Find Academic Supervisors

Athanasios TRIANTAFYLLOUView profile

Associate Professor

• Commodity Markets
• Risk Management
• Volatility Forecasting
• +4 more

Athanasios TRIANTAFYLLOU is an Associate Professor of Finance at IÉSEG School of Management in France. He holds a Ph.D. in Economics from the University of Athens (2017) and has held academic positions including Visiting Professor at Cornell University (2019), Lecturer at the University of Essex (2017–2022), and General Equilibrium Modeler at the National Technical University of Athens (2015). His research focuses on commodity markets, volatility forecasting, risk management, and monetary economics. Key contributions include analyzing commodity price uncertainty's impact on economic activity and financial markets. He has published extensively in journals like Journal of Futures Markets , Economics Letters , and International Journal of Finance and Economics . Education includes a BSc in Mathematics (2008), MSc in Accounting and Finance (2010), and M.Phil. in Economics (2013), all from Greek institutions. Professional experience includes risk management consulting at Ernst & Young (2016–2017). His teaching covers financial derivatives, multinational finance, and commodity markets. Research highlights include exploring the role of commodity price uncertainty in global economic dynamics and the predictive power of market information in corporate defaults. His work often bridges theoretical econometrics with practical policy implications, addressing issues like inflation dynamics driven by oil market risks and the tourism-led growth hypothesis in the Eurozone. TRIANTAFYLLOU’s publications emphasize volatility modeling, commodity market linkages, and the interplay between economic uncertainty and financial stability.

Suzanne S. LeeView profile

Associate Professor

• Financial Econometrics
• Empirical Finance
• Asset Pricing
• +6 more

Suzanne S. Lee is an Associate Professor of Finance at the Scheller College of Business, Georgia Institute of Technology, where she has been a faculty member since 2005. She also serves as the Ph.D. Coordinator, playing a key role in graduate education and research training. Her educational background is highly quantitative and interdisciplinary: Ph.D., University of Chicago MBA, University of Chicago M.S. in Statistics, University of Chicago Dr. Lee's research lies at the intersection of asset pricing and financial econometrics, with a strong focus on jump processes, market microstructure, and derivative markets. She investigates how sudden price movements (jumps) impact asset returns, risk, and information flow in financial markets. Her work extends to cryptocurrency, currency markets, and carry trade strategies, combining theoretical rigor with empirical validation using high-frequency data. The analysis of her recent publications (2008–2024) reveals a consistent and influential research program centered on detecting and modeling jumps in financial time series. Her work spans equity, currency, and cryptocurrency markets, often employing advanced nonparametric and econometric techniques. A recurring theme is the role of jumps in pricing anomalies, risk measurement, and market efficiency, with increasing attention to digital assets in recent years. Dr. Lee is actively engaged in the academic community through editorial service: Associate Editor, Journal of Banking and Finance Associate Editor, Asia-Pacific Journal of Financial Studies She has presented her research at premier conferences such as the American Finance Association, European Finance Association, Econometric Society, and Society for Financial Econometrics. Her publications appear in the most prestigious journals in finance and econometrics, including the Journal of Finance , Review of Financial Studies , Journal of Financial Economics , and Journal of Econometrics . While specific grant details are not listed, her sustained publication record in top journals indicates significant research funding and academic impact. She advises Ph.D. students through her role as Ph.D. Coordinator, though individual advisees are not named in the text. Dr. Lee's work contributes to both theoretical and applied finance, improving our understanding of market dynamics, risk modeling, and asset pricing under extreme events. Her research has practical implications for risk management, trading strategies, and financial regulation.

• Macro-Finance
• International Finance
• Empirical Asset Pricing
• +5 more

Philippe Mueller is a Professor of Finance at Warwick Business School (University of Warwick) and a leading researcher in macro-finance, international finance, and asset pricing. He previously held positions at the London School of Economics (2008–2017) and earned his PhD from Columbia University. His research focuses on factors driving asset prices, foreign exchange markets, corporate credit, and central bank policies. Mueller has published in top journals such as the Journal of Finance and Journal of Financial Economics , and his work on corporate bond pricing won the Fama-DFA Prize (2023). Education: PhD in Finance and Economics, Columbia University, 2008 MBF, Master of Science in Banking and Finance, Université de Lausanne, 2002 lic. rer. pol., Universität Bern, 1999 Research Interests: His primary research areas include asset pricing, financial econometrics, and international finance with a focus on fixed income markets, corporate credit provision, and monetary policy impacts. Recent work examines intraday foreign exchange patterns, central bank swap lines, and volatility dynamics in fixed income and currency markets. Teaching & Grants: Mueller teaches advanced courses in asset pricing and fixed income at Warwick. He has secured grants from the BA/Leverhulme Trust, BIS Research Fellowship, and INQUIRE Europe. His work is supported by collaborations with institutions like the Swiss National Bank and ECB. Awards & Recognition: Fama-DFA Prize for best asset pricing paper (2023) BIS Research Fellowship (2025–2027) Walter Wasserfallen Prize (2000) Professional Activities: He serves on programme committees for major finance conferences (EFA, WFA) and referees for top journals including Journal of Political Economy and Econometrica .

David LandriaultView profile

Professor

• Actuarial Science
• Quantitative Risk Management
• Applied Probability
• +4 more

David Landriault is a Professor in the Department of Statistics and Actuarial Science at the University of Waterloo, Canada, and a Canada Research Chair in Risk Theory. His research focuses on Actuarial Science, Quantitative Risk Management, Applied Probability, and Stochastic Processes, particularly in ruin theory, drawdown analysis, and stochastic control for insurance and finance applications. Education: PhD in Mathematics (2005), MSc in Mathematics (2003), BSc in Actuarial Science (2002) from Laval University. Affiliations: University of Waterloo (postdoctoral fellowship, 2006); Canada Research Chair in Risk Theory. Research Interests Risk and Ruin Theory Stochastic Control in Insurance and Finance Drawdown and Occupation Time Analysis Regime-Switching Models Reinsurance Design and Optimization Time-Dependent Risk Models Scientific Awards Fellow of the Canadian Institute of Actuaries (F.C.I.A.), 2009 Fellow of the Society of Actuaries (F.S.A.), 2006

Alexandre RUBESAMView profile

Associate Professor

• Finance
• Asset Pricing
• Financial Econometrics
• +5 more

Alexandre RUBESAM is an Associate Professor at IÉSEG School of Management (France), specializing in Finance with a focus on asset pricing, financial econometrics, and quantitative trading. He holds a Ph.D. in Finance from Cass Business School (UK), an MSc in Statistics from the State University of Campinas (Brazil), and a Bachelor in Statistics from the same university. Education: Ph.D., Finance, Cass Business School, UK (2008) MSc., Statistics, State University of Campinas, Brazil (2004) Bachelor, Statistics, State University of Campinas, Brazil (2001) His research interests span behavioral finance, risk management, machine learning applications in finance, and portfolio optimization. Notably, he explores topics like market herding during crises, volatility forecasting, and the low-beta anomaly through behavioral lenses. Prof. Rubesam has authored influential papers on information transmission in financial markets, risk parity strategies, and the efficacy of linear models in volatility prediction. His work bridges theoretical finance with practical applications, such as developing machine learning-based portfolio construction methods for emerging markets. Awards: 2007 Dimitris N. Chorafas Foundation Prize 2006 Best Paper Award, Cass Business School His professional roles include Chief Risk Officer at Itaú-Unibanco (2013–2017) and Quantitative Researcher/Trader at Principia Capital Management (2009–2011). He is a member of LEM (Laboratory of Economics and Management) and teaches courses on financial programming, risk management, and portfolio analysis.

John CotterView profile

Professor

• Finance
• Quantitative Finance
• Volatility Modelling
• +5 more

John Cotter is a Full Professor of Finance and Chair in Quantitative Finance at University College Dublin's Smurfit School of Business. He holds a PhD from Queen's University Belfast and prior academic roles include Associate Professor (2006-2012) and Senior Lecturer (2004-2006). His research focuses on volatility modeling, risk management, and asset pricing with applications in equity, real estate, and derivative markets. Cotter directs the Centre for Financial Markets and the Financial Mathematics Computation Cluster (FMC2), a multi-university research initiative funded by Science Foundation Ireland. Education: BComm and MEconSc from University College Cork, PhD in Finance from Queen's University Belfast. Research interests span asset pricing, volatility modeling, risk management, and financial market integration. His work has been published in top journals like Journal of Banking and Finance and Journal of International Money and Finance . He has secured grants including the ADAPT Phase 2 project (2021-2026). Cotter advises the European Securities Markets Authority (ESMA) and has consulted for numerous organizations globally. Notable awards include the UCD Outstanding Educator Teaching Award and UCD School of Business Research Contribution Award. He serves as Associate Editor for three journals and has supervised numerous PhD students through FMC2.

Andrea VedolinView profile

Professor

• International Finance
• Financial Economics
• Asset Pricing
• +3 more

Andrea Vedolin is a Professor of Finance at the Questrom School of Business, Boston University. He is also a Research Associate at the National Bureau of Economic Research (NBER) and a Research Affiliate at the Centre for Economic Policy Research (CEPR). His research focuses on international finance, asset pricing, and macroeconomic uncertainty, with particular emphasis on exchange rate dynamics, risk premia, and monetary policy effects. Vedolin holds a Ph.D. in Economics from the University of Lugano (2010). His work spans topics such as bond risk premia, variance risk across assets, and the impact of central bank communication on financial markets. Key contributions include analyses of global factor structures in exchange rates, the role of uncertainty in shaping asset prices, and the modeling of systemic risk in international contexts. His research often integrates theoretical frameworks with empirical evidence to address questions in macro-finance and financial economics. Vedolin’s articles explore themes like interest rate risk management, liquidity in international markets, and the interplay between economic uncertainty and credit markets. His studies frequently employ advanced econometric techniques and model-free approaches to derive insights about market behavior and policy implications. Despite his prolific output, no specific scientific awards or grants are mentioned in the provided texts. His advising record and lab affiliations remain unspecified, though his work suggests involvement in collaborative projects with institutions like NBER and CEPR. The summary highlights his role as a leading scholar in understanding how uncertainty and policy regimes influence financial markets globally.

• Quantitative Finance
• Risk Management
• Operational Research
• +6 more

Sandra Paterlini is a Full Professor in the Department of Economics and Management at the University of Trento, Italy. She holds academic roles including Co-Chair of the ERCIM Working Group on Optimization Heuristics and Vice-Chair of the IEEE Task Force on Portfolio Optimization. Her career includes visiting positions at institutions such as the University of Minnesota and Ludwig-Maximilians-Universität München. She earned a PhD in Computational Methods for Financial and Economic Decisions from the University of Bergamo, an MSc in Financial Mathematics from the University of Warwick, and a Laurea in Economics from the University of Modena and Reggio E. Her research focuses on quantitative finance, risk management, portfolio optimization, and network analysis, with applications to ESG, systemic risk, and financial stability. Key research contributions include methodologies for sparse graphical modeling, systemic risk analysis, and ESG scoring frameworks. She has received multiple awards for research excellence and serves on editorial boards of journals like Computational Statistics & Data Analysis and Frontiers in Applied Mathematics and Statistics . Her work bridges academia and policy, with contributions to the European Central Bank’s Financial Stability Directorate and involvement in global conferences on computational finance and econometrics.

• Asset Management
• Hedge Funds
• Risk Management
• +2 more

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.

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

Virginia YoungView profile

Professor

• Actuarial Mathematics
• Financial Mathematics
• Insurance Decision Making
• +3 more

Virginia Young is the Cecil J. and Ethel M. Nesbitt Professor of Actuarial Mathematics at the University of Michigan's Department of Mathematics, within the College of Literature, Science, and the Arts. She holds a Ph.D. from the University of Virginia (1984). Her research focuses on actuarial and financial mathematics, particularly decision-making processes for individuals and insurance companies in financial and insurance contexts. This includes topics like optimal reporting strategies, reinsurance mechanisms, and risk management under uncertainty. Her work addresses modern challenges such as defined contribution pension plans and strategic insurance product design. Key research areas include stochastic control theory, game-theoretic models in insurance markets, and optimization under model ambiguity. She explores how insurers and individuals make decisions under risk, with applications to annuities, reinsurance chains, and lifetime financial planning. Recent studies investigate Stackelberg games in reinsurance, optimal deductible insurance, and minimizing lifetime ruin probabilities through strategic annuitization. Virginia Young has no listed scientific awards in the provided texts. She advises no formally documented students, though her role likely involves mentoring within the Mathematics Department. Her work contributes to both theoretical advancements and practical applications in actuarial science and financial risk management.

• Asset Management
• Financial Economics
• Investment Strategies
• +3 more

Laurent BARRAS is a Full Professor in Asset Management at the University of Luxembourg's Faculty of Law, Economics and Finance, within the Department of Finance. His research focuses on asset pricing, mutual fund performance, hedge fund strategies, and behavioral finance. He holds a prominent position in academic finance, contributing to understanding investment strategies and market dynamics. His work explores topics such as value creation in mutual funds, homeowner investment behavior, and model misspecification in hedge fund evaluation. He has published extensively in top-tier journals, emphasizing empirical analysis and large-scale data approaches. No scientific awards or grants are explicitly mentioned in the provided materials. BARRAS's research trends highlight critiques of performance measurement frameworks (e.g., false discoveries in alphas) and comparisons of international asset allocation methods. His articles often bridge theory and practice, addressing practical implications for investors and policymakers.

• Macro-Finance
• Behavioral Finance
• Financial Modeling
• +6 more

Roméo TÉDONGAP is a Professor of Finance at ESSEC Business School (Paris-Singapore), specializing in empirical asset pricing, behavioral finance, and macro-finance. He holds a Ph.D. in Economics from Université de Montréal and has held academic positions at Stockholm School of Economics (2007–2016) and ESSEC since 2016. His research focuses on asymmetric risk attitudes, systemic risks, and long-term investment valuation, with notable contributions to journals like Journal of Financial Economics and Review of Financial Studies . Key distinctions include the 2013 EFMA Best Paper Award and the 2008 Best PhD Thesis award. Education: Ph.D. in Economics (Université de Montréal, 2008) Engineer’s Degree in Statistics and Economics (ENSEA Abidjan, 2003) Bachelor’s in Mathematics (University of Dschang, 2000) Research Interests: Macroeconomic uncertainty, behavioral asset pricing, climate finance, African stock markets, and systemic risk dynamics. His work bridges theoretical models with empirical applications, addressing topics like ultra-long investments, pandemic impacts, and microfinance strategies in Africa. Awards: 2013 EFMA Best Conference Paper Award 2008 Université de Montréal Best PhD Thesis Wallander Scholarships (2007–2013) Teaching & Leadership: Associate Dean for Research at ESSEC (2021–2024) Head of Finance PhD Program (2018–2021) Courses include Financial Markets, Advanced Derivatives, and Asset Pricing Grants & Editorial Roles: ANR grant for LONGTERMISM (2017) Associate Editor, British Accounting Review Editorial Board, Pan-African Scientific Research Council Labs & Collaborations: Active in ESSEC’s Energy & Commodity Finance Research Center, focusing on sustainable finance and climate transition investments.

• Expectation Formation
• Financial Econometrics
• Financial Risk Modeling
• +3 more

Prof. Christian Conrad is a Professor of Econometrics at the Department of Economics, Heidelberg University. He also serves as a member of the HEiKA Strategic Board, Steering Board Member of the HKMetrics Network, and holds affiliations with institutions like the Centre for European Economic Research (ZEW) and the Rimini Centre for Economic Analysis. His research focuses on Expectation Formation, Financial Econometrics, and Volatility Modeling, with notable contributions to understanding inflation dynamics, financial risk, and macroeconomic uncertainty. Education: PhD in Economics (Dr. rer. pol.), University of Mannheim (2002–2006) MSc in Econometrics and Economics, University of York (2000–2001) Diplom-Volkswirt (Economics Degree), Heidelberg University (1997–2002) Research Interests: Prof. Conrad’s work spans Expectation Formation, Financial Econometrics, and Macroeconometrics. He develops advanced methodologies like the MF2-GARCH model to analyze volatility cycles and explores how household information and experience influence inflation expectations. His research also addresses cryptocurrency volatility, political communication impacts on markets, and the link between inflation uncertainty and macroeconomic performance. Key Contributions: His articles include seminal works on GARCH model extensions, volatility forecasting techniques, and the role of uncertainty in financial markets. Recent studies include analyzing ECB inflation projections and their implications for policy credibility. Awards & Affiliations: Senior Fellow, Rimini Centre for Economic Analysis (2020–present) External Fellow, Center for European Studies (2019–present) Associated Research Professor, KOF Swiss Economic Institute (2011–present) Labs & Teams: He leads the Research Group on Macroeconomics & Financial Econometrics at Heidelberg University, focusing on empirical economic research and policy-relevant studies in financial markets and macroeconomic dynamics.

Lazaros SymeonidisView profile

Senior Lecturer

• Financial Econometrics
• Asset Pricing
• Commodities
• +7 more

Dr. Lazaros Symeonidis is a Senior Lecturer in Finance at Essex Business School (University of Essex), specializing in financial econometrics, asset pricing, and commodities. He holds a PhD in Finance from the ICMA Centre, University of Reading, and has taught at the University of East Anglia and the University of Stirling. His research focuses on volatility modeling, commodity risk premia, and the economic drivers of market uncertainty. Education qualifications include a PhD in Finance (University of Reading), MSc in Mathematics for Finance (Athens University of Economics and Business), and BSc in Management Science and Technology (Athens University of Economics and Business). Research interests span financial econometrics, forecasting, empirical asset pricing, and commodities, with a focus on volatility dynamics, jumps, and market microstructure. His work has been published in journals like Journal of Financial Markets and Journal of Banking and Finance . Recent articles analyze convenience yield risk, factor models, and commodity market volatility, reflecting his expertise in energy and financial markets. He has secured grants from the British Academy and ESCP for research on commodity storage premiums. Academic supervision includes doctoral student Shengqiu Ma. Lazaros serves as an associate editor for the Journal of Commodity Markets and contributes to the Commodity Insights Digest.