for research published in the Journal of Finance Professor Muir's research has received substantial funding and has influenced both academic discourse and practical investment approaches. His findings on volatility management have challenged traditional investment wisdom, showing that selling during volatile periods can be beneficial as future returns in turbulent times aren't actually higher than in normal periods. His work has implications for portfolio construction, risk management practices, and financial regulation.

Anthony W. LynchView profile

Professor

• Finance
• Asset Pricing
• Portfolio Choice
• +4 more

Anthony W. Lynch is a Professor of Finance at the Leonard N. Stern School of Business, New York University, where he has been a faculty member since 1994. He is also a Research Associate at the National Bureau of Economic Research since 2002 and has held visiting positions at Columbia University and the Wharton School of the University of Pennsylvania. Education: PhD in Finance and Economics, University of Chicago, 1994 Bachelor of Commerce (Honours), University of Queensland, 1989 Bachelor of Laws (Honours), University of Queensland, 1989 Master of Financial Management, University of Queensland, 1988 Bachelor of Commerce, University of Queensland, 1986 Professor Lynch's research centers on asset pricing , portfolio choice , and mutual funds , with a strong emphasis on modeling investor behavior under uncertainty, transaction costs, and habit formation. His work integrates macroeconomic factors with financial decision-making, particularly in life-cycle investing and retirement planning. He has made significant contributions to understanding how frictions such as taxes, liquidity, and borrowing constraints impact optimal investment strategies. His recent publications demonstrate a consistent focus on dynamic portfolio optimization, stochastic volatility, and the implications of behavioral and structural frictions in financial markets. Themes across his work include time-consistency in decision-making, risk premia estimation, and the interaction between human capital and financial wealth. Scientific Awards and Honors: Glucksman Prize (twice) for best finance research paper by an NYU professor Research Associate, National Bureau of Economic Research (since 2002) Associate Editor, Review of Finance Session Chair, American Finance Association (AFA) and Western Finance Association (WFA) Meetings Professor Lynch advises doctoral students and contributes to academic leadership through editorial and conference roles. He has not received mention of external research grants in the provided text, but his NBER affiliation suggests involvement in collaborative, funded research initiatives. He teaches foundational courses including Foundations of Finance (MBA), Finance Theory I , and Seminar in Asset Pricing Theory (PhD level), shaping the next generation of finance scholars and practitioners. He is affiliated with the Department of Finance at NYU Stern and conducts research that bridges theoretical models with empirical validation, often using advanced econometric and computational methods. His academic network includes leading institutions such as Chicago, Columbia, and Wharton, reflecting his prominence in the finance community.

Jonathan W. LewellenView profile

Professor

• Investments
• Stock Market Efficiency
• Corporate Finance
• +3 more

Jonathan W. Lewellen is the Carl E. and Catherine M. Heidt Professor of Finance at the Tuck School of Business at Dartmouth College, where he also serves as Area Chair in Finance. He previously taught at MIT's Sloan School of Management before joining Tuck in 2005. His academic roles include teaching Capital Markets in the MBA program and Corporate Finance in the Business Bridge program. Lewellen holds a PhD (2000), MS (1997), and BS (1994) in Finance from the University of Rochester and Indiana University, respectively. His research focuses on stock price behavior, investor decision-making, and corporate finance, with a particular emphasis on factor models of returns, ownership structures, and autocorrelation in asset returns. He is a Research Associate at the National Bureau of Economic Research (NBER) and has published extensively in top-tier journals like the Journal of Finance , Journal of Financial Economics , and Review of Financial Studies . Lewellen’s recent work explores institutional investor governance, the predictive power of accruals, and the dynamics of corporate investment. His articles consistently address core questions in asset pricing and market efficiency, often challenging conventional models through empirical rigor. He has no listed scientific awards but maintains an active speaking schedule at finance conferences and institutions, including the NBER Summer Institute and the American Finance Association Annual Meeting. No formal advisees or grants are explicitly listed, though his involvement in PhD-level teaching (e.g., Advanced Financial Economics III at MIT) implies potential mentorship roles. He is affiliated with the Tuck School’s finance department and NBER’s Asset Pricing Group.

Maik SchmelingView profile

Visiting Professor

• Empirical Asset Pricing
• International Finance
• Macro Finance
• +8 more

Maik Schmeling is a Visiting Professor of Finance at Bayes Business School, City, University of London , and a full-time Professor of Finance at Goethe University Frankfurt . He is also a Research Fellow at the Centre for Economic Policy Research (CEPR) and the Bank for International Settlements (BIS) . His academic work spans empirical finance, international markets, and monetary economics. His research focuses on empirical asset pricing, international finance, macro-finance, and investments , with a strong emphasis on how central bank communication—particularly tone and textual content—affects financial markets. He explores topics such as currency risk premia, monetary policy transmission, and information flows in foreign exchange markets. His recent publications reveal a consistent trend in analyzing high-frequency market reactions to policy communication, using textual analysis to extract sentiment and tone from central bank statements. These works span top journals such as the Journal of Finance , Journal of Financial Economics , and Review of Financial Studies , demonstrating interdisciplinary rigor at the intersection of finance, macroeconomics, and data science. Research Fellow, Centre for Economic Policy Research (CEPR), Nov 2016 – present Research Fellow, Bank for International Settlements, Dec 2016 He advises PhD research students and has received research grants from the German Science Foundation (DFG) . His professional activities include consultancy roles with the IMF, Deutsche Bundesbank, and BIS, and he regularly presents at major finance conferences including the American Finance Association (AFA) , Western Finance Association (WFA) , and European Finance Association (EFA) . His academic and professional engagements reflect a deep integration with central banking institutions and global financial policy debates, particularly in the area of communication and market expectations.

Seyed M.R. IravaniView profile

Professor

• Stochastic processes
• Queuing theory
• Game theory
• +7 more

Seyed M.R. Iravani is Professor of Industrial Engineering and Management Sciences at Northwestern University's McCormick School of Engineering, with courtesy appointment at the Kellogg School of Management. His research focuses on applications of stochastic processes, queuing theory, game theory, and social networks to design and control of manufacturing, service operations, healthcare systems, supply chains, and nonprofit systems. His research interests emphasize improving flexibility, coordination, and responsiveness in complex operations systems. Professor Iravani develops mathematical optimization models to analyze optimal system behavior, provide managerial insights, and create practical implementation strategies for real-world operations challenges. His work spans manufacturing systems, healthcare operations, supply chain management, service operations, and nonprofit operations. The analysis of Professor Iravani's publications reveals a consistent focus on operations management challenges across multiple domains. His research employs analytical methods including stochastic processes, game theory, queueing theory, and social networks to address problems in capacity allocation, resource management, supply chain coordination, and service system design. A notable trend is his increasing focus on healthcare operations and nonprofit systems in recent years, while maintaining strong contributions to fundamental operations management theory. Professor Iravani has served on editorial boards of leading journals including Operations Research, Management Science, Service Science, IIE Transactions, and Naval Research Logistics. He has collaborated with organizations such as GM, Ford, Motorola, GE, Northwestern Memorial Hospital, Chicago Food Depository, Facebook, and Roti Mediterranean Restaurants to improve operational performance. He teaches courses including Production Planning and Scheduling, Service Operations Management, Operations, and Operations Management for MBA students. He has also authored the textbook 'Operations Engineering and Management: Concepts, Analytics and Principles for Improvement' published by McGraw Hill in 2020, which has become a standard resource in operations engineering education.

Eric SmithView profile

Professor

• Labour Economics
• Macroeconomics
• Search and Matching Theory
• +3 more

Professor Eric Smith is a distinguished faculty member in the Department of Economics at the University of Essex, where he has held a professorship since 1990. He has served as Head of Department (2009-2012) and maintains significant academic influence through roles such as Associate Editor of the European Economic Review and former Director of the Royal Economic Society Easter School. His extensive network includes long-term visiting positions at the University of British Columbia, McMaster University, University of Pennsylvania, Georgetown University, Rutgers University, University of North Carolina, and the Federal Reserve Bank of Atlanta. His educational foundation comprises a BA from Williams College (1983) and a PhD from the University of Pennsylvania (1990), establishing his expertise in economic theory and empirical analysis. Smith's research program centers on search and matching frictions across labour and housing markets, investigating how matching mechanics influence market flows, wage/price determination, and income distribution. His pioneering work on human capital portfolios examines skill accumulation dynamics and their implications for economic inequality. Additional research explores macroeconomic policy interactions with micro-level market structures, particularly in industrial organization and public economics contexts. This interdisciplinary approach bridges theoretical modeling with empirical validation across diverse economic domains. His publication record demonstrates consistent high-impact contributions, with recent works in the Journal of Economic Theory (2025) and Review of Economic Dynamics (2020) advancing understanding of wage dynamics and housing market activity. These studies collectively form a cohesive research trajectory examining how institutional structures and individual behaviors shape market outcomes under frictional conditions. Economic and Social Research Council (ESRC) funding for Business and Local Government Data Research Centre (2018, 2023) Current supervision of PhD candidates Panupong Sukkerd (Technological Change, Labour Markets) and Devisri Eight successfully completed doctoral and master's supervisions including Junko Iwagami (2020) and Aline Maria Souza Menezes (2017) As an educator, Smith teaches Advanced Macroeconomics (EC324) and Economic and Public Policy (EC974), integrating his research on labour markets and macroeconomic policy into classroom instruction. His academic support hours (Thursdays 13:00-14:00, Fridays 10:00-11:00) reflect ongoing engagement with students at Colchester Campus (5B.327).

• Financial Econometrics
• Volatility Modeling
• Time Series Analysis
• +4 more

Andrew J. Patton is a Professor in the Department of Economics at Duke University's Trinity College of Arts & Sciences, with a secondary affiliation at Singapore Management University's School of Economics. His office is located at 213 Social Sciences Building, Box 90097, Durham, NC 27708-0204, United States, and his professional website is available at http://econ.duke.edu/~ap172/. Dr. Patton's research focuses on financial econometrics, with particular expertise in volatility modeling, high-frequency data analysis, and dependence structures in financial markets. His work spans several key areas including realized variance methods, copula modeling for financial time series, risk management techniques, and forecast evaluation methodologies. He has made significant contributions to understanding market microstructure, hedge fund risk exposures, and the dynamics of financial correlations. His publication record demonstrates consistent output in top finance and econometrics journals, with recent work exploring machine learning applications in volatility forecasting, granular risk measures, and the impact of high-frequency data on asset pricing models. The research shows a clear trajectory toward increasingly sophisticated modeling of financial dependencies and risk structures. Dr. Patton has received recognition for his scholarly contributions, ranking among SSRN's top 1,427 authors by total paper downloads and top 1,090 by total paper citations. His work is frequently cited in the field of financial econometrics, indicating substantial influence on contemporary research. He maintains active research collaborations with leading economists including Tim Bollerslev, Kevin Sheppard, Tarun Ramadorai, and Robert Engle, among others. These collaborations span multiple institutions and have produced influential work on volatility modeling, risk measurement, and financial market dynamics.

Keith CuthbertsonView profile

Lecturer

• Fund Management
• Hedge Funds
• Fund Performance
• +3 more

Keith Cuthbertson is a Special Lecturer at Bayes Business School, City, University of London. He holds a BSc in Physics and Mathematics from the University of Sussex and an MA in Economics from the University of Manchester. His professional experience includes roles at H.M. Treasury, Bank of England, National Institute of Economic and Social Research (NIESR), Imperial College London, and visiting positions at the Federal Reserve Bank (Washington), Freie University (Berlin), and University of Bordeaux. His research focuses on investment fund performance, behavioral finance, and risk management. Key areas include: (1) Measurement and persistence of mutual fund performance, (2) Statistical methods to distinguish skill from luck in fund management, (3) Factor models for portfolio optimization, and (4) Market timing strategies in equity and bond funds. His work emphasizes practical applications for investors and regulators. Recent publications (2016–2023) demonstrate a consistent focus on fund performance analytics, with evolving emphasis on factor models, portfolio size effects, nonparametric methods, and sustainability-linked finance. His research frequently combines academic rigor with practitioner-oriented insights. PhD Supervision: Elisa Pazaj (2015–present): Topics in Financial Markets Niall O'Sullivan (2006–2009): Performance of Mutual Funds Consultancy: Extensive work with Centrica, Towers Perrin, RBS, Department of Energy and Climate Change (DECC), and other financial/government institutions. Focuses on applied finance, derivatives, and risk management solutions.

• Environmental Economics
• Resource Flows
• Circular Economy
• +5 more

Hanspeter Wieland is a Researcher at the Institute of Social Ecology within the University of Natural Resources and Life Sciences, Vienna (BOKU). He has been affiliated with BOKU since 2023, following his position at Vienna University for Economics and Business (2013-2022). He holds a Master of Science in Social Ecology from the University of Klagenfurt (completed 2016). His research focuses on environmental economics and resource flows, with expertise in: Material flow analysis and industrial ecology Carbon and environmental footprinting methodologies Global resource inequalities and circular economy transitions Sustainable resource policy and input-output modeling His 21 publications (2016-2025) demonstrate consistent focus on resource flow accounting, with recent work emphasizing: Global material stock dynamics and recycling systems Methodological advances in multi-regional input-output analysis Ecological unequal exchange between Global North/South Policy applications for EU resource efficiency transitions He contributes as peer reviewer for leading journals including Nature Geoscience , Ecological Economics , and Journal of Industrial Ecology . Current research projects include: Resilience and Malleability of Social Metabolism (FWF, 2024-2029) EEA: Investigating material stocks in Europe (2024-2025) Fostering federal climate policies via carbon footprints (FFG, 2024-2026) Developing circular pathways for EU low-carbon transition (EC, 2022-2026)

Christopher GoldenView profile

Associate Professor

• Climate-smart Public Health
• Climate Change and Fisheries Management
• Ocean Governance
• +4 more

Christopher Golden serves as the Bruce A. Beal, Robert L. Beal and Alexander S. Beal Associate Professor of Nutrition and Planetary Health within the School of Public Health. His academic appointment bridges environmental science and public health through rigorous interdisciplinary research focused on planetary health challenges. Golden's research program centers on two interconnected domains: (1) developing data-driven systems for climate-smart public health that integrate satellite-based environmental monitoring with disease surveillance networks; and (2) analyzing the complex relationships between climate change, ocean governance, fisheries management, and nutritional outcomes in coastal communities globally. His fieldwork prominently features Madagascar and Kiribati, addressing food security challenges in vulnerable island nations through community-engaged approaches. Key methodological innovations include applying remote sensing data to predict micronutrient deficiencies and modeling climate-fisheries-nutrition pathways. Analysis of his 15 most recent publications (2021-2025) reveals consistent emphasis on blue food systems' contributions to global nutrition security, with particular attention to micronutrient adequacy in small island developing states, climate resilience strategies for fisheries, and innovative applications of satellite data in public health. Recurring themes include governance frameworks for sustainable aquatic food systems, methylmercury exposure risks in global seafood trade, and the role of coral reef conservation in human nutrition. His work demonstrates strong methodological diversity spanning epidemiological studies, remote sensing validation, and policy analysis.

• Astronomy
• Astrophysics
• Machine Learning
• +5 more

Robert Brunner serves as Professor of Astronomy at the University of Illinois at Urbana-Champaign, where he bridges astrophysical research with computational innovation. His work focuses on extracting knowledge from massive astronomical datasets through advanced statistical and machine learning techniques, while also extending methodologies to finance and agricultural applications. Research interests center on developing machine learning algorithms (random forests, deep neural networks, Bayesian estimation) for astronomical data analysis, cosmological parameter constraints via n-point clustering measurements, and hardware acceleration using GPUs/cloud systems. His interdisciplinary approach spans source classification, transient phenomena detection in surveys like SDSS and DES, and applications in financial time-series analysis and agricultural remote sensing. Recent publications (2019-2025) reveal strong cross-domain expertise: astronomical catalogs for Rubin Observatory and Spitzer surveys coexist with financial market analysis using community detection methods and agricultural computer vision systems. Key methodological threads include spatio-temporal forecasting, multimodal learning for earnings calls, and anomaly detection via extended isolation forests, demonstrating consistent innovation in handling petascale datasets across scientific boundaries.

Andrea TeglioView profile

Associate Professor

• Macroeconomics
• Agent-Based Modeling
• Financial Economics
• +3 more

Andrea Teglio is an Associate Professor in the Department of Economics at Ca' Foscari University of Venice. He specializes in macroeconomic policy analysis using agent-based computational models, focusing on topics such as financial instability, energy transitions, and systemic risk. His research integrates interdisciplinary approaches to simulate complex economic systems, including interbank networks, fiscal policies, and digital transformation impacts. Teglio supervises master's and bachelor's theses on macroeconomic topics and agent-based modeling, contributing to the Research Institute for Complexity Communications. His work emphasizes policy design through agent-based frameworks to address contemporary challenges like sustainability and financial resilience. Key research interests include agent-based macroeconomics, policy mix strategies for energy transitions, and the analysis of inequality and output gaps through disaggregated models. He has published extensively in journals such as Energy Policy , Journal of Economic Interaction and Coordination , and Ecological Economics , often collaborating with institutions like EURACE and SYMPHONY projects. His contributions span theoretical modeling, experimental economics, and computational simulations to understand macroeconomic phenomena and policy implications. His teaching includes courses on macroeconomics and computational methods, reflecting his commitment to bridging theory and practice. Teglio’s work highlights the role of agent-based models in predicting systemic risks, evaluating fiscal measures, and designing resilient economic frameworks.