جست‌وجوی استاد و پژوهشگر

• Macro-Finance
• International Finance
• Empirical Asset Pricing
• +۵ مورد دیگر

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 .

Alexandre RUBESAMمشاهده پروفایل

دانشیار

• Finance
• Asset Pricing
• Financial Econometrics
• +۵ مورد دیگر

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.

Hami Amiraslaniمشاهده پروفایل

استادیار

• Capital Markets
• Corporate Governance
• Corporate Sustainability
• +۴ مورد دیگر

Hami Amiraslani serves as Assistant Professor of Accounting at ESMT Berlin, holding a PhD and MSc from the London School of Economics. Previously faculty at INSEAD and a Wharton School visiting scholar, he teaches Management Accounting and Sustainable Business Finance across master's and executive programs. His educational credentials include: PhD in Accounting, London School of Economics and Political Science MRes, City St George’s, University of London MSc in International Accounting and Finance, London School of Economics and Political Science Amiraslani's research investigates capital markets, corporate governance, and sustainability interfaces with financial contracting and regulation. His work critically examines how ESG integration, board oversight structures, and climate disclosure frameworks reshape market efficiency and investor behavior, blending theoretical rigor with empirical analysis of regulatory impacts. Recent publications (2023-2025) reveal three dominant research trajectories: 1) Board-level governance mechanisms for ESG risk management, 2) Regulatory consequences of climate disclosure mandates on capital allocation, and 3) Bond market valuation effects of sustainability performance. These studies consistently demonstrate how governance quality mediates the relationship between sustainability practices and financial outcomes across debt and equity markets. No scientific awards are documented in the provided materials. His teaching portfolio indicates active mentorship in accounting education though specific student advisees aren't listed. Research activities appear institutionally supported through ESMT's academic infrastructure without explicit grant mentions.

Stefano Rossiمشاهده پروفایل

استاد

• Corporate Governance
• Bankruptcy and Financial Distress
• Debt Financing
• +۴ مورد دیگر

Stefano Rossi is a Full Professor of Finance at Bocconi University's Department of Finance, serving as Chair of the Department. He holds affiliations with the Centre for Economic Policy Research (CEPR) and the European Corporate Governance Institute (ECGI), and serves on editorial boards for journals including Journal of Law, Finance, and Accounting and European Financial Management . His research focuses on corporate governance, bankruptcy, debt financing, sovereign borrowing, and quantitative trading, with publications in top journals such as The Journal of Finance and Journal of Monetary Economics . He has received international recognition, including awards for his work on ownership evolution. Prior to Bocconi, he taught at institutions including the Stockholm School of Economics and Cornell University. He earned his BA/MSc from Bocconi and a PhD in Finance from London Business School. Prof. Rossi's research explores intersections between corporate finance and public policy, with recent work analyzing credit cycles, municipal bankruptcy law, and liquidity shocks in insurance markets. His articles frequently address systemic financial risks and institutional frameworks governing corporate and sovereign debt. Awards include the ECGI Best Paper Prize for his collaborative research on ownership dynamics. Teaching spans corporate finance, valuation, and financial markets at undergraduate, graduate, and executive levels. He has developed courses at Bocconi's undergraduate, MBA, and PhD programs, emphasizing practical applications of theoretical finance models. His comprehensive curriculum includes mergers & acquisitions and private equity strategies. Key contributions include studies on shareholder voting mechanisms, sovereign default dynamics, and the impact of tax policies on corporate behavior. His work often bridges academic rigor with real-world policy implications, influencing both academic discourse and regulatory practices.

• Empirical Corporate Finance
• Banking Regulation
• Climate Finance
• +۳ مورد دیگر

Professor Duc Duy (Louis) Nguyen is Professor in Finance at Durham University Business School. Previously, he was Associate Professor at King's College London and Assistant Professor at University of St Andrews. His research has been featured in Forbes, Harvard Business Review, and BBC. He holds a BSc in Computing from National University of Singapore, MSc in Accounting, Finance, and Management from University of Bristol, and PhD in Finance from University of Edinburgh. Research foci include: Climate risk integration in mortgage markets and corporate finance Impact of social policies (e.g., marriage equality) on credit access Corporate governance and misconduct prevention in banking Local information environments and fraud detection Cross-cultural dimensions of executive decision-making His publication portfolio demonstrates consistent examination of how institutional frameworks (regulation, culture, governance) shape financial behaviors and market outcomes, with recent emphasis on climate finance and social equity impacts. Awards include: David Hume Publication Prize (2015) Semi-finalist, FMA Europe Best Paper Award (2018) Finalist, FMA Asia/Pacific Best Paper Award (2019) Best Registered Report on "Politics and Corporate Power" Vietnam Symposium in Climate Transition Best Paper Award (2024) He currently supervises PhD candidates Bingzhi Zhang and Jing Wei. His externally funded research includes grants from British Academy/Leverhulme Trust and Carnegie UK Trust. He serves as Associate Editor for European Journal of Finance and British Accounting Review. As frequent speaker at central banks and policy forums (Federal Reserve Banks of New York & St. Louis), he translates research insights into regulatory practice and policy development.

Witold J. Heniszمشاهده پروفایل

استاد

• Political Risk Management
• ESG (Environmental, Social, Governance) Impact Analysis
• Stakeholder Engagement
• +۵ مورد دیگر

Witold J. Henisz serves as Vice Dean and Faculty Director of the Impact, Value, and Sustainable Business Initiative at The Wharton School, University of Pennsylvania, holding the Deloitte & Touche Professorship in Management. His research centers on political and social risk identification, ESG impact materiality, and corporate diplomacy frameworks that transform stakeholder relationships into strategic assets. His educational background includes a Ph.D. in Business and Public Policy from UC Berkeley's Haas School and an M.A. in International Relations from Johns Hopkins SAIS. Henisz has served as Departmental Editor at Journal of International Business Studies and Associate Editor at Strategic Management Journal , reflecting his scholarly influence. Research interests converge on geopolitical risk quantification, stakeholder engagement optimization, and sustainable business model innovation. His work demonstrates how political hazards materially impact firm valuation and how corporate diplomacy can mitigate conflict through strategic stakeholder alignment. Recent publications leverage massive media datasets (4+ billion articles) to model populism dynamics, indigenous land conflicts, and ESG-credit risk linkages. Award highlights include the Aspen Institute Ideas Worth Teaching Award (2020), Iron Prof recognition (2019), and Academy of International Business Fellowship. His geostrategy framework Geostrategy by Design (2024) provides executives with actionable methods for navigating geopolitical volatility. Aspen Institute Ideas Worth Teaching Award (2020) Iron Prof recognition (2019) Academy of International Business Fellow (2014-present) Multiple Wharton Excellence in Teaching Awards (2006-2021) Industry Studies Association Best Paper Award (2019) Henisz consults through PRIMA LLC for multinational firms (Rio Tinto, Shell), financial institutions (Eaton Vance, World Bank), and NGOs. His executive education programs train leaders in ESG integration and geopolitical risk management, while his KEROVKA crisis simulation develops real-time strategic response capabilities. Media frequently cites his expertise on ESG controversies, with 50+ major publications featuring his analysis since 2022 including Financial Times , Bloomberg , and Wall Street Journal .

Christopher L. Footeمشاهده پروفایل

استاد

• Labor economics
• Housing
• Macroeconomics
• +۳ مورد دیگر

Christopher L. Foote is a Principal Economist and Policy Advisor at the Federal Reserve Bank of Boston, where he has worked since 2003. He also holds the title of Professor in the Department of Economics at Harvard University since 2012. Foote earned his BA from the College of William and Mary in 1987 and a PhD in economics from the University of Michigan in 1996. His academic career includes teaching positions at Harvard University (1996–2002) and visiting roles at MIT (2004–2006). His research focuses on labor economics, housing, and macroeconomics. Key areas include labor market polarization, mortgage debt patterns, housing market dynamics, geographic disparities in mortality, and economic impacts of population aging. His work frequently addresses policy implications for financial and labor market stability. Measuring employment through online panels Geographic mortality disparities Mortgage debt and foreclosure analysis Population aging effects Historical labor market discrimination Business cycle modeling Foote has received prestigious awards including the Regents Fellowship, Rackham Pre-doctoral Fellowship, and Alfred P. Sloan Doctoral Dissertation Fellowship. He has also served as Associate Editor and editorial board member for major economic journals. His work spans academic publications in top journals, book chapters, and numerous working papers that analyze economic trends and policy responses. Foote's contributions cover housing economics, labor market dynamics, and macroeconomic policy, with a focus on empirical analysis and real-world applications.

Carolin Pfluegerمشاهده پروفایل

دانشیار

• Macroeconomics
• Finance
• Monetary Policy
• +۶ مورد دیگر

Carolin Pflueger is an Associate Professor at the Harris School of Public Policy , University of Chicago, and holds affiliations as a NBER Faculty Research Fellow and CEPR Research Affiliate . Her work bridges macroeconomics and finance, focusing on inflation dynamics, monetary policy impacts, and financial market risk perception. University: University of Chicago School: Harris School of Public Policy Affiliations: NBER, CEPR Role: Associate Professor Her research explores how inflation and monetary policy influence financial markets, including models connecting Treasury bond risk to stagflation drivers and analyzing economic agents' perceptions of policy uncertainty. Recent work leverages cross-sectional data of stock prices and economic forecasts to quantify macrofinancial linkages. Notable scientific recognitions include the Fama DFA Prize (2023), AQR Insight Award Finalist (2018), and the Arthur Warga Award (2014). She has received NSF Grant 2149193 for macrofinance research. Contact: cpflueger@uchicago.edu | GitHub Code Repositories

Ying Chenمشاهده پروفایل

دانشیار

• Financial Statistics
• Machine Learning
• Quantitative Finance
• +۷ مورد دیگر

Assoc Prof Ying Chen is an Associate Professor at the National University of Singapore , affiliated with the Department of Mathematics, Asian Institute of Digital Finance (as Academic Director of PhD Program in Digital FinTech 2022–2024), Risk Management Institute (2019–2023), Department of Statistics and Data Science (2019–2023), and Department of Economics (2018–2023). She also contributes to NUS Graduate School for Integrative Sciences and Engineering since 2016. Research Interests include: AI forecasting and quantum computing for finance Nonstationary time series and functional data analysis Energy data analytics and precision medicine Network autoregression and spatial-temporal modeling Explainable AI and citation metrics Portfolio liquidation and market-making algorithms Article Trends demonstrate expertise in: Adaptive forecasting for gas flows and electricity prices Blockchain network influence detection Quantum computing applications in finance Functional autoregression with mixed predictors Credit rating fairness and explainability High-resolution implied volatility modeling Scientific Awards include: ISI Elected Member (2016–) International Statistical Institute Council (2023–2027) IASC Scientific Secretary (2017–2019, 2023–2025) Advisory roles for EU FIN-TECH and xAIM projects

• Operations Research
• Management Science
• Optimization Algorithms
• +۶ مورد دیگر

Dr. Dmytro Matsypura is an Associate Professor in the Discipline of Business Analytics at the University of Sydney Business School. He holds a BA (Hons) from Kyiv Polytechnic Institute (KPI), an MS (Hons) from KPI, and a PhD from the University of Massachusetts Amherst. His research focuses on optimization methodologies, network science, and their applications in finance, transportation, ecology, and graph theory. He is a recipient of multiple teaching awards, including the Wayne Lonergan Outstanding Teaching Award (Early Career) in 2010. Education: PhD in Management Science, University of Massachusetts Amherst (2006) MS (Hons) in Information Systems, Kyiv Polytechnic Institute (2000) BA (Hons) in Business Administration, Kyiv Polytechnic Institute (1998) Research Interests: Dr. Matsypura’s work spans operations research and management science, with a focus on mathematical optimization and network science. His methodological contributions include developing efficient optimization algorithms, while his applied research addresses real-world challenges in finance, engineering, and ecology. Notable applications include wildfire fuel management, portfolio margining, and credit card fraud detection via graph-based models. Awards and Recognition: Teaching Excellence Award (2008, 2013, 2018) Wayne Lonergan Outstanding Teaching Award (Early Career) (2010) Grants and Projects: Current projects include Bushfire Analytics: Optimization of Fuel Reduction (2023, ARC Discovery Project). His research frequently integrates interdisciplinary collaborations, such as applying graph theory to biomedical problems and cybersecurity. Labs/Teams: Active in the Sydney Environment Institute, contributing to projects at the intersection of analytics and sustainability. Collaborates with industry on fraud detection and supply chain optimization.

• Macroeconomics
• Monetary Policy
• Heterogeneous Agent Models
• +۲ مورد دیگر

Aarti Singh is Associate Professor of Economics at the University of Sydney, specializing in macroeconomics and monetary policy. She serves as Associate Editor for the Journal of Money, Credit and Banking and the Journal of Economic Dynamics and Control. Her research examines optimal monetary policies in economies with heterogeneous agents, sectoral interdependencies, and incomplete markets. Singh collaborates with central banks globally and has held visiting positions at Cornell, Oxford, and the Federal Reserve Bank of St. Louis. Recent work analyzes how tax progressivity affects consumption insurance and the labor market impacts of monetary shocks. Grants include an ARC DECRA on human capital risk.

John Cotterمشاهده پروفایل

استاد

• Finance
• Quantitative Finance
• Volatility Modelling
• +۵ مورد دیگر

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.

Giuseppe Fontanaمشاهده پروفایل

دانشیار

• Political Economy
• Post-Keynesian Economics
• Monetary Theory
• +۵ مورد دیگر

Giuseppe Fontana is an Associate Professor of Political Economy (SECS-P/01) at the University of Sannio (UNISANNIO) in the Department of Law, Economics, Management and Quantitative Methods (DEMM). He has maintained an active research profile for over two decades, establishing himself as a significant contributor to Post-Keynesian economics and monetary theory. His research interests include: Post-Keynesian Economics Monetary Theory and Endogenous Money Macroeconomic Policy and Financial Stability Financialization and Socioeconomic Impacts Economic Methodology and History of Economic Thought International Trade and Exchange Rate Theory Stock-Flow Consistent Modeling Fontana's scholarly trajectory demonstrates a consistent focus on heterodox economic approaches, particularly Post-Keynesian theory. His work evolved from theoretical contributions in the early 2000s to increasingly policy-relevant analyses of contemporary economic challenges. His recent publications show special attention to the Eurozone crisis, the impact of the COVID-19 pandemic on European economies, and the theoretical foundations of monetary production. He frequently employs stock-flow consistent modeling to provide comprehensive analyses of macroeconomic phenomena, challenging mainstream economic frameworks with alternative theoretical perspectives. Fontana has established important collaborations with scholars like Emiliano Brancaccio, Riccardo Realfonzo, and Marc Lavoie, demonstrating his integration within international networks of heterodox economists. His work has been published in leading heterodox economics journals including the Cambridge Journal of Economics, Journal of Post Keynesian Economics, and Review of Political Economy, as well as in edited volumes with major academic publishers like Palgrave Macmillan and Edward Elgar.

• Productivity Analysis
• Macroeconomic Policy
• Energy Economics
• +۴ مورد دیگر

Dr. IKM Mokhtarul Wadud is a Senior Lecturer in the Department of Economics at The University of Sydney, Australia. Previously, he held roles as Senior Lecturer at Deakin University, Lecturer at Monash University Malaysia, and Assistant Professor at the University of Rajshahi, Bangladesh. He earned his PhD in Economics from the University of Wollongong in 2001. His research focuses on productivity analysis, macroeconomic policy, energy economics, and applied econometric modeling. Notable contributions include co-authoring the Asia Pacific edition of Introductory Econometrics (Cengage Learning) and publishing in journals like Economic Modelling and Energy Policy . His recent work addresses financial sustainability strategies in higher education during the pandemic and the impact of economic policy uncertainty on property prices in Australia. Dr. Wadud has presented at international conferences and served as a reviewer for multiple journals. His research spans diverse regions, including Australia, Thailand, Malaysia, and Bangladesh, with analyses of oil price volatility, monetary policy effects, and industrial competitiveness.

• Stochastic Differential Equations
• Financial Mathematics
• Partial Differential Equations
• +۵ مورد دیگر

Professor Ben Goldys is a distinguished academic at The University of Sydney's School of Mathematics and Statistics, where he conducts research at the intersection of pure mathematics and applied sciences. His work spans multiple disciplines including stochastic analysis, partial differential equations, and financial mathematics, with significant contributions to both theoretical frameworks and practical applications in science and finance. Goldys' research interests center on stochastic (ordinary and partial) differential equations and their applications. His specific focus areas include stochastic partial differential equations, stochastic geometric PDEs, stochastic boundary value problems, stochastic fluid dynamics, ergodic theory of infinite-dimensional diffusions, and applications in financial mathematics such as interest rate derivatives, credit risk, and stochastic volatility. His work bridges pure mathematical theory (Functional Analysis, PDEs, Ergodic Theory) with complex real-world problems across multiple domains. His research aligns with the University of Sydney Faculty of Science Research Strengths including Understanding the Universe, Fundamental Laws of Nature, Complex Systems, and Next Generation Materials. Professor Goldys has secured multiple significant research grants from the Australian Research Council, including recent projects such as 'Mathematics for future magnetic devices' (2024), 'Mathematics for breaking limits of speed and density in magnetic memories' (2019), and 'Novel Approaches for Problems with Uncertainties' (2015). His current research projects focus on geometric stochastic partial differential equations and applications in micromagnetism, mean field games in finance, stochastic boundary value problems, and stochastic Navier-Stokes equations on the rotating sphere. He maintains extensive international collaborations with institutions in Germany (University of Tuebingen), Italy (LUISS University), Poland (Institute of Mathematics Polish Academy of Sciences), and the United Kingdom (University of York), working on projects involving optimal control, stochastic systems with memory, and geometric stochastic PDEs. Goldys is an active member of the Applied Mathematics Research Group and The University of Sydney Nano Institute, contributing to interdisciplinary research initiatives that connect mathematical theory with cutting-edge technological applications.