جستجوی استاد راهنمای دانشگاهی

Dr Anandadeep Mandal is an Associate Professor in Finance and the Scotcoin Distinguished Chair of Digital Finance at the University of Birmingham , within the Birmingham Business School and the Department of Finance . He is the founding director of the MSc Financial Technology programme and the Programme Director for the MBA (Distance Learning), demonstrating significant leadership in academic program development. Education: PhD in Probability Distribution Fitting, Cranfield University (2016) MRes in Management Science, Cranfield University (2012) MSc in Finance and Investments, Durham University (2008) Bachelor’s in Electronics Engineering Research Interests: Dr Mandal’s interdisciplinary research lies at the intersection of mathematical modelling, artificial intelligence, finance, and digital innovation . His work focuses on AI-enabled investment strategies , blockchain for financial transparency , ESG performance measurement , and the development of the Sustainable Efficiency Index (SEI) . He also pioneers AI applications in digital education , including a patent-pending platform for automated grading of multi-modal student submissions using ensemble AI methods. Publication Trends: His recent scholarly output spans high-impact journals and conferences, reflecting a strong focus on digital finance , climate and social media analytics , cryptocurrency regulation , and AI in financial forecasting . His work combines advanced data science techniques with real-world policy and financial applications, particularly in sustainability and public health. Scientific Awards: No specific awards are mentioned in the provided text. Advising and Grants: Dr Mandal has secured over £2 million in research funding from sources including UKRI, UoB QR Funding, and industry partners. While specific students are not listed, his role as programme director and research leader suggests active mentorship. His research has direct policy impact through collaborations with the NHS Trusts , NIHR , and the UK Government . Labs, Teams, and Impact: Dr Mandal leads a research agenda that bridges academia and public policy. His work extends beyond the university through public engagement at science festivals, outreach for young learners, and expert contributions to UK Parliamentary consultations on AI, sustainability, and financial innovation. He is a key figure in advancing digital finance education and research at the University of Birmingham.

• Digital Finance
• Financial Technology
• Artificial Intelligence in Finance
• +۱۲ مورد دیگر

Stephen Morris is the Peter A. Diamond Professor of Economics at the Massachusetts Institute of Technology (MIT). He specializes in economic theory, game theory, and financial economics. Born in England, he earned a degree in Mathematics and Economics from the University of Cambridge (1985) and a Ph.D. in Economics from Yale University (1991). Before MIT, he taught at the University of Pennsylvania, Yale, and Princeton. Morris has held leadership roles, including President of the Econometric Society (2019) and President of the Society for the Advancement of Economic Theory (2023). His research focuses on higher-order beliefs, strategic coordination, and financial market dynamics. Notable contributions include work on global games, contagion effects, and information design. Morris has advised numerous PhD students across institutions like Penn, Yale, Princeton, and MIT, many of whom hold academic and industry positions globally. His awards include the Sloan Fellowship (1996), Econometric Society Fellowship (2002), and membership in the American Academy of Arts and Sciences (2005), National Academy of Sciences (2021), and British Academy (2023). His work spans theoretical frameworks in mechanism design, macroeconomic policy, and political economy, emphasizing the role of information in shaping economic outcomes.

• Economic Theory
• Game Theory
• Financial Economics
• +۴ مورد دیگر

Christine A. Parlour is the Sylvan C. Coleman Chair of Finance and Accounting at the Haas School of Business, UC Berkeley. She co-directs the Berkeley Center for Responsible Decentralized Intelligence. Her research focuses on Fintech, digital payments, and market microstructure, particularly in cryptocurrency and decentralized finance (DeFi). She has served on the Nasdaq Economic Advisory Board and the New Special Study of Securities Markets steering committee. Education: PhD and MA in Economics from Queen’s University (Kingston), BSocSci from University of Ottawa. Her work explores payment system externalities, blockchain protocols, and banking innovation. Recent research includes analysis of Bitcoin transaction fees, decentralized exchange liquidity, and systemic risks in DeFi markets. Publications span top finance journals, addressing topics like Uniswap’s AMM model, miner collusion in Bitcoin, and the impact of Fintech on traditional banking. She frequently engages with policymakers on digital currency regulation and CBDC design.

• Fintech
• Digital Payments
• Credit Markets
• +۴ مورد دیگر

Yang Liu is an Associate Professor of Finance at the HKU Business School, The University of Hong Kong, where he joined in 2017. He holds a Ph.D. in Economics from the University of Pennsylvania and a B.A. in Economics from Fudan University. Education Ph.D. in Economics, University of Pennsylvania B.A. in Economics, Fudan University Research Interests Dr. Liu's research spans asset pricing, macro-finance, and international finance, with a focus on volatility dynamics, government debt effects, exchange rate mechanisms, and ESG integration. His work employs rigorous theoretical and empirical frameworks to analyze risk transmission across global financial markets, emphasizing the role of intermediaries and policy shocks. Recent Research Trends His 2021-2025 publications reveal a concentrated exploration of volatility spillovers in international markets, government debt's impact on risk premia, and ESG-driven equilibrium shifts. Key contributions appear in top-tier journals including Journal of Financial Economics and Review of Financial Studies, demonstrating methodological innovation in linking macroeconomic variables to asset pricing anomalies through intermediary-based channels. Scientific Awards 2018 Annual Conference in International Finance Best Paper Award Cubist Systematic Strategies PHD Candidate Award for Outstanding Research by Western Finance Association Professional Engagement Dr. Liu serves as MWM Programme Director at HKU Business School and maintains active collaboration with major financial institutions, having been a visiting scholar at the International Monetary Fund and World Bank, and a research associate at the Federal Reserve Bank of Philadelphia. His policy commentary on Hong Kong's fiscal stability and exchange rate mechanisms is frequently cited in financial media.

• Asset Pricing
• Macro-Finance
• International Finance

Fangzhou LU is an Assistant Professor of Finance at the HKU Business School, The University of Hong Kong, since 2020. His research focuses on fintech, cryptocurrency, behavioral finance, and China's economic development. He received his academic training at prestigious institutions: PhD and MS in Financial Economics from Massachusetts Institute of Technology (MIT), 2020 BS in Business from New York University, Stern School of Business, 2014 Dr. Lu's research interests encompass Fintech, Cryptocurrency, Behavioral Finance, Entrepreneurial Finance, Household Finance, Emerging Markets, consumption, fiscal stimulus, bond markets, and China's economic development. His work often leverages large datasets from China to examine how technological innovations and government policies impact financial markets and firm behavior, particularly during crises like the COVID-19 pandemic. His recent publications demonstrate a strong trend toward applied research in emerging markets, with significant contributions on SPAC IPOs, government subsidy effectiveness for failing firms, and stock market informativeness in China. These works appear in top finance journals including the Journal of Financial Economics and Journal of Financial and Quantitative Analysis, highlighting his expertise at the intersection of finance, technology, and policy analysis.

• Fintech
• Cryptocurrency
• Behavioral Finance
• +۷ مورد دیگر

Dr. Sam Schreyer is a Professor of Economics at the Department of Economics, Finance & Accounting, Fort Hays State University. He holds a Ph.D. in Economics from Claremont Graduate University (2009), an M.A. in Economics (2004), and a B.M. in Music (2001), both from Wichita State University. His research focuses on applied macroeconomics, developing economies, financial crises, and inflation dynamics. Education: Ph.D. in Economics, Claremont Graduate University, 2009 M.A. in Economics, Wichita State University, 2004 B.M. in Music, Wichita State University, 2001 Research Interests: Dr. Schreyer examines macroeconomic policies in emerging markets, the impact of financial crises, and inflation dynamics. His work often integrates econometric models to analyze sudden stops, currency crises, and university contributions to local economies. Recent projects include annual economic impact reports for Fort Hays State University, emphasizing institutional roles in regional development. Collaborations & Grants: He frequently collaborates with Emily Breit and Tom Johansen on institutional impact studies and Docking Institute-funded projects. His research also explores educational policy through online vs. in-person learning outcomes, addressing retention strategies and selection bias. Labs/Teams: Affiliated with the Department of Economics, Finance & Accounting and the Docking Institute of Public Affairs. Office: McCartney Hall 203D.

• Applied Macroeconomics
• Developing Economies
• Financial Crises
• +۳ مورد دیگر

Lin Chen is the Chair Professor of Finance and Stelux Endowed Professor in Finance at the University of Hong Kong (HKU), serving as Associate Dean (Research and Knowledge Exchange) in the Faculty of Business and Economics. He holds a PhD from the University of Florida and has held academic leadership roles at HKU and Chinese University of Hong Kong (CUHK). His research focuses on financial technology, banking systems, corporate finance, and economic development, with notable contributions to understanding financial resilience during crises and institutional reforms. Educations: PhD/MBA in Finance from University of Florida, B.E. in Engineering from South China University of Technology Leadership roles: Associate Dean (HKU), Board Member of HKU-Standard Chartered FinTech Academy, Currency Board Committee member Research interests span financial innovation , banking competition , corporate governance , and ESG integration . Key projects include RGC Theme-based grants on FinTech stability/inclusion and HK's financial center development. His work is published in top journals like Journal of Financial Economics and Review of Financial Studies . He has advised major institutions including Hong Kong Monetary Authority, World Bank, and China Construction Bank. Awards include the Jensen Prize (2011), Nobel nomination (2016), and honorary professorships from Edinburgh and Berkeley. Grants coordination includes HK$24.4 million FinTech project (2020-2025) and leadership roles in research centers like HKU’s Financial Innovation & Development Centre. Active in editorial roles for Management Science and policy advisory groups. Media engagements include BBC, Bloomberg, and Harvard Law School forums. Current initiatives focus on Web3.0 development in HK and financial inclusion strategies.

• Financial Technology
• Banking and Financial Institutions
• Corporate Finance
• +۴ مورد دیگر

Jesper Rangvid is a Professor of Finance and Director of the Pension Research Centre (PeRCent) at Copenhagen Business School (CBS), where he also serves as Associate Dean of the Executive MBA program . His research focuses on financial markets, macroeconomics, financial crises, household finance, and mutual funds. He has authored influential works such as How Low Interest Rates Change the World (Oxford University Press, 2025) and From Main Street to Wall Street (Oxford University Press, 2021), exploring topics like interest rate trends, economic growth, and policy impacts. He chairs the Council for Return Expectations and holds board positions at Formuepleje, Advantage Investment Partners, and Finansiel Stabilitet, among others. His advisory roles include Levring & Levring and projects for Danish institutions like Forenet Kredit and BankInvest. Recent research highlights include analyzing Denmark’s pension system reforms, fiscal-monetary policy interactions, and the implications of low interest rates on global economies. Rangvid’s publications combine rigorous academic analysis with policy relevance, addressing topics like dividend predictability, economic growth’s impact on asset returns, and the behavior of professional investors. His work often bridges theoretical frameworks with empirical data, offering insights into macro-financial linkages and policy design.

• Financial markets and the macroeconomy
• International finance
• Financial crises
• +۲ مورد دیگر

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.

• International Finance
• Financial Economics
• Asset Pricing
• +۳ مورد دیگر

Professor Emilios Avgouleas holds the Chair of International Banking Law and Finance at the University of Edinburgh's School of Law. He is a leading expert in financial regulation, fintech policy, and systemic risk governance. His research focuses on blockchain technology, sustainable finance, and digital finance frameworks. He serves on the European Securities and Markets Group, advises the World Economic Forum, and collaborates with institutions like the European Banking Institute and the Monetary Committee of the International Law Association (MOCOMILA). Education: PhD (LSE), LLM (LSE), LLB (Athens University). Research grants include Leverhulme Trust funding and collaborations with the Asian Development Bank and Hong Kong University. He has been a visiting professor at Harvard, Yale, Tsinghua, and other global institutions. Research interests span financial stability, bank resolution mechanisms, and the intersection of technology with legal frameworks. His recent work addresses CBDCs, crypto regulation, and post-pandemic banking challenges. Over 80 peer-reviewed articles and books include *Governance of Global Financial Markets* (CUP, 2012) and co-edited volumes on systemic risk and capital markets union. Grants and awards: AHRC (2008-2009), Australian Research Council (2013-2016), Leverhulme Trust. He advises the European Parliament on financial stability and NPLs. Engages in high-level policy dialogues with regulators like the Bank of England, FCA, and ECB.

• Financial Regulation
• Fintech Policy
• Banking Theory
• +۶ مورد دیگر

Christoph Frei is a Professor and Chair of the Department of Mathematical and Statistical Sciences at the University of Alberta. He holds a PhD in mathematical finance from ETH Zurich and previously worked as a researcher at École Polytechnique in Paris. His research focuses on quantitative finance, risk management, and mathematical economics, with applications to algorithmic trading, credit risk, and digital currencies. Education: PhD in Mathematical Finance, ETH Zurich Postdoctoral Researcher, École Polytechnique (Paris) Bachelor/Master in Mathematics, ETH Zurich His work bridges academia and industry through collaborations with institutions like ATB Financial, Canadian Western Bank, and the Federal Reserve System. Key research interests include over-the-counter markets, financial regulation, and machine learning applications in risk prediction. Frei has received notable recognition, including the Best Paper in Asset Pricing Award (2019). Current industry partnerships include AI-driven customer risk prediction projects with ATB Financial and credit risk analysis with Canadian Western Bank. He actively contributes to professional organizations like PRMIA Edmonton and advises on financial technology innovation. Research grants come from NSERC, SSHRC, and Mitacs. His consulting roles have spanned risk modeling at UBS and Credit Suisse, emphasizing practical applications of theoretical frameworks.

• Quantitative Finance
• Risk Management
• Mathematical Economics
• +۴ مورد دیگر

Lars Augestad Lochstoer is a Professor of Finance at the UCLA Anderson School of Management, where he teaches Empirical Methods in Finance and Data Analytics and Machine Learning in the Master of Financial Engineering program. He previously held faculty positions at Columbia University and London Business School, and served on the Asset Allocation Advisory Committee for the Norwegian Sovereign Wealth Fund from 2016 to 2022. Dr. Lochstoer earned his Ph.D. in Finance from the University of California, Berkeley's Haas School of Business in 2005, following his Sivilingeniør Business Economics degree from the Norwegian University of Science and Technology in 1999. His research focuses on understanding the economic mechanisms that drive asset prices, including stock market return dynamics, cross-sectional stock returns, exchange rates, and commodity markets. He has made significant contributions to asset pricing literature, particularly in volatility expectations, risk-return tradeoffs, and currency risk. His publication record reveals a strong focus on behavioral aspects of asset pricing, with recurring themes of investor expectations, volatility dynamics, and market anomalies. His work often combines theoretical models with empirical evidence, frequently incorporating quantitative methods and data science approaches. Recent publications show increasing attention to currency risk and multi-horizon risk-return relationships, reflecting evolving market conditions and research interests. EFA Viz Risk Management Prize for best paper in Energy Markets, Securities and Prices (2009) Michigan Ross School of Business Mitsui Finance Symposium Best Discussant Award (2012) UCLA Anderson Excellence in Teaching Award (2017, 2020, 2021) RFS Distinguished Referee Award (2021) As an active member of the academic finance community, Lochstoer serves as an associate editor for the Review of Finance and the Critical Finance Review, having previously served in the same capacity for the Review of Financial Studies. His professional service includes committee roles in major finance associations and extensive reviewing for top finance and economics journals. He has also contributed to practical finance through his service on the Asset Allocation Advisory Committee for the Norwegian Sovereign Wealth Fund.

• Asset Pricing
• Asset Management
• Quantitative Finance
• +۵ مورد دیگر

Professor Georgios Chortareas is a Professor of Economics at King's Business School, part of King's College London. He serves as Director of the Data Analytics for Finance and Macro Research Centre and is affiliated with the Qatar Centre for Global Banking & Finance. His research focuses on monetary policy, international finance, central banking, exchange rate economics, and fiscal policy coordination. He has contributed to understanding real exchange rates, current accounts, banking efficiency, and the impact of quantitative easing on stock markets. Affiliations : Data Analytics for Finance and Macro Research Centre, Qatar Centre for Global Banking & Finance His work bridges theoretical and applied economics, with notable contributions on policy conflict resolution in monetary unions, volatility-growth linkages, and the role of central bank interventions. He has published extensively in journals like the Journal of Economic Behavior and Organization, European Journal of Political Economy, and International Journal of Finance and Economics. Research highlights include analyzing fiscal leadership strategies in monetary unions, the asymmetric New Keynesian Phillips Curve, and the effects of financial development on economic growth. His studies often employ advanced econometric techniques to address policy-relevant questions.

• Monetary Policy
• International Finance
• Central Banking
• +۷ مورد دیگر

Professor Ian Marsh is a Professor of Finance at Bayes Business School, University of London. He has held this position since 1998 with a temporary leave at the Bank of England between 2001–2003. His research focuses on credit risk transfer markets, foreign exchange dynamics, and macroeconomic exchange rate modelling. He holds a B.Sc. from Sheffield, an M.Sc. from Birkbeck, and a PhD in Economics from Strathclyde. Marsh's research explores three core areas: macroeconomic exchange rate models, FX/equity market microstructure, and credit derivatives. His work on short-selling bans in the UK won the 2011 INQUIRE Prize. He has supervised over 10 PhD students, including Jason Cen and Kwabena Duffuor, focusing on topics like international finance and microstructure analysis. Key publications include the 2012 Handbook of Exchange Rates and influential studies on central bank interventions and credit default swaps. His work is published in top journals like the Journal of Financial Economics and Journal of International Money and Finance . Marsh serves on editorial boards including the Journal of Banking and Finance , and consults for institutions like the Bank of Finland on credit risk innovations. His media engagements include BBC and Financial Times commentary on financial market policies.

• Finance
• Economics
• Financial Markets
• +۴ مورد دیگر

Oliver Linton is the Chair of the Faculty and Professor of Political Economy at the University of Cambridge's Faculty of Economics. He coordinates the Empirical Analysis of Financial Markets theme at the Janeway Institute and holds a position at Trinity College. His research primarily focuses on econometric theory and empirical finance , with applications in market microstructure, asset pricing, and volatility modeling. His research interests span: Development of novel econometric methods for high-dimensional and dynamic data Analysis of financial market behavior, including liquidity and trading patterns Applications in policy-relevant contexts such as quantitative easing and pandemic forecasting Linton's recent publications demonstrate a strong focus on: Advanced time-series methodologies (e.g., GARCH, nonparametric regression) Financial market microstructure and high-frequency trading Economic impact analysis of major events (e.g., Brexit, COVID-19) He has received prestigious awards including: Humboldt Research Award (2015) Thousand Talents Plan recognition from Renmin University of China (2016) Linton actively advises doctoral students, with current supervisees including Xinyi Su, Zhaocheng Zhang, and Kilian Bachmair. He secured significant funding such as the European Commission FP7 grant for Nonparametric and Semiparametric Methods in Economics and Finance (2011–2014).

• Econometric Theory
• Empirical Finance
• Financial Econometrics
• +۲ مورد دیگر