جست‌وجوی استاد و پژوهشگر

Dana Popescuمشاهده پروفایل

دانشیار

• Pricing Optimization
• Revenue Management
• Demand Forecasting
• +۳ مورد دیگر

Dana Popescu is an Associate Professor at the University of Virginia's Darden Business School, where she teaches in the full-time MBA program. Prior to joining Darden in 2017, she was a faculty member at INSEAD, with additional teaching experience across Asia, Europe, and the U.S. She holds a B.A. from Bucharest University of Economic Studies, and an M.A. and Ph.D. from New York University. Her research focuses on pricing optimization, revenue management, and demand forecasting. Recent work explores how automation and information technology influence real-time pricing strategies, leveraging data on demand, inventory, and competitor pricing. She also investigates aggregation methods for subjective demand forecasts. Her research has been published in top journals like Management Science , Operations Research , and Naval Research Logistics . Popescu has held editorial roles, including serving on the board of the Journal of Pricing and Revenue Management and as secretary/treasurer for the INFORMS Revenue and Pricing Management Section. Her contributions bridge academic theory and practical applications in revenue optimization across industries.

Zhiguang Wangمشاهده پروفایل

استاد

• Asset Pricing
• Risk Management
• Financial Markets
• +۵ مورد دیگر

Dr. Zhiguang (Gerald) Wang is the DuBois Professor of Business Finance and Investments at the Ness School of Management and Economics, South Dakota State University (SDSU). He joined SDSU in 2009 after earning his Ph.D. in Financial Economics from Florida International University. His teaching focuses on business finance, investments, and student-managed investment funds. He coordinates the First Dakota National Bank eTrading Education Lab and advises the SDSU Investment Club and Student-Managed Investment Fund. Education: Ph.D. in Financial Economics, Florida International University M.A. in Finance, Shanghai University of Finance and Economics B.S. in International Business, Jilin University Research Interests: Dr. Wang’s research bridges finance and applied mathematics, focusing on asset pricing, risk management, and volatility dynamics in financial and agricultural commodity markets. Recent work emphasizes machine learning applications, market microstructure, and non-Gaussian distribution models. He explores topics like VIX futures, high-frequency trading, and volatility prediction in commodities. Awards: Southwestern Finance Association Best Paper Award in Investments (2021) Everett and Bernie DuBois Endowed Professorship (2020) Undergraduate Teacher of the Year (2016) Grants & Advising: He led projects funded by the South Dakota Department of Transportation, including freight data improvement and infrastructure investment analysis. Advised student teams earning national accolades in investment competitions. His grants and collaborations highlight applied commodity price analysis and risk management. Labs & Teams: Oversees the First Dakota National Bank eTrading Education Lab, integrating practical trading experience with academic research. Actively involved in the NCCC-134 Committee on Applied Commodity Price Analysis.

Matthew Diersenمشاهده پروفایل

استاد

• Agricultural Finance
• Commodity Marketing
• Risk Management
• +۳ مورد دیگر

Matthew Diersen is the Griffith Chair in Agricultural Finance and a Professor at the Ness School of Management and Economics, South Dakota State University (SDSU). He also serves as an SDSU Extension Risk and Business Management Specialist. His work focuses on pricing mechanisms, financial risks, and commodity marketing strategies in agriculture. He co-directs Every Acre Counts, a program addressing management solutions for marginally profitable cropland. Diersen provides market analysis to producers and agribusinesses across the Northern Plains, emphasizing portfolio theory and economic principles in agricultural decision-making. Education: B.A. in Economics, University of Minnesota, Morris (1993) M.S. in Agricultural Economics, North Dakota State University (1995) Ph.D. in Agricultural Economics, University of Illinois (1999) Research Interests: Price analysis, commodity marketing tools, crop insurance, rural economy dynamics, and agricultural risk management. His work integrates market trends, financial instruments, and policy implications to enhance producer profitability. Extension Contributions: Leads commodity marketing and insurance education programs, advises on livestock marketing through the Livestock Marketing Information Center (LMIC), and participates in regional committees like NCCC-134. His analyses address challenges in crop and livestock sectors, including price transparency and market volatility. Professional Affiliations: Member of the Agricultural and Applied Economics Association (AAEA). Serves on technical advisory committees for livestock marketing and agricultural policy initiatives. Labs/Teams: Co-leads Every Acre Counts, focusing on sustainable land-use strategies in marginal croplands. Engages in collaborative research with SDSU Extension and regional agricultural stakeholders.

Matthew Elliottمشاهده پروفایل

دانشیار

• Agribusiness Management
• Cooperative Economics
• Agricultural Policy
• +۴ مورد دیگر

Dr. Matthew Elliott is an Associate Professor and Extension Specialist in Agribusiness at the Ness School of Management and Economics, South Dakota State University (SDSU). He teaches Advanced Agribusiness courses and conducts research on agricultural institutions, cooperatives, and policy. His work integrates predictive analytics and precision agriculture to address risk management and market dynamics in farming. Education: B.S. in Agribusiness, California Polytechnic State University (2001) M.S. and Ph.D. in Agricultural and Applied Economics, University of Missouri, Columbia (2001-2007) Dr. Elliott’s research focuses on agricultural cooperatives, contracts between farms and cooperatives, and public policy impacts on agricultural institutions. He emphasizes data-driven approaches to analyze risk, land assessment, and precision agriculture. His grants include USDA-NIFA Hatch Project funding for studying agricultural institutions and South Dakota Department of Revenue-supported land productivity assessment research. His publications span cooperative strategy frameworks, cooperative risk analysis, and AI applications in agricultural forecasting. Notable works include co-editing the Edward Elgar Handbook on Cooperatives and Mutuals (2022) and analyzing meandering water impacts in South Dakota’s Prairie Pothole Region. Awards: Best Journal Article in Agricultural Resources and Economic Review (2017) Extension Roles: State agribusiness specialist, providing consulting on land policy and precision agriculture platforms. He advises on cooperative mergers, agricultural contracts, and data analytics tools for education and extension programs, including pandemic-era digital initiatives like the Cooperative Director Foundations Program.

Robert S. Pindyckمشاهده پروفایل

استاد

• Environmental Economics
• Climate Policy
• Econometrics
• +۵ مورد دیگر

Robert S. Pindyck is the Bank of Tokyo-Mitsubishi Ltd. Professor in Finance and Economics and a Professor of Applied Economics at the MIT Sloan School of Management. He holds SB, SM, and PhD degrees in electrical engineering and physics from MIT. His research focuses on rare disasters (e.g., global warming, nuclear terrorism), irreversible investment decisions, network effects in markets (pharmaceuticals and tech), and commodity price dynamics. Pindyck co-authored Investment Under Uncertainty , challenging traditional capital budgeting methods by introducing real options theory. Recent work emphasizes climate policy adaptation and the economic implications of extreme risks. Educations: PhD in Electrical Engineering, MIT SM in Electrical Engineering, MIT SB in Electrical Engineering & Physics, MIT Research Trends: Climate change policy evaluation and adaptation strategies Optimal timing of environmental policies under uncertainty Network effects in pharmaceutical and computer markets Commodity price volatility and hedging mechanisms His publications span journals like American Economic Review and Management Science , addressing topics from catastrophe economics to pricing under demand uncertainty. Pindyck has received prestigious awards, including the Galbraith Award (2022) and the Jamieson Prize (2018), recognizing his teaching and research contributions. He advises on energy policy and collaborates with institutions like the Center for Energy and Environmental Policy Research at MIT.

• Volatility modelling and forecasting
• High-frequency data
• Asset return predictability
• +۲ مورد دیگر

Dick van Dijk is a Professor of Econometrics (Finance) at the Department of Econometrics, Erasmus School of Economics (ESE), Erasmus University Rotterdam. He has been affiliated with the institution since 2002 and is also a Fellow of ERIM (Erasmus Research Institute of Management) in the Finance & Accounting field. Professor van Dijk's research focuses on volatility modelling and forecasting, high-frequency data analysis, asset return predictability, business cycle analysis, and non-linear time series analysis. His work bridges theoretical econometrics with practical financial applications, particularly in risk management and forecasting. His methodological innovations have significantly contributed to advancing techniques for modeling financial time series and economic indicators. His publication record spans over two decades with articles appearing in top journals including the Economic Journal, International Journal of Forecasting, Journal of Applied Econometrics, Journal of Business and Economic Statistics, Journal of Econometrics, Review of Economics and Statistics, and Review of Finance. His research demonstrates consistent evolution from foundational time series analysis to cutting-edge applications in financial markets and economic forecasting. Professor van Dijk has supervised multiple PhD students throughout his career, including Milan Lovric (2005-2011) working on Behavioral Finance and Agent-Based Artificial Markets, and Melissa Porras Prado (2006-2012) researching The Long and Short Side of Real Estate, Real Estate Stocks, and Equity. He has served on doctoral committees for at least eight PhD candidates across various finance and econometrics topics. He has contributed to editorial work for prominent journals including the Journal of Applied Econometrics, International Journal of Forecasting, and Applied Economics, demonstrating his standing as a respected authority in the field of econometrics and financial modeling.

• Market Microstructure
• Online Media and Capital Markets
• FinTech and Financial Innovation
• +۳ مورد دیگر

Dr. Henry Leung is a Senior Lecturer at the University of Sydney, with expertise in finance, market microstructure, and FinTech. He holds a PhD from the University of Sydney and has worked in financial roles at BT Financial Group and Commonwealth Securities. His research focuses on institutional trading behavior, social media impacts on capital markets, and financial innovation. Leung has published in top-tier journals including the Review of Finance and Journal of Banking and Finance . Notably, his work on social media's influence on small-cap stocks won the runner-up E. Yetton Prize. He serves on committees for the Time Series and Forecasting Research Group (TSAFRG) and Market Microstructure Research Group (MMRG). His teaching includes advanced corporate finance courses (FINC5001, FINC6001) and entrepreneurship finance (FINC6025). Key research contributions include analyzing trading behavior in Helsinki markets and examining the role of platforms like HotCopper in Australia. Awards: Runner-up E. Yetton Prize (2013), Faculty of Economics and Business Research Scholarship Grants: Paddock-to-plate project for native grains (Sydney Institute of Agriculture) Labs/Teams: Member of Sydney Environment Institute and Sydney Institute of Agriculture

Filippo Pellegrinoمشاهده پروفایل

پژوهشگر ارشد

• Finance
• Macroeconomics
• Monetary Policy
• +۴ مورد دیگر

Filippo Pellegrino is a Research Fellow in Sustainable Finance at the Business School, Imperial College London (2023–present). He will join the Adam Smith Business School, University of Glasgow, as an Assistant Professor of Finance in 2025/26. His research focuses on econometrics, empirical asset pricing, and macroeconomic data analysis, leveraging time series methods and unstructured datasets to study asset dynamics and policy implications. Education: PhD in Statistics, London School of Economics and Political Science (2023) MSc in Global Finance (Double Degree), Fordham Gabelli School of Business (2015–2016) MSc in Economics and Finance (Distinction), LUISS Guido Carli (2013–2015) BSc in Economics and Management, LUISS Guido Carli (2010–2013) Research Interests: His work spans econometrics, macroeconomics, and financial markets. Key themes include inflation modeling, dynamic factor models, short-selling frictions, and climate-driven commodity price analysis. He emphasizes empirical methods to bridge theory and policy. Articles Trends: Recent publications address inflation dynamics (structural models, central bank perspectives), commodity markets under climate risk, and cross-sectional momentum in equity markets. A common thread is the integration of macroeconomic data and advanced time-series techniques. Awards: None explicitly listed. However, his MSc at LUISS was completed with distinction. Advising & Grants: No explicit details on advisees or grants provided in the text. However, his role as a Research Fellow suggests active participation in academic research projects. Labs/Teams: Affiliated with Imperial College’s Business School research groups focused on sustainable finance and macroeconomics. Collaborations may extend to policy institutions like Now-Casting Economics (non-academic experience).

• Macroeconomics
• Monetary Economics
• Applied Econometrics
• +۳ مورد دیگر

Professor Mariano Kulish is a Professor of Macroeconomics at the School of Economics, University of Sydney. He holds a PhD in Economics from Boston College (2005) and previously worked at the Reserve Bank of Australia's Economic Research Department. His research focuses on macroeconomics, monetary policy, structural changes, and applied econometrics, with notable contributions to DSGE modeling, zero interest rate policies, and commodity price impacts. Key research themes include analyzing economies undergoing structural shifts, fiscal policy in open economies, and the implications of unconventional monetary policies like yield curve control. His work frequently addresses policy-relevant issues such as disinflation strategies, terms of trade volatility, and the stability of inflation-unemployment relationships. He has secured grants including the Australian Research Council's 2019 Discovery Project on fiscal policy in open economies. His publications span top journals like the Journal of Monetary Economics , Journal of Applied Econometrics , and European Economic Review . Recent work explores fiscal arithmetic in growth slowdowns, international spillovers of monetary policy, and the Dutch Disease hypothesis in commodity-rich economies. Professor Kulish’s research combines theoretical modeling with empirical analysis, emphasizing policy relevance. He maintains an active presence in academic collaborations and policy discussions, reflecting his dual role as a researcher and former central bank economist.

• Economic Dynamics
• Dynamic Programming
• Optimal Growth Theory
• +۴ مورد دیگر

John Stachurski is a Professor at the Research School of Economics, Australian National University, specializing in economic dynamics, dynamic programming, and computational methods. His research focuses on optimal growth theory, stochastic processes, and asset pricing models. He has contributed to advancements in unbounded dynamic programming, Bellman equation transformations, and the computational efficiency of economic models. His work often bridges theoretical rigor with practical applications in finance and macroeconomics. Stachurski’s research spans projects such as the Next Generation Scientific Textbooks (2019–2025) and Advanced Computational Methods for Asset Pricing (2017–2021), emphasizing innovation in quantitative economics. He holds an h-index of 11 with over 563 citations across his 48 publications. His research interests include stability analysis of economic systems, recursive utility frameworks, and the interplay between financial markets and economic theory. Notable contributions include work on power-transformed affine systems, interest rate dynamics, and systemic risk in financial networks.

Daniel Riera-Crichtonمشاهده پروفایل

استاد

• International Finance
• Open Macroeconomics
• Applied Econometrics
• +۳ مورد دیگر

Professor Daniel Riera-Crichton holds the Betty Doran Stangle Professorship in Applied Economics at Bates College, where he has been affiliated since 2009. He earned his Ph.D. in Economics from the University of California-Santa Cruz (2007), preceded by a B.A. from Universitat Autònoma de Barcelona and an M.A. from Universitat Pompeu Fabra. Prior to Bates, he taught at Vassar College, UC Santa Cruz, and San Francisco State University, while also holding research roles at the International Monetary Fund, Cabezon Capital LLC, and Barcelona Chamber of Commerce. His research focuses on international finance, open macroeconomics, applied econometrics, and monetary economics. Key areas include fiscal multipliers, commodity price shocks, real exchange rates, and the interplay between fiscal and monetary policies. He has collaborated extensively with institutions like the Inter-American Development Bank, World Bank, Bank of Korea, and Yonsei University as a visiting scholar and faculty. Riera-Crichton teaches courses in Principles of Macroeconomics, International Finance, Time Series Econometrics, and World Economy. His recent work explores asymmetric effects of fiscal policies, non-linear tax impacts on output, and the implications of global economic integration. He has published widely in top journals such as the Journal of Development Economics , Journal of Monetary Economics , and Review of Economics and Statistics . His expertise includes fiscal policy design for emerging markets, managing economic shocks during civil conflicts, and analyzing capital flow dynamics. His work bridges theoretical econometrics with policy-relevant insights for developing economies.

Bernd Joachim Kruthمشاهده پروفایل

استاد

• Financial Management
• Corporate Finance
• Risk Management
• +۴ مورد دیگر

Prof. Dr. Bernd Joachim Kruth is a Professor of Business Administration, specializing in Financial Management, at the Faculty of Economics and Social Sciences of Osnabrück University of Applied Sciences. His expertise spans corporate finance, risk analysis, structured financing, and family business governance. He has held leadership roles in academic and corporate settings since 2007, including senior positions at PricewaterhouseCoopers and WestLB. His research focuses on financial strategy, rating methodologies, and Mittelstand financing. He has authored numerous publications on topics like corporate financing strategies, capital markets, and crisis management. Beyond academia, he advises firms through CORPORATE FINANCE BERATUNG and contributes to professional development through roles like Certified Rating Analyst training and executive seminars. Education: PhD in Economics (1996), Diplom-Volkswirt (1991). Career highlights include 8 years at PwC leading financial advisory teams and roles at WestLB in strategic finance and European monetary policy analysis. His work emphasizes practical financial solutions for SMEs, including liquidity management, alternative financing mechanisms, and cross-border business risks. He is actively involved in industry collaborations, such as the CFO-Circle and Osnabrücker Finanztag conferences, fostering knowledge exchange between academia and practice.

• Capital Markets
• Financial Crises
• Derivatives
• +۳ مورد دیگر

Ing-Haw Cheng is a Professor of Finance and Academic Director of the Master of Financial Risk Management (MFRM) program at the Rotman School of Management, University of Toronto. He also serves as Research Director of FinHub, a research initiative at Rotman. His research focuses on capital markets, financial crises, derivatives, and AI/ML applications. Key contributions include groundbreaking work on the VIX volatility index, banking crises, and strategic behaviors in financial markets. Research highlights include analyzing how uninsured depositors influence bank risk-taking during regional crises, exploring the underreporting of misconduct in the #MeToo era, and documenting market underreactions during early pandemic stages. His work has been published in top journals including the Review of Financial Studies, Journal of Finance, and American Economic Review. Awards: 2024 Review of Corporate Finance Studies Best Paper Award, 2011 ECGI Best Finance Working Paper Prize Projects: Developed a reproducible Python pipeline for VIX premium analysis, available on GitHub (https://github.com/inghawcheng/vixpremium) Teaching: Oversees MFRM program curriculum and FinHub research initiatives His research integrates theoretical models with empirical analysis of real-world financial events, such as the 2008 housing bubble and post-2020 market dynamics. Methodological strengths include time-series forecasting, volatility modeling, and behavioral finance frameworks.

• empirical asset pricing
• international finance
• applied financial econometrics
• +۳ مورد دیگر

Dr Shamim Ahmed is a Senior Lecturer (Associate Professor) in Finance at the University of Liverpool Management School, where he serves as Module Co-ordinator for Capital Markets (ACFI321) and International Finance (ACFI814), while teaching International Finance (Non-Specialist) (ACFI260) for the 2024-25 academic year. His academic career centers on empirical research in financial markets with strong publication records in top journals including Journal of Financial and Quantitative Analysis and Journal of Money, Credit and Banking. His research spans empirical asset pricing, international finance, and applied financial econometrics, with specific expertise in market liquidity effects, factor model performance, labor mobility impacts on stock returns, and macroeconomic news transmission in commodity markets. His work bridges theoretical finance with real-world market data, particularly examining Chinese commodity futures and Bangladeshi financial markets, while recent publications focus on R&D investment effects and systematic return covariation. Analysis of his 15 most recent publications reveals consistent contributions to asset pricing methodologies, with evolving focus from banking regulation (2015-2020) toward sophisticated factor modeling and cross-sectional return analysis (2023-2025). His research demonstrates methodological rigor in financial econometrics while maintaining practical relevance for market participants and policymakers, especially regarding emerging market finance and equity market development. Dr Ahmed secured £20,000 as Co-investigator for an International Growth Center project (2018-2019) examining SME financing constraints through Bombay Stock Exchange's SME platform, collaborating with Principal Investigator Sanjay Banerji and Co-investigator Madhav Shrihari Aney. This research highlights his interest in financial market development and access to capital in emerging economies.

Barry Quinnمشاهده پروفایل

مدرس ارشد

• Spirituality in Healthcare
• Palliative Care
• Cancer Nursing
• +۶ مورد دیگر

Dr. Barry Quinn is a Senior Lecturer in Nursing Education at Queen's University Belfast's School of Nursing and Midwifery within the Faculty of Medicine, Health & Life Sciences. His roles include academic leadership, research supervision, and interdisciplinary collaboration across healthcare disciplines. Educations & Qualifications: PhD (King’s College London, 2011): 'Searching for Meaning in Advanced Disease' MSc in Health Studies (2000), Haemato-Oncology/BMT Certification (2000) Bachelor of Divinity (1987), Bacc. Phil (1981) Postgraduate Certificates in Teaching, Palliative Care, and Leadership Research Focus: Quinn's work centers on existential aspects of healthcare, including spirituality in palliative care, leadership in health systems, and symptom management in cancer/haematology patients. He explores staff well-being, ethical care practices, and innovative interventions in community nursing. His research integrates philosophical frameworks (e.g., Victor Frankl's logotherapy) with clinical practice. Professional Contributions: Consultant Editor for Nursing Management and Cancer Nursing Practice Chair of UK Oral Management in Cancer Group and European groups on cancer pain and mucositis Member of editorial boards for major nursing journals and Myeloma UK Awards & Grants: CLAHRC Research Fellowship (2015), ESRC Impact Acceleration Award (2020). His work aligns with UN SDGs related to good health, gender equality, and sustainable cities. Advising & Teamwork: Supervises PhD students researching palliative care, hematological transplantation, and community nursing. Collaborates with international networks like the European Group for Blood and Marrow Transplantation. Active in initiatives addressing staff mental health and compassionate care practices. Labs/Teams: Involved with the All Ireland Institute of Hospice and Palliative Care and chronic illness research groups at Queen's.