Find Academic Supervisors

• Ethics and sustainability
• Governance
• Financial markets
• +3 more

Professor Simon Gao is a faculty member at the Business School of Edinburgh Napier University , specializing in areas such as ethics and sustainability , governance , and financial markets . His work bridges accounting and corporate social responsibility , focusing on transparency, fraud prevention, and sustainable business practices. Research Focus: Corporate governance, ethical finance, carbon emission disclosures, and financial derivatives Supervision: Advised students on topics including social enterprises, IPO underpricing, and risk management Publications: 15+ peer-reviewed articles on sustainability frameworks, fraud detection, and market behavior Email: S.Gao@napier.ac.uk Simon Gao’s research interests span corporate governance and financial ethics , with a particular emphasis on sustainability frameworks for social enterprises and carbon accounting in state-owned companies. His work explores how board diversity and internal controls mitigate financial fraud, while also analyzing market reactions to strategic disclosures and derivatives strategies in cross-border investments. Recent publication trends highlight his expertise in environmental management , accounting conservatism , and ethical finance , with subfields including carbon trading systems , executive compensation alignment , and low-carbon financing efficiency . His projects include grants from the QEA Investment Group and British Academy for studies on derivatives markets and sustainable mobility.

• Finance
• Investments
• Hedge Funds
• +6 more

Christopher Schwarz is a Professor of Finance at the Paul Merage School of Business, University of California Irvine, where he also serves as Faculty Director of the Center for Investment and Wealth Management. His research focuses on investment funds, retail trading, and regulatory issues in finance. His research interests include hedge funds, mutual funds, retail investor behavior, investment strategies, and the regulation of money management. He investigates how manager incentives and fund structures affect performance, the operational risks in investment funds, and the dynamics of retail market structure. His work bridges academic rigor with real-world policy impact. His recent publications span topics such as manager incentives, retail trading behavior, fund disclosure, operational risk, and regulatory frameworks. These articles reflect a strong focus on empirical finance, behavioral aspects of investing, and policy-relevant research in asset management. The journals in which he publishes are among the most prestigious in finance, indicating high scholarly impact. His research has been widely recognized in the media, including coverage by the New York Times , Wall Street Journal , Financial Times , Bloomberg , and Barron’s , and has informed testimony before the U.S. Congress. He also provides economic forecasts to Fortune 500 companies and the broader community. As Faculty Director of the Center for Investment and Wealth Management, he leads initiatives connecting academic research with industry practice. He mentors PhD students and contributes to the development of future scholars in finance. While specific grants are not listed, his high-impact publications and policy engagement suggest active research funding and collaboration.

Linh Hoang NguyenView profile

Senior Lecturer

• Asset Pricing
• Risk Modelling
• Portfolio Optimisation
• +6 more

Linh Hoang Nguyen is a Senior Lecturer in Accounting and Finance at De Montfort University (DMU), affiliated with the Leicester Castle Business School within the Faculty of Business and Law. His research is supported by the DMU Finance and Banking Research Group, and he leads the BSc Global Finance and BSc Finance and Investment programmes. Research Interests: Dr. Nguyen specializes in asset pricing, risk modelling, portfolio optimisation, and the application of machine learning and network analysis in finance. His work bridges computational methods with empirical finance to understand systemic and tail risks in global markets. Publication Trends: His recent research focuses on tail risk connectedness across financial markets, particularly in cryptocurrencies and US industries, using advanced econometric techniques like LASSO quantile regression and network analysis. His work emphasizes extreme downside risk, financial turbulence, and portfolio resilience. Scientific Awards: CFA Charterholder (since 2012) Advising and Grants: As programme leader, he oversees student training in finance. He has received internal research funding through the VC2020 Research Fund, supporting his work on financial risk and market dynamics. Labs and Teams: He is actively involved in the DMU Finance and Banking Research Group, contributing to collaborative research on financial markets, risk, and investment strategies.

• Econometrics
• Time Series Analysis
• Bootstrap Inference
• +3 more

Iliyan Georgiev is an Associate Professor of Econometrics at the Faculty of Economics, University of Bologna, since 2018. Previously, he held roles at Nova School of Business and Economics (2011–2015) and the Agency for Economic Analysis and Forecasting in Sofia (1995–1998). He obtained a PhD in Economics from the European University Institute (2004), and degrees in Mathematics and International Economic Relations from Sofia University and Karl Marx Institute of Economics. His research focuses on econometric theory, time series analysis, bootstrap inference, and spurious correlations. He teaches Econometrics and Mathematics, including differential calculus and stochastic calculus. Georgiev’s work emphasizes robust statistical methods for non-stationary processes and rare events, with applications in financial and economic forecasting. His recent publications explore predictive regression, canonical correlation analysis, and unit root testing under heavy-tailed distributions. He has contributed to methodologies addressing parameter instability and spurious correlations in time series data. No explicit scientific awards are listed, but he achieved National Scientific Qualification for Full Professor in Econometrics (MIUR, 2018). No grants or lab affiliations are mentioned in the provided texts.

• Macroeconomics
• Business Cycle Analysis
• Monetary Policy
• +3 more

Luca Gambetti is a researcher at the Department of Economics and Economic History at the Autonomous University of Barcelona (UAB), affiliated with the Center for the study of Organizations and Decisions in Economics (CODE) and the Grup de Recerca d'Anàlisi Macroeconòmica. His primary research focuses on macroeconomic dynamics, business cycles, and monetary policy analysis. He holds a Ph.D. from the Polytechnic University of Catalonia (2006) and a Laurea in Economics from the University of Modena and Reggio Emilia (1999). Previously, he served as a Teaching Assistant at Pompeu Fabra University (2002–2006). Research Interests: Business cycle fluctuations, inflation dynamics, structural VAR models, monetary policy shocks, and labor market analysis. Key Projects: Co-leads projects on labor markets and education (2022–2026), migration and fiscal policy (2019–2022), and labor market macroeconomic analysis (2016–2019). Publications: Focuses on topics like U.S. economy modeling, wage cyclicality in Latin America, and loan supply shocks. Recent work includes structural factor models and noisy monetary policy effects. Labs/Teams: Active in the Grup de Recerca d'Anàlisi Macroeconòmica and collaborates internationally on quantitative economics methods. His research bridges econometric methods with macroeconomic policy analysis, emphasizing structural models and empirical validation.

• Corporate Finance
• Corporate Governance
• Financial Technology
• +4 more

Yen Teik Lee is a Senior Lecturer in the Department of Finance at the National University of Singapore (NUS) Business School, specializing in corporate finance, financial technology, and governance. He holds a PhD in Business (Finance) from Singapore Management University. His academic roles include Deputy Academic Director of the Executive MBA (Chinese) program (2025-2027). Prior roles include Assistant Professorships at Asia School of Business and Shanghai University of Finance and Economics, as well as visiting scholar positions at NYU Stern and Cambridge Judge Business School. Education: PhD in Business (Finance), Singapore Management University (2009-2013) MSc Finance, Singapore Management University (2006-2008) BSc Accountancy (Hons), Nanyang Technological University (2001-2004) Research focuses on board diversity's impact on innovation, regulatory effects on banking, and corporate governance mechanisms. His work appears in journals like Journal of Corporate Finance and Journal of Management Studies , with media coverage in The Economist and Columbia Law School's Blue Sky Blog . Awards include multiple NUS Teaching Excellence Awards (2024-2025) and the Society of Financial Studies' Best Corporate Finance Paper (2013). Recent articles analyze board diversity’s dual effects on innovation (2025), Dodd-Frank Act impacts on community banks (2023), and clawback provisions influencing corporate innovation strategies (2022). His work bridges governance structures with real-world financial outcomes, emphasizing regulatory policy implications for small businesses and innovation ecosystems. Awards: NUS Annual Teaching Excellence Award (2024) NUS Business School Teaching Excellence Award (2024, 2025) SUFE Teaching Excellence Award (2015) Advising focuses on graduate students in finance and digital asset fields. Active in collaborative industry projects, particularly in fintech and sustainable finance initiatives.

• Financial Econometrics
• Energy Markets
• Commodity Markets
• +10 more

Dr. Isabel Catalina Figuerola-Ferreti Garrigues is an Associate Professor in the Department of Business Administration at ICADE, Universidad Pontificia de Comillas, Madrid. She teaches finance and leads the Quantitative Finance Research Group. She is co-director of the Hydrogen Research Chair, a collaborative initiative between ICADE and ICAI, focusing on climate finance and sustainable energy systems. Her research spans energy and commodity markets, financial econometrics, green finance, and ESG investing. PhD in Financial Economics, Queen Mary University of London Former Lecturer, Queen Mary University of London Former Assistant Professor, Carlos III University, Madrid Her research interests include financial bubbles, volatility modeling, price discovery in commodity markets, sustainable finance, and optimal trading strategies. She actively investigates the hydrogen economy, water management, and the financial impacts of climate change. Her work integrates econometric modeling with real-world energy and financial systems. The recent publications reflect a strong focus on energy markets, financial regulation, and sustainability. Themes include oil and electricity price forecasting, credit risk in energy sectors, ESG investing, and the role of hydrogen in the green transition. Methodologically, her work employs advanced econometric techniques, including non-linear modeling, cointegration, and bubble detection. Price Research Excellence Award for seminal work on commodity price determination Business Club Award for second best paper at 2nd Research Hackathon (2022) She has supervised multiple PhD students and leads funded research projects, including the development of a renewable hydrogen price index for the Iberian Peninsula. She serves on the editorial board of the Journal of Futures Markets and as advisory editor for GCARD at the J.P. Morgan Center for Commodities. She also organizes major scientific events such as the International Congress on Climate Finance and the Hydrogen Economy. Dr. Figuerola-Ferreti leads the Hydrogen Research Chair and the Quantitative Finance Research Group, fostering interdisciplinary collaboration between business, engineering, and policy experts. She regularly presents at high-level seminars and conferences on green finance, climate change, and energy transition strategies.

• Finance
• Risk Management
• Derivatives
• +6 more

Oktay Taş is a Professor at Istanbul Technical University's Department of Management Engineering, with a focus on finance and risk management. His career spans over two decades in academia, primarily concentrated on Turkish financial markets. Education: PhD (1998) and MA (1993) from Marmara University in Accounting/Finance, Licence (1989) in Business Administration. Administrative Roles: Served as Head of Department of Management Engineering at ITU (2005-2013). Research interests include: Volatility and price dynamics in emerging capital markets Stochastic dominance applications in portfolio selection Electricity price forecasting using hybrid models Social media sentiment's impact on stock trading Real option valuation for renewable energy investments His work spans diverse methodologies from fuzzy logic to behavioral finance, with international collaborations evident in his fingerprint data (Turkey: 64%, International Stock Returns: 50%, etc.). Scientific Awards: Best Paper Award (Işık University, 2016) Active in grant-funded research, notable projects include sentiment-driven portfolio optimization (2023) and electricity price modeling (2018). His 9 h-index and 485 Scopus citations reflect significant scholarly impact.

• Nonparametric Statistics
• Semiparametric Statistics
• Spatial Econometrics
• +5 more

Dr. Pipat Wongsa-art is an applied statistician and Associate Professor at the Department of Economics , City St George's, University of London . His research focuses on developing and applying statistical techniques for economic, financial, environmental, and health data, with expertise in Nonparametric and Semiparametric Statistics, Spatial Econometrics, and Functional Data Analysis. PhD in Statistics from the University of Western Australia His recent work explores varying coefficient panel data models with spatial correlation, dynamic count processes in finance, and agricultural land-use modeling using high-resolution data. He has secured significant grants, including the British Academy/Leverhulme Small Research Grant (2024) and the Turing/ONS/HSBC Economic Data Science Award (2019) . His publications bridge econometric theory and real-world applications, addressing mental health disparities, financial market dynamics, and environmental policy challenges. Collaborations span institutions like the University of Exeter, National University of Singapore, and The Allan Turing Institute.

• Occupational Health
• Gender Studies
• Intercultural Studies
• +6 more

Professor Maria Michailidis is a faculty member at the School of Business, Department of Management, University of Nicosia, Cyprus. She also holds part-time positions at the Mediterranean Institute of Management (Organizational Behavior & Human Resource Management) and Cyprus Police Academy (Communication, Team & Group Work). With a Doctorate in Educational Leadership from the University of Massachusetts Lowell and dual Master's degrees in Psychology, her research bridges business and social sciences. Education: PhD in Educational Leadership (2002), University of Massachusetts Lowell Education: MA in Clinical Psychology (1996), University of Indianapolis Education: MA in Community-Social Psychology (1988), University of Massachusetts Lowell Education: BS in Business Administration (1983), University of Massachusetts Lowell Her research focuses on occupational stress , women entrepreneurs , and intercultural studies . Recent work explores AI applications in education and blockchain technology in human resources . She has received grants for European Union projects (Leonardo da Vinci, Erasmus, COST actions) and maintains an h-index of 7. Current research trends include: AI ethics and responsible use in higher education institutions Generative AI tools' impact on learning Blockchain applications for HR data confidentiality Professional affiliations: Board Member, A.G. Leventis Scholars Association Board Member, Elpida Foundation for Children with Cancer

Boru RenView profile

Lecturer

• Sustainable Finance
• Renewable Energy Markets
• Cryptocurrency Analysis
• +3 more

Dr Boru Ren is a Lecturer in Finance at the School of Management, Swansea University, specializing in the Department of Accounting and Finance. His research focuses on sustainable finance, renewable energy markets, cryptocurrency analysis, and financial modeling. He is available for postgraduate supervision. Lecturer in Finance Swansea University School of Management, Department of Accounting and Finance Research Interests: Dr Ren's work examines sustainability-driven financial systems, including institutional investor behavior in renewable energy financing, herding dynamics in Chinese energy markets, and the interplay between clean energy, cryptocurrencies, and fossil investments. He also explores green bonds as hedge instruments, FinTech equity funding determinants, and news sentiment's impact on oil markets. Publications: His recent studies (2021-2025) cover topics like time-varying risk connectedness, cryptocurrency market behavior, and climate policy impacts on corporate finance. Publications appear in Energy Economics , Finance Research Letters , and Global Finance Journal . Teaching: Dr Ren teaches modules in data analysis (MN-1527) and financial market efficiency (MN-3002), integrating statistical modeling and behavioral finance concepts. Research Tools: He utilizes ORCID (0000-0001-8647-9689), ResearchGate, and Google Scholar for academic collaboration and dissemination.

Ai Jun HouView profile

Professor

• Empirical Asset Pricing
• Financial Econometrics
• International Finance
• +4 more

Ai Jun Hou is a Professor in the Finance Group at Stockholm Business School, Stockholm University. Her research focuses on empirical asset pricing, financial econometrics, and international finance, with particular expertise in volatility modeling, financial market microstructure, and cryptocurrency derivatives. She leads the Emerging Markets Cross-Cultural Research Group and teaches master's courses in Financial Institutions Management and Portfolio Theory. Research Interests: Professor Hou investigates financial market volatility and correlation dynamics, international finance mechanisms, household financial decisions, and emerging market behaviors. Her work employs advanced econometric methods including GARCH-MIDAS specifications to analyze how macroeconomic factors influence financial markets. Current projects examine trade imbalance networks, entrepreneurship transitions, and commodity-stock market linkages. Publication Trends: Her recent articles demonstrate strong focus on international financial networks, volatility modeling innovations, and emerging market dynamics. Methodologically, she frequently employs time-series econometrics and network analysis to study cross-market transmissions and asset pricing anomalies. Earlier foundational work established frameworks for volatility forecasting using macroeconomic variables. Research Groups: She leads the Emerging Markets Cross-Cultural Research Group at Stockholm Business School, focusing on cross-cultural financial behaviors in developing economies through interdisciplinary approaches.

• American elections and campaigns
• Campaign finance
• Presidential nomination process
• +3 more

Dante Scala is a Professor of Political Science at the University of New Hampshire, specializing in American electoral dynamics with emphasis on rural-urban voting patterns, campaign finance, and New Hampshire's pivotal role in presidential politics. His extensive teaching portfolio includes core courses like American Presidency, Elections in the U.S., and Smart Politics since 2001, reflecting deep engagement with both undergraduate instruction and real-time election analysis. Scala's educational background includes a B.A. in Philosophy from Villanova University, followed by M.A. and Ph.D. degrees in Political Science from the University of Chicago. This interdisciplinary foundation informs his methodological approach to electoral geography and demographic analysis. His research interrogates the geographic fault lines of American politics, particularly how demographic shifts reshape rural-urban voting divides in presidential elections. Scala's work bridges academic rigor with practical political analysis, examining New Hampshire's transformation from Republican stronghold to Democratic-leaning bellwether state and the implications for national electoral strategy. He consistently explores how campaign finance mechanisms and primary processes influence candidate viability. Analysis of Scala's 2019-2024 publications reveals sustained focus on evolving rural-urban voting continua, with particular attention to demographic volatility in swing states. His scholarship tracks how migration, new voter registration, and shifting evangelical coalitions impact electoral outcomes, while maintaining empirical focus on New Hampshire as a microcosm of national trends. Recent work connects historical primary patterns to contemporary polarization dynamics.

• Financial Risk Management
• Quantitative Finance
• Econometrics
• +4 more

Arturo Leccadito serves as Associate Professor in the Department of Economics, Statistics and Finance (DESF) at the University of Calabria, where he has held academic positions since 2009. His current role builds on prior experience as Assistant Professor (2009-2018) and multiple visiting appointments at Cass Business School in London. As Course Director for the Master Programme in Finance and Insurance (2020-2023), he oversees advanced financial education while maintaining active research and teaching responsibilities in Financial Econometrics and Risk Management courses. Ph.D. in Computational Methods for Financial and Economic Forecasting (University of Bergamo, 2008) Marie Curie Fellow at Cass Business School (2005) Degree in Statistics and Actuarial Science (University of Calabria, 2004; 110/110 cum Laude) Leccadito's research focuses on quantitative financial modeling with specialization in risk management frameworks, commodity market dynamics, and cryptocurrency forecasting methodologies. His work integrates advanced econometric techniques with practical financial applications, particularly in covariance matrix estimation, tail risk prediction, and derivative pricing. Recent publications demonstrate increasing emphasis on sustainable finance applications including green bonds and energy markets. Analysis of his 15 most recent publications reveals strong methodological consistency in nonlinear time series modeling and extreme value theory , with expanding applications from traditional commodities to digital assets. The research portfolio shows progressive complexity from early binomial tree models to current wavelet-based geopolitical risk analysis, maintaining focus on practical risk management solutions. As member of the Metodi quantitativi per l'economia, la finanza ed il management research group, Leccadito collaborates on developing quantitative models for decision-making across finance, actuarial science, and industrial economics. His teaching portfolio spans undergraduate Probability and Financial Mathematics courses to graduate-level Financial Risk Management instruction in English.

Yoontae JeonView profile

Associate Professor

• Derivatives
• Information in Financial Markets
• Cryptocurrency
• +3 more

Dr. Yoontae Jeon is an Associate Professor in the Department of Finance and Business Economics at the DeGroote School of Business, McMaster University. He earned his Ph.D. in Finance from the Rotman School of Management at the University of Toronto. His research focuses on Derivatives , Information in Financial Markets , Cryptocurrency , and Financial Econometrics . Education : Ph.D. in Finance, Rotman School of Management, University of Toronto Dr. Jeon’s research explores the interplay between financial derivatives and market dynamics, emphasizing how information embedded in derivatives products influences asset pricing and market behavior. His work spans topics such as weather volatility , economic uncertainty , market liquidity , and Bitcoin market fragmentation . Recent publications analyze stock return autocorrelations , public information in housing markets , and news-driven jumps in stock returns . His publications trend indicates a focus on financial risk modeling , information economics , and cryptocurrency dynamics . Notable contributions include studies on time-varying crash risk , uncertainty measures in stock returns , and economic regularization techniques . Dr. Jeon collaborates with scholars such as Raymond Kan , Thomas McCurdy , and Chayawat Ornthanalai , reflecting a strong network in quantitative finance and derivatives research.