معرفی
Paul Lajbcygier is an active Associate Professor holding a joint appointment in the Department of Banking and Finance and the Department of Econometrics and Business Statistics at Monash University, Clayton, Australia. His academic career spans appointments at prestigious institutions including The University of Oxford, New York University's Stern School of Business, and London Business School. With a PhD from Monash University (2001), he maintains dual departmental affiliations reflecting his interdisciplinary work at the intersection of finance and quantitative methods.
His research focuses on computational finance, investments, asset pricing, and market microstructure, with notable contributions to hedge fund analysis, non-market capitalization weighted indices, and high-frequency trading dynamics. Recent work explores financial education through unconventional channels like television comedy and examines Rosca dynamics in emerging economies using simulation methods. His publications appear in top journals including the Journal of Banking and Finance, IEEE Transactions on Neural Networks, and the Australian Journal of Management.
Lajbcygier's research output shows consistent productivity since 1997, with recent emphasis on factor replication, nonlinear hedge fund modeling, and market microstructure analysis. His work demonstrates strong interdisciplinary connections between finance, computational methods, and behavioral economics, particularly evident in his 2023 publications on industry-stratified factor replication and nonlinear hedge fund index clones.
Scientific Recognition:
- SSRN Author Rank 1,221 (2015) among 293,678 authors
- Extensive citations in leading journals including Journal of Financial Economics and Journal of Financial and Quantitative Analysis
- Widely cited in international press (Bloomberg, Reuters, CNBC, South China Morning Post)
Lajbcygier has secured millions in research funding through ARC Linkage and Discovery grants, including projects like the Superannuation Research Cluster and Systemic Risk modeling. His industry engagement includes providing investment advice to domestic and international fund managers, banks, and hedge funds since 1990. He serves as an Excellence Research Australia Peer Reviewer and Australia Research Council Assessor, bridging academic research with practical financial applications.
His collaborative network spans multiple continents, with recent projects involving University of California Irvine, CSIRO, and University of Oxford, demonstrating strong international research partnerships focused on financial systems and behavioral economics.
