جست‌وجوی استاد و پژوهشگر

Fabio Milaniمشاهده پروفایل

استاد

• Macroeconomics
• Monetary Economics
• International Macroeconomics
• +۳ مورد دیگر

Professor Fabio Milani is a faculty member in the Department of Economics at the University of California, Irvine (UCI), where he also serves as Director of Graduate Studies for the Economics Ph.D. Program. He holds a Laurea in Economics from Bocconi University (2000) and a Ph.D. in Economics from Princeton University (2006). His research focuses on Macroeconomics, Monetary Economics, International Macroeconomics, and Time Series Econometrics, with an emphasis on deviations from rational expectations and the impact of learning behavior on macroeconomic fluctuations. Professor Milani’s work explores how psychological factors and heterogeneous expectations drive economic outcomes, including business cycles and inflation dynamics. He has extensively analyzed the role of sentiment, news shocks, and adaptive learning in macroeconomic models. His teaching spans Ph.D. courses like Macroeconomic Theory and Advanced Macroeconomics, as well as undergraduate courses on Financial Markets and the Macroeconomy. He advises numerous Ph.D. students, many of whom hold academic and policy roles globally. His publications span over 30 articles in top journals, including the Economic Journal , Journal of Economic Dynamics and Control , and Journal of Monetary Economics . Recent research includes studies on inflation tolerance, heterogeneous expectations, and the implications of learning models for monetary policy design. While no scientific awards are explicitly listed, his contributions reflect significant scholarly impact in macroeconomic theory and policy analysis.

Anandadeep Mandalمشاهده پروفایل

دانشیار

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

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.

• Corporate Finance
• Initial Public Offerings (IPOs)
• Corporate Governance
• +۷ مورد دیگر

Abhinav Goyal is a Professor of Finance and Director of Global Engagement at Birmingham Business School, University of Birmingham. He is affiliated with the Department of Finance and plays a leadership role in shaping the school's international strategy. His research is widely published in premier finance journals, and he serves on editorial boards including as Associate Editor for British Accounting Review . Education: PhD in Banking and Finance, University College Dublin, Ireland (2013) MA in Financial Risk Management, Simon Fraser University, Canada (2007) BE (Hons) in Computer Science, India (2006) His research focuses on corporate finance , particularly IPOs, corporate governance, privatization, and dividend policy, with a strong emphasis on institutional and emerging market contexts. His work explores how legal, political, cultural, and media factors influence corporate financial decisions, especially in initial public offerings and payout policies. Using empirical methods, he investigates global patterns in financial markets, often drawing on cross-country datasets to assess the impact of governance reforms, ownership structures, and socio-political events. The recent articles reflect a consistent focus on IPO pricing dynamics, influenced by democracy, media, terrorism, board reforms, and legal frameworks. His research integrates insights from political economy, behavioral finance, and institutional theory, demonstrating a multidisciplinary approach to understanding financial markets. A recurring theme is the role of transparency, governance, and external shocks in shaping corporate financial behavior. Scientific Awards and Editorial Roles: Associate Editor, British Accounting Review Area Editor (Frontier Markets), Research in International Business and Finance Dr. Goyal has advised doctoral and postdoctoral researchers in finance, though specific names are not listed. He has secured research funding through collaborative projects reflected in his co-authored publications with international scholars. His past academic appointments include positions at University College Cork and the University of Liverpool, along with visiting roles at Monash University, Xi’an Jiaotong-Liverpool University, and Manipal University, indicating a strong global academic network. He teaches advanced courses such as Contemporary Topics in Banking and Finance (MBA) and Private Equity and Venture Finance (MSc), contributing significantly to graduate education. He leads no named research lab or center in the provided text, but his editorial roles and global engagement position suggest active participation in research communities and international academic collaborations.

• Financial Economics
• Market Microstructure
• Derivative Pricing
• +۵ مورد دیگر

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 .

Rudi Zagstمشاهده پروفایل

استاد

• Financial Engineering
• Risk Management
• Asset Management
• +۳ مورد دیگر

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.

Stephen Morrisمشاهده پروفایل

استاد

• Economic Theory
• Game Theory
• Financial Economics
• +۴ 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.

Andrei A. Levchenkoمشاهده پروفایل

استاد

• International Economics
• Macroeconomics
• Development Economics
• +۵ مورد دیگر

Andrei A. Levchenko is the John W. Sweetland Professor of International Economics at the University of Michigan's Department of Economics. He holds affiliations with prominent institutions including NBER, CEPR, and CEBRA, where he directs the International Trade and Macroeconomics Program. His research focuses on international trade, global production networks, business cycle transmission, and the macroeconomic implications of institutional changes. Levchenko's work bridges micro and macroeconomics, analyzing firm-level data to understand aggregate phenomena. Key contributions include studies on global supply chains' role in economic fluctuations, the impact of industrial policy on long-term growth, and the distributional consequences of large devaluations. He has been recognized with the Bhagwati Award and featured in the Economic Report of the President multiple times. His research spans topics such as trade elasticities, inflation dynamics, and the intergenerational trade-offs of pandemic lockdowns. Levchenko collaborates with leading economists globally, producing influential papers in top journals like the American Economic Review and Review of Economic Studies. His Google Scholar profile highlights over 10,000 citations, underscoring his significant impact on modern international economics. Education: Not explicitly listed in the provided materials. Affiliations: NBER Research Associate, CEPR Research Fellow, CEBRA Director of ITM Program. Grants & Awards: Bhagwati Award (2021/2022), multiple NBER/CEPR working papers, and contributions to policy dialogues via IMF and World Bank collaborations.

Shouyong Shiمشاهده پروفایل

استاد

• Macroeconomics
• Monetary Economics
• Financial Economics
• +۷ مورد دیگر

Shouyong Shi is a Professor and David C. Smith Chair in Economics at Queen's University. Previously, he held positions at the University of Toronto (as a Tier 1 Canada Research Chair) and Pennsylvania State University. His research focuses on macroeconomics, monetary economics, financial economics, and labor economics, with notable contributions to search theory, market frictions, and business cycle analysis. Shi has been a Research Fellow at the Bank of Canada and holds editorial roles, including co-editing the Annals of Economics and Finance . Education: Ph.D. in Economics, University of Toronto (1991) M.A. in Economics, University of Toronto (1988) B.Sc. in Industrial Engineering and Management Science, Huazhong University of Science and Technology (1984) Research Interests: Shi’s work spans macroeconomic theory, monetary policy, financial markets, and labor markets. Key topics include price dispersion, liquidity dynamics, wage-tenure contracts, and the role of search frictions in economic cycles. His influential papers address topics like directed search models, efficient job search mechanisms, and the impact of skill-biased technology on inequality. Awards and Honors: Tier 1 Canada Research Chair (2002–2014) John Rae Prize (2000, for best researcher in five years) Bank of Canada Fellowship (2003–2012) Grants and Supervision: Shi has supervised over 20 Ph.D. students, many of whom now hold academic or policy roles. He has received SSHRC grants for research on macroeconomic policies, search frictions, and monetary economics. Notable grants include projects on “Search Frictions and Macroeconomic Policies” and “Decentralized exchanges and market efficiency.” Labs/Teams: Shi collaborates with institutions like the Bank of Canada, Federal Reserve Banks, and international universities (e.g., Tsinghua, Fudan). His work often involves interdisciplinary teams addressing real-world economic challenges, such as pandemic impacts on output and liquidity dynamics in financial markets.

• Stochastic Processes
• Financial Mathematics
• Systemic Risk
• +۶ مورد دیگر

Jean-Pierre Fouque is a Professor in the Department of Statistics and Applied Probability (PSTAT) at the University of California, Santa Barbara. His research focuses on stochastic processes, financial mathematics, systemic risk, and reinforcement learning, with a particular emphasis on mean field games and multi-scale stochastic models. He explores applications in portfolio optimization, risk management, and algorithmic finance. His work combines theoretical advancements in stochastic analysis with practical applications in economics and finance. Notable contributions include developing models for systemic risk in financial networks, analyzing reinforcement learning algorithms in mean-field frameworks, and studying stochastic volatility effects in derivatives pricing. Recent research trends include integrating deep learning techniques for systemic risk quantification, advancing multi-scale asymptotic methods for portfolio optimization, and investigating strategic interactions in financial systems using game-theoretic approaches. His publications frequently address topics such as stochastic volatility calibration, optimal investment strategies under uncertainty, and the dynamics of financial markets under stress scenarios. Dr. Fouque has contributed to foundational textbooks and edited volumes on systemic risk and mean field games. His interdisciplinary work bridges probability theory, mathematical finance, and computational methods, impacting both academic research and practical risk management practices.

Christopher Polkمشاهده پروفایل

استاد

• Asset Pricing
• Asset Management
• Behavioral Finance
• +۱ مورد دیگر

Christopher Polk is Professor of Finance at LSE and former Head of the Finance Department. His research on asset pricing and investment strategies has received numerous awards including the Fama-DFA Prize for best paper in capital markets. Polk developed influential models integrating stochastic volatility into intertemporal asset pricing theory and has made significant contributions to understanding value investing cycles. He currently teaches Sustainable Finance and Impact Investing while leading research on factor premia variation across business cycles. Fama-DFA Prize (2018) AQR Insight Award (2014) Jensen Prize (2002) Q Group Research Award Inquire Europe Research Award

Kingsley Fongمشاهده پروفایل

دانشیار

• Market Microstructure
• Investment
• Household Finance
• +۲ مورد دیگر

Kingsley Fong is an Associate Professor of Finance at the UNSW Business School , specifically within the School of Banking and Finance . He holds a PhD from the University of Sydney and a BCom (Hons) from UNSW. His research focuses on market microstructure , investment , household finance , and sustainable finance , and he co-founded the RISE Finance Lab to explore finance's role in societal well-being. He also developed the DATKIS framework for systemic coherence in financial practices. Research Interests : Market microstructure, household finance, sustainable finance, and empirical finance. Teaching : Courses such as WEALTH MANAGEMENT AND CLIENT ENGAGEMENT , SUSTAINABLE INVESTING , and SUSTAINABLE FINANCE . Key Trends in Research : His work spans liquidity proxies, algorithmic trading impacts, broker-client dynamics, and sustainable finance innovations. Notable collaborations include studies on market quality, tax-driven trading, and household investment behavior. Scientific Awards : 2017 Review of Finance Spängler IQAM Prize 2021 Aspen Institute Ideas Worth Teaching Award 2022 S&P Global Decarbonisation Hackathon Engagement : Co-Founder of UNSW RISE Finance Lab (2025) Australian Sustainable Finance Institute Reference Group (2024) Deputy Head of School Banking and Finance (2011–2019) Contact : k.fong@unsw.edu.au | Location : UNSW Business School, Ref E12, Level 3, Room 344B.

Damir Filipovicمشاهده پروفایل

استاد

• Quantitative Finance
• Risk Management
• Machine Learning
• +۷ مورد دیگر

Academic Profile: Damir Filipovic is a Full Professor and the Swissquote Chair in Quantitative Finance at the College of Management of Technology (CDM) of École Polytechnique Fédérale de Lausanne (EPFL), Switzerland. He previously held academic positions at the University of Vienna, University of Munich, and Princeton University, and served as Head of the Vienna Institute of Finance. Research Focus: Quantitative finance, risk management, stochastic processes, term structure modeling, volatility risk, and machine learning applications in financial markets. Industry Collaboration: Co-developed the Swiss Solvency Test for insurance capital requirements while consulting for the Swiss Federal Office of Private Insurance. Publications: Contributed extensively to journals like Journal of Financial Economics, Mathematical Finance, and Annals of Applied Probability, with a textbook on Term-Structure Models. Academic Service: Editorial board member of multiple journals and organizer of advanced workshops on systemic risk and financial technology. Recent Research: His work emphasizes machine learning for portfolio risk management, kernel-based yield curve estimation, and robust stochastic modeling. Keynote speaker at international conferences on finance and insurance mathematics, with over 15 recent publications in 2023-2025 addressing high-dimensional financial problems, neural control systems, and causal inference in market data. Education: Ph.D. in Mathematics from ETH Zurich (2000). Graduate of ETH Zurich and University of Vienna. Teaching & Mentorship: Supervises current and former EPFL Ph.D. students in quantitative finance, including Nicolas Camenzind, Joshua Hayes, Andrea Ruglioni, and ten others. Former students like Damien Ackerer and Lotfi Boudabsa now lead research in risk management. Labs & Programs: Directs EPFL's Finance and Technology Programme, leads the Computational Finance Group (CSF) at EPFL, and contributes to Swiss Finance Institute initiatives. Scientific Leadership: Served on EPFL Committee of Academic Evaluation and Doctoral Program Finance committee.

Guy Davidمشاهده پروفایل

استاد

• Health Economics
• Industrial Organization
• Applied Microeconomics
• +۵ مورد دیگر

Guy David is the Alan B. Miller Professor of Health Care Management at the Wharton School and Professor of Medical Ethics and Health Policy at the Perelman School of Medicine, University of Pennsylvania. He chairs the Health Care Management Department and serves as a Research Associate at the National Bureau of Economic Research and Senior Fellow at the Leonard Davis Institute of Health Economics. Education: PhD in Business Economics, University of Chicago (2004) MA in Economics, Tel-Aviv University (1997) BA in Economics, Tel-Aviv University (1995) Research Interests: Applied microeconomics in healthcare markets Industrial organization and regulation of post-acute care Dynamics of mixed-ownership competition in healthcare Patient-centered medical care and welfare effects Emergency medical services economics Direct-to-consumer advertising and drug safety Division of labor in care continuum Publication Trends: His research focuses on antitrust implications in nonprofit hospitals, schedule volatility in healthcare workforce, performance pay incentives in Medicare, and pandemic-related healthcare disruptions. Recent work examines telemedicine adoption, preventive care disruptions, and provider-patient engagement length in home health care. Scientific Awards: National Bureau of Economic Research Dissertation Fellowship (2003-04) University of Pennsylvania Research Foundation Awards (2006, 2009) Leonard Davis Institute Pilot Project Awards (2007, 2009) NIH Grant (2008) Multiple Wharton Teaching Excellence Awards (2014, 2017, 2018) Leadership & Grants: He leads the Wharton-Anthem Research Initiative, co-edits the International Journal of Health Economics and Management , and was former director of the Health Care Management and Economics PhD program. His work has been funded by NIH, NBER, Leonard Davis Institute, and University of Pennsylvania.

Raghavendra Rauمشاهده پروفایل

استاد

• Corporate Finance
• Behavioral Finance
• Information Economics
• +۶ مورد دیگر

Professor Raghavendra Rau is the Sir Evelyn de Rothschild Professor of Finance at Cambridge Judge Business School, University of Cambridge. He is the Founder and Academic Director of the Cambridge Centre for Alternative Finance (CCAF) and serves on editorial boards of journals like the Journal of Corporate Finance and Journal of Banking and Finance. He will be President of the Financial Management Association in 2025 and has held visiting roles at Gresham College, Universiti Malaya, and University of Jordan. Education: MBA (IIM Bangalore), MSc, PhD (INSEAD) Previous Roles: Principal at Barclays Global Investors, Ambank Chair, Gresham Professorship His research focuses on how investors and firms process information, with key areas including corporate governance, behavioral finance, fintech, digital finance, CEO decision-making, and ESG. He explores links between prenatal environmental exposure and executive risk-taking, gender diversity in finance, and regulatory impacts on crowdfunding and digital lending. Recent publications analyze serial acquirers' behavior, CSR impacts on firm value, superstitious fund managers, and digital financing regulations. His work bridges behavioral biases, environmental factors, and financial innovation. Awards include the 2015 Ig Nobel Prize in Management.

Ali Lazrakمشاهده پروفایل

دانشیار

• Asset Pricing
• Corporate Finance
• Behavioral Finance
• +۵ مورد دیگر

Ali Lazrak is an Associate Professor at the Sauder School of Business , University of British Columbia , specializing in Finance . He holds the Peter Lusztig Professorship in Finance and teaches courses such as International Financial Markets and Institutions and Theory of Finance (2024-2025). His research bridges Political Economy , Asset Pricing , and Behavioral Finance , with a focus on ESG concerns , Voting Theory , and Time Inconsistency . Education: ENSAE (B.Sc.), Sorbonne (M.Sc.), Toulouse (Ph.D.) Contact: Henry Angus Building (HA 872), +1 604.822.9481, ali.lazrak@sauder.ubc.ca His work explores group decision-making in corporate investment, green finance (e.g., the green premium in ESG markets), and time-inconsistent preferences in continuous games. Recent publications highlight how responsible consumption and demand elasticity shape asset prices, and how institutional divestiture impacts harmful asset stranding through informational and economic channels. Scientific accolades include the Jacob Gold & Associates Best Paper Prize (2019), Best Paper Awards at HEC-McGill, UBC, Luxembourg, and Stanford conferences, and the Peter Lusztig Professorship . His methodological expertise spans stochastic control , recursive utility , and dynamic equilibrium analysis .