Christian Schlag is a Professor at the Finance Department of Goethe University Frankfurt’s Faculty of Economics and Business , where he also serves as Dean. He leads the Chair of Derivatives and Financial Engineering and coordinates young researchers at the Leibniz Institute for Financial Research SAFE. His research focuses on equilibrium asset pricing, derivative securities, and empirical capital market analysis. Research Trends : Schlag’s recent work explores volatility dynamics, climate risk in asset pricing, return predictability, and investor behavior. His 2023 publications examine time-varying consumption growth risk, equity factors, and individual stock volatility models. Earlier studies (2021–2015) address pricing kernels, welfare costs of temperature volatility, and model mis-specification in hedging. Student Placements : Former advisees hold positions at institutions like the European Central Bank, INSEAD, Australian National University, and Warwick Business School. His Chair of Derivatives and Financial Engineering collaborates with networks across Europe, North America, and Asia.
Anna Battauz is an Associate Professor at Bocconi University, teaching undergraduate, graduate, and Ph.D. courses in Calculus, Quantitative Finance, Derivatives Pricing, Numerical Methods for Finance, and Continuous-Time Finance. She serves as Director of the MSc in Finance since 2022 and is a research fellow at IGIER (Innocenzo Gasparini Institute for Economic Research) and Baffi Carefin. Education: Ph.D. in Financial Mathematics from Scuola Normale Superiore in Pisa; Degree in Mathematics from the University of Udine. Research Interests: Anna specializes in Quantitative Finance, with a focus on asset/derivatives pricing, asset allocation, and optimal stopping. Her work bridges theoretical finance with practical applications in financial markets. Publications & Research Trends: Her recent articles explore American options, stochastic interest rates, quanto derivatives, and earnouts in M&A. Topics span mathematical finance, computational methods, and strategic corporate finance, emphasizing pricing models, optimization, and empirical analysis. Scientific Awards: Teaching Excellence Award, Bocconi University (2018) Research Excellence Award, Bocconi University (2014) Research Excellence Award, Bocconi University (2004) Refereeing & Affiliations: Anna acts as a referee for academic publications and contributes to research initiatives at IGIER and Baffi Carefin. Her expertise supports advanced financial modeling and policy development in dynamic market environments.
Jin Ma is a Professor in the Department of Mathematics at the University of Southern California (USC), where he has served since 2007. He previously held professorships at Purdue University (1994–2008). His research focuses on stochastic analysis, stochastic differential equations, mathematical finance, and control theory. He directs USC's Mathematical Finance Program and serves on editorial boards for journals like Probability, Uncertainty and Quantitative Risk and SIAM Journal on Control and Optimization . Ma received his Ph.D. in Mathematics from the University of Minnesota (1992) and M.S./B.S. in Applied Mathematics from Fudan University (1985/1982). His work bridges theoretical stochastic analysis and applied domains like finance and insurance, with notable contributions to forward-backward SDEs and mean-field games. Research Highlights: Developed frameworks for stochastic control and backward SDEs in financial and insurance contexts. Advanced mean-field game models for limit order book dynamics and equilibrium analysis. Explored set-valued stochastic differential equations and their applications in risk management. Grants & Advising: Advised numerous graduate students in stochastic processes and mathematical finance. Research supported by NSF grants and industry collaborations.
Francisco Barillas Bedoya is an Associate Professor at the School of Banking and Finance within the UNSW Business School, University of New South Wales. His research focuses on theoretical and empirical asset pricing, particularly portfolio choice, asset pricing tests, macrofinance, and term structure of interest rates. He has published extensively in top-tier journals like the Journal of Finance and Management Science. PhD from New York University MA from University of British Columbia BSc from Trent University His recent publications analyze Sharpe ratios for model comparison, speculative behavior in bond markets, and risk premia in fixed income markets. While no formal awards are listed, his work intersects financial economics, econometrics, and computational methods. Office: Level 3, Room 333C, Ref E12 Email: f.barillas@unsw.edu.au
Daniel McKeever serves as an Assistant Professor in the School of Management at Binghamton University, where he conducts research and teaches in finance-related disciplines. His academic background includes: BA from The Ohio State University PhD from Penn State University Dr. McKeever's research program investigates corporate finance through empirical and behavioral lenses, with particular emphasis on board networks, corporate governance structures, and executive decision processes. His teaching portfolio includes advanced coursework in derivatives markets and investment strategies, reflecting his expertise in financial markets. No scientific awards or major research grants were documented in the provided source material. Information regarding student mentorship, research laboratories, or collaborative teams was not specified in the available faculty profile.
The Chinese University of Hong Kong (CUHK)Hong Kong SAR
Dr. Dicky Tsang is an Associate Professor at the Faculty of Law , The Chinese University of Hong Kong. He holds degrees from Georgetown University (S.J.D.), Columbia University (LL.M., J.D.), University College London (LL.M.), and the University of Hong Kong (LL.B., PCLL). His practice experience includes corporate finance law at Linklaters and Shearman & Sterling across New York, London, Hong Kong, Beijing, and Shanghai. Admitted to practice in New York, England & Wales, and Hong Kong Research Interests : Dr. Tsang specializes in Private International Law and Company Law , focusing on cross-border corporate liability, veil-piercing, arbitration agreements, and FRAND litigation. His work bridges empirical legal analysis with comparative law frameworks. Publication Trends : His recent scholarship examines jurisdictional conflicts, enforcement of foreign judgments, and regulatory challenges in global corporate law. Publications span journals like Virginia Journal of International Law and Journal of Private International Law . Scientific Awards : Outstanding Research Impact Award 2022-23 CUHK Research Excellence Award 2019-2020 CUHK Teaching Excellence Award 2016-2017 Grants : He has led multiple RGC-funded projects, including empirical studies on China’s choice-of-law regime and foreign judgment enforcement. Collaborative grants explore corporate governance and legal education in Asia.
W. Brent Lindquist is a Professor in the Department of Mathematics and Statistics at Texas Tech University, affiliated with the TTU Mathematical Finance Program. His contact details include office location in the Mathematics & Statistics building (Room 104), phone (+1 806 834 2348), and email brent.lindquist@ttu.edu. His research spans computational financial mathematics, porous media flow, neuroscience applications, and quantum electrodynamics. Key contributions include dynamic asset pricing with market microstructure integration, pore-scale flow modeling using 3D micro-tomography, automated neuron morphology identification, and QED computations for electron magnetic moments. Recent work emphasizes ESG factor incorporation into financial models. Analysis of 2023–2025 publications reveals a dominant focus on sustainable finance, particularly ESG-integrated option pricing and portfolio optimization. Methodologies include random forests for market microstructure analysis, skew random walks for volatility modeling, and Lévy processes for Bitcoin dynamics. Cross-cutting themes involve hedonic real estate models with ESG factors and unified asset pricing frameworks bridging classical finance theories.
Martin Larsson is a Professor in the Department of Mathematical Sciences at Carnegie Mellon University (CMU), affiliated with the Mellon College of Science. He holds a Ph.D. from Cornell University and completed a postdoctoral appointment at the Swiss Finance Institute at EPFL, Lausanne, Switzerland. His research focuses on Mathematical Finance, stochastic analysis, probability, and statistics, with emphasis on affine and polynomial processes, stochastic portfolio theory, and sequential statistics. Key research domains include modeling interest rate term structures, large-scale equity market dynamics, and statistical testing in online settings. He serves as the Departmental representative for the Master of Science in Computational Finance (MSCF) program at CMU. Larsson has received the Bruti-Liberati Visiting Fellowship from the University of Technology Sydney. His work bridges theoretical probability with applications in finance, including contributions to stochastic volatility modeling, optimal contracts in trading, and robust portfolio optimization under uncertainty. Publications span topics such as martingale exit times, Wasserstein distance convergence, and ergodic control in stochastic systems, reflecting his interdisciplinary approach to mathematical finance and probability theory. His research often combines analytical techniques with stochastic control and geometric flows.
Craig Pirrong is a Professor of Finance at the C. T. Bauer College of Business, University of Houston, where he also serves as the Energy Markets Director for the Gutierrez Energy Management Institute (GEMI). He joined the faculty in January 2003, bringing prior experience from Oklahoma State University, the University of Michigan, the University of Chicago, and Washington University in St. Louis. Ph.D. in Business Economics, University of Chicago His research centers on the economics of commodity markets, particularly the interplay between market fundamentals and price dynamics in energy and derivatives markets. He is known for developing structural models linking observable factors like temperature and load to power derivatives pricing. His work spans power markets, financial exchanges, and risk management. His publications reveal a strong focus on energy derivatives, structural modeling, and market manipulation detection. Recent and forthcoming work includes applications in power and weather derivatives, lattice pricing methods, and commodity price dynamics, reflecting his deep expertise in quantitative and fundamental analysis of energy markets. Author of three books, including Managing Energy Risk Over 30 professional publications Consultant to global utilities, commodity firms, and exchanges Blogger at Streetwise Professor He has advised numerous industry clients and contributed to regulatory and market design discussions, particularly in energy and derivatives markets. While no formal students are listed, his leadership in GEMI and extensive research output suggest active mentorship and collaboration. He is involved with research initiatives at the intersection of finance, energy, and policy. Dr. Pirrong has held significant roles across top-tier business schools and continues to influence both academic and industry practices in commodity and energy finance.
Alexi Savov is the Marcus Nadler Professor of Finance and Economics at the New York University Stern School of Business and a Research Associate in Asset Pricing at the National Bureau of Economic Research. His research investigates the interplay between monetary policy, financial institutions, and asset markets, with a focus on banking stability and macroeconomic transmission mechanisms. Education: Ph.D. in Finance, University of Chicago Booth School of Business M.B.A., University of Chicago Booth School of Business B.A. in Mathematics and Economics (summa cum laude), Washington University in St. Louis Research Focus: Professor Savov's work centers on macro-finance, monetary policy transmission, and financial intermediation. He examines how central banking actions influence credit markets, asset prices, and banking stability, with empirical emphasis on deposit dynamics, housing markets, and risk premiums. Publications: His articles in top-tier journals explore themes including monetary policy's impact on housing, deposit-driven banking models, and shadow banking. Research often integrates theoretical frameworks with granular data to address systemic risks and regulatory implications. Awards and Honors: 2022 Journal of Finance Brattle Group Prize (Distinguished Paper) 2018 Journal of Finance Amundi Pioneer Prize (Distinguished Paper) 2011 Journal of Finance Smith-Breeden Prize (Distinguished Paper) WFA Best Paper Award in Financial Intermediations Yuki Arai Faculty Research Prize in Finance, NYU Stern
London School of Economics and Political Science (LSE)United Kingdom
Dong Lou is a Professor of Finance at the Hong Kong University of Science and Technology (HKUST), where he serves as Associate Dean of Business and Management (Strategic Planning and Research) and Acting Head and Chair Professor of the Department of Finance. He is also a CEPR Research Fellow at the London School of Economics (LSE). His research focuses on asset pricing, investment management, and behavioral finance, with a particular emphasis on market inefficiencies, trading dynamics, and macrofinancial linkages. PhD in Finance, Yale University, 2009 His scholarly work explores liquidity provision, arbitrage activity, investor behavior, and the impact of information dissemination on financial markets. Recent studies include the effects of dollar asset holdings on global yields, retail margin trading dynamics, and the relationship between communication rates and security prices. His publications appear in top journals like Management Science , Journal of Financial Economics , and Review of Financial Studies . His research has been recognized with numerous awards, including the Crowell Memorial Award, NASDAQ OMX Award, and multiple INQUIRE and CRSP Forum grants. He mentors PhD students in finance and co-directs the HKUST-DXM AI for Finance Joint Laboratory, advancing AI applications in financial research and practice.
Lu Zhang is The John W. Galbreath Chair in Finance and Professor of Finance at Fisher College of Business, The Ohio State University. He also serves as a Research Associate at the National Bureau of Economic Research (Asset Pricing program) and as Associate Editor for the Journal of Financial Economics and Journal of Financial and Quantitative Analysis. Previously, he taught at the University of Michigan and University of Rochester. Research Focus: Dr. Zhang specializes in asset pricing, integrating macroeconomics, corporate finance, labor economics, and capital markets research in accounting. His groundbreaking contributions include the investment CAPM and the q-factor model, which address asset pricing anomalies and serve as foundational tools in academic and investment management sectors. Recent Publications: His recent work spans topics such as firm-level irreversibility, endogenous disasters in economic modeling, and the integration of expected growth into the q-factor model. These studies reflect his focus on bridging macroeconomic dynamics with financial markets. Scientific Awards: Smith-Breeden Award for Best Paper (2005) Spängler IQAM Best Paper Prize (2019) Editor’s Choice, Lead Article (2015) Teaching: Dr. Zhang teaches courses ranging from undergraduate to PhD levels, including Investment Management, Derivative Securities, and Advanced Asset Pricing. In 2015, he received the Outstanding Working Professional MBA Elective Faculty Award at Ohio State.
Kürşat Aydoğan is a Professor of Finance and currently serves as the Rector of Bilkent University. He holds a B.S. in Management from Middle East Technical University (1979), an MBA (1980), and a Ph.D. in Finance from Syracuse University (1986). His career includes teaching positions at Ball State University, Middle East Technical University, and Michigan State University, alongside a 13-year tenure as Dean of Bilkent’s Faculty of Business Administration (1991–2004). He has also consulted for the Central Bank of Turkey’s Research Department (1988–1993). His research focuses on corporate finance, asset pricing, and emerging markets, with notable contributions to banking sector analysis, market efficiency, and financial intermediation. His work bridges theoretical finance and practical market dynamics, particularly in Turkish and OECD contexts. His publications span topics such as stock market reactions to corporate actions, cross-sectional stock returns, and the interplay between banking and real sectors. His articles often address emerging markets’ unique challenges, offering insights into policy and institutional frameworks. His career reflects a blend of academic leadership, administrative roles, and impactful empirical research.
Duane J. Seppi is a Professor of Financial Economics at the Tepper School of Business , Carnegie Mellon University since 2001, currently holding the Richard C. Green Professor chair. His research focuses on market microstructure (price manipulation, limit orders, market liquidity) and derivative pricing for commodities. PhD in Finance from University of Chicago (1988) MBA from University of Chicago (1984) BA from Stanford University (1977) His work bridges financial theory with commodity operations , exploring topics like natural gas storage valuation , electricity price modeling , and merchant commodity asset management . Key publication trends include Nash equilibrium in price impact , latent trading demand analysis , and commodity real options . Scientific awards include: Best Paper Award (2015) WFA/NYSE Prize (2005) George Leland Bach Award (2002) Roger F. Murray Prize (1998) As a dedicated educator , he teaches option pricing , stochastic processes , and algorithmic trading . His editorial board service spans the Journal of Finance , Journal of Financial Markets , and Review of Finance . Duane has held visiting fellowships at the U.S. SEC , University of Vienna , and Nanyang Technical University .
Prof. Dr. Rudi Zagst is a Professor of Mathematical Finance at the Technical University of Munich (TUM), where he serves as Head of the Department of Mathematical Finance within the TUM School of Computation, Information and Technology. He has held this position since 2001 and is actively involved in teaching, research, and academic leadership. In 2003, he was appointed as a second member of the Faculty of Economics, and since 2004, he has served as Deputy Chairman of the joint elite degree program 'Finance & Information Management' of the University of Augsburg and TUM. Prof. Zagst earned his doctorate in business mathematics from the University of Ulm, where he later completed his habilitation in 2000. His academic journey began with a professional career at HypoVereinsbank AG, where he served as Head of Product Development in Institutional Investment Management before becoming Managing Director of RiskLab GmbH in 1997. His research focuses primarily on financial engineering, risk management, and asset management, with particular emphasis on portfolio optimization, mathematical finance, and quantitative risk management. His work bridges theoretical finance with practical applications, often incorporating advanced mathematical techniques to solve complex financial problems. Recent publications demonstrate his continued interest in GARCH models, portfolio optimization under various constraints, and the application of machine learning techniques to financial problems. Analysis of his recent publications (2024-2025) reveals a strong focus on portfolio optimization under complex market conditions, particularly using GARCH models to capture volatility dynamics. His work increasingly incorporates machine learning techniques (as seen in the credit spread analysis paper) while maintaining rigorous mathematical foundations. Many papers explore the intersection of theoretical finance with practical investment strategies, reflecting his commitment to bridging academic research with real-world financial applications. Professor of the Year 2007 (awarded by Unicum Profession magazine) Prof. Zagst has supervised numerous bachelor's, master's, and doctoral theses through TUM's Finance and Actuarial Science research group. His collaborative work with industry partners through the TUM CAIR Labs and RiskFactory demonstrates strong connections between academic research and practical financial applications. He has received research funding through various industry partnerships with major financial institutions including Allianz, Munich Re, and ERGO Group AG. Prof. Zagst leads the Research Group Finance and Actuarial Science at TUM, which includes Professors Matthias Scherer, Aleksey Min, and Christoph Knochenhauer. The group maintains strong industry connections through the TUM CAIR Labs initiative, collaborating with over 25 financial institutions including Allianz, Munich Re, Deloitte, PwC, and KPMG. Their RiskFactory laboratory serves as a bridge between academic research and practical financial risk management applications in the industry.
