جست‌وجوی استاد و پژوهشگر

David A. Hsiehمشاهده پروفایل

استاد

• Financial Risk Management
• Hedge Funds
• Asset Pricing
• +۳ مورد دیگر

David A. Hsieh is the Bank of America Professor of Finance at the Fuqua School of Business, Duke University, where he has been a faculty member since 1993. Previously, he served as Associate Professor and Assistant Professor at the University of Chicago's Graduate School of Business from 1981-1989. His extensive research has significantly contributed to the understanding of hedge funds, financial risk management, and nonlinear dynamics in financial markets. Massachusetts Institute of Technology, Ph.D. in Economics, 1981 Yale University, B.S. in Economics and Mathematics, 1976 (Summa Cum Laude, Phi Beta Kappa) Phillips Academy, Andover, 1972 (Cum Laude) Dr. Hsieh's research primarily focuses on the dynamics of asset prices and their implications for financial risk management. He has made significant contributions to understanding risk and return characteristics in hedge funds and commodity funds, pioneering work on nonlinear dynamics applications to financial markets. His research has evolved from early work on exchange rates and volatility modeling to more recent comprehensive analyses of hedge fund strategies, performance measurement, and industry structure. Hsieh's publication history reveals a clear progression from foundational work on nonlinear dynamics in financial markets to increasingly sophisticated analyses of hedge fund strategies and risk characteristics. His recent work, often in collaboration with William Fung and other prominent finance researchers, has focused on mega hedge fund firms, franchise value in the industry, and the evolution of hedge fund strategies toward more index-like products. The research consistently combines rigorous theoretical frameworks with robust empirical analyses across diverse market conditions. CAIA Award for Excellence in Alternative Investment Research (2015) CFA Institute Graham and Dodd Award of Excellence (2004) Bank of America Faculty Award (2002) Duke Cross-Continent Executive MBA Teaching Excellence Award (2002) Fischer Black Memorial Foundation Robert J. Schwartz Memorial Prize (1999) Smith Breeden First Prize (1990) Yale Science and Engineering Association High Scholarship Award (1976) Russell Henry Chittenden Prize (1976) Dr. Hsieh has served as a consultant for the International Monetary Fund (2007-2016) and the Bank for International Settlements (1998), and as a Visiting Scholar at both the International Monetary Fund and the Board of Governors of the Federal Reserve System. His editorial service includes Finance Editor for Management Science (2003-2009) and Associate Editor roles for several leading finance journals. He has developed extensive research resources including a Hedge Fund Data Library that has become widely used in academic and industry research.

Zhi Daمشاهده پروفایل

استاد

• Asset Pricing
• Behavioral Finance
• Market Microstructure
• +۷ مورد دیگر

Zhi Da is the Howard J. and Geraldine F. Korth Chair in Finance and Professor of Finance at the University of Notre Dame , Mendoza College of Business, Department of Finance. He completed his Ph.D. in Finance at Northwestern University’s Kellogg School of Management (2006), preceded by an M.Sc. in Financial Engineering from the National University of Singapore (2001) and a B.B.A. with First-Class Honors (1999) from the same institution. Holding editorial roles at Journal of Finance , Management Science , Review of Financial Studies and several other top journals, he is a leading voice in empirical finance research. Education Ph.D. in Finance, 2006 – Kellogg School of Management, Northwestern University M.Sc. in Financial Engineering, 2001 – National University of Singapore B.B.A. (1st Class Honors), 1999 – National University of Singapore Research Interests Zhi Da’s scholarship sits at the intersection of asset pricing , behavioral finance , and market microstructure . He investigates how investor attention, institutional trading, liquidity frictions, and information flows jointly determine the cross-section of expected returns. His work delves into retail margin trading, the role of pension-fund flows in exchange-rate dynamics, the informational content of SEC filings, and the efficiency of short-selling mechanisms. By combining large-scale data analytics, textual analysis, and structural modeling, he uncovers novel predictors of returns ranging from presidential approval ratings to real-time attention measures. Recent projects explore fractional trading ’s impact on price efficiency, hedging demand as a driver of intraday momentum, and the hidden effort problem in delegated portfolio management. These themes collectively advance our understanding of limits to arbitrage and the formation of extrapolative beliefs. Publication Landscape Spanning 2025 back to 2009, his 15 most recent articles in Journal of Finance , Review of Financial Studies , Management Science , Journal of Financial Economics , and Journal of Financial and Quantitative Analysis converge on three broad motifs: (1) micro-level trading frictions—liquidity costs, margin requirements, and short-selling constraints; (2) macro-finance linkages—exchange rates, fiscal policy, and global capital flows; and (3) information economics—attention allocation, media analytics, and regulatory disclosures. The collective evidence demonstrates that seemingly small trading or informational frictions aggregate into large, persistent cross-sectional return predictability. Honors and Awards 2017 William F. Sharpe Award for Best Paper, Journal of Financial and Quantitative Analysis Lead-article distinctions in Journal of Finance , Review of Financial Studies , and Management Science Featured coverage in SmartMoney and CNBC Teaching & Mentorship At Notre Dame’s Mendoza College, Professor Da teaches Investments (undergraduate and MBA) and Fixed Income Securities , integrating cutting-edge research insights into the curriculum. While specific advisees are not listed, his extensive co-author network (22+ recurring collaborators) attests to a vibrant mentoring environment. Laboratory & Data Resources He publicly distributes the NAT (Net Arbitrage Trading) dataset, a stock-quarter panel of arbitrage positions used in Chen, Da & Huang (2019). This resource has become a standard tool for researchers studying arbitrage capital movements.

• Fixed Income Finance
• Yield Curve Risk Management
• Financial Markets Theory
• +۳ مورد دیگر

Nicola Carcano is a Lecturer at the Faculty of Economics, Università della Svizzera italiana (USI), where he teaches Structured Products. He is also a seasoned financial professional currently serving as Head of Asset Management at Phosphor Asset Management SA, indicating a strong bridge between academic instruction and industry leadership in finance. His educational background includes a degree in Economics from LUISS University in Rome, an MBA in Finance from New York University, and a PhD in Financial Markets Theory from the University of St. Gallen. The Fulbright Scholarship supported his MBA studies, highlighting early academic excellence. His research and teaching focus on fixed income finance and yield curve risk management models. Given his industry leadership roles at institutions such as UBS Investment Banking, Mercer, and Bank Vontobel, his expertise brings practical depth to academic finance. His work emphasizes quantitative and strategic aspects of asset and portfolio management for high-net-worth clients. While no publications are listed in the provided text, his research areas suggest contributions to financial modeling, risk assessment in fixed income markets, and structured investment products. Fulbright Scholarship Nicola Carcano advises through teaching rather than formal student supervision, as no advisees are listed. His career reflects a pattern of leadership in funded financial initiatives, particularly in portfolio and asset management, though specific grant details are not provided. His dual role in academia and executive management suggests a focus on applied research and industry-relevant curriculum development. He is associated with the academic environment at USI's Lugano campus, particularly the Blue Building (Office PC-006), and is available for contact every Wednesday before or after lectures, indicating active engagement with students and the academic community.

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 .

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

Olivier David Zerbibمشاهده پروفایل

استادیار

• Sustainable Finance
• Environmental Finance
• Asset Pricing
• +۲ مورد دیگر

Olivier David Zerbib is an Assistant Professor of Sustainable Finance at CREST, ENSAE, Institut Polytechnique de Paris, and serves as an Associate Editor for the Review of Finance. His research bridges financial theory with environmental sustainability, focusing on market mechanisms for ecological challenges. His primary research areas include sustainable finance, environmental finance, and asset pricing, with specific expertise in green bonds, biodiversity valuation, and climate impact investing. He investigates how pro-environmental preferences influence pricing mechanisms, develops sustainable asset pricing models, and examines shareholder engagement strategies to curb greenwashing through quantitative methodologies. Analysis of his publications reveals a cohesive trajectory toward integrating environmental metrics into core financial frameworks, with significant contributions spanning green bond markets, sustainable CAPM development, and biodiversity economics. His work demonstrates methodological rigor through score-driven conditional betas and empirical validation across global markets. Dr. Zerbib's scientific recognition includes: #1 most cited article in the Journal of Banking and Finance over 3 and 5 years (2019) SUERF/UniCredit Research Prize (2018) Multiple Best Paper Awards at international finance conferences (2017-2020) European Investment Forum Research Prize Finalist (2021) He co-organizes the CMAP-CREST Quantitative Sustainable Economics and Finance seminar series with Patricia Crifo, Emmanuel Gobet, Peter Tankov, and Gauthier Vermandel, fostering collaboration between Ecole Polytechnique and ENSAE on quantitative approaches to sustainability challenges. His presentation record spans elite institutions including LSE, Yale, and the European Commission Joint Research Center.

• Business Cycles
• Fiscal Policy
• Monetary Policy
• +۳ مورد دیگر

Benjamin Born serves as Professor of Macroeconomics at Frankfurt School of Finance & Management and Research Director at the ifo Institute. He is a Research Fellow at CEPR and CESifo, advises the European Commission's DG ECFIN, serves on the European Parliament's Expert Group on Monetary Policy, and sits on the CEPR–EABCN Euro Area Business Cycle Dating Committee. Starting in September 2025, he will join the University of Bonn as Professor of Macroeconomics. Education PhD in Economics, 2011, University of Bonn, Germany MSc in Econometrics and Economics, 2007, University of York, UK BA/MA in Economics, 2006, University of Siegen, Germany Professor Born's research focuses on business cycles, fiscal and monetary policy, heterogeneous agent models, and empirical methods in macroeconomics. His work bridges theoretical modeling with empirical analysis, often using innovative data sources including firm surveys and social media data. He has made significant contributions to understanding how monetary policy affects different segments of the economy, how fiscal policy transmits through various channels, and how firms form expectations about the future. His recent publications reveal a strong trend toward analyzing heterogeneous effects in macroeconomics, particularly examining how different groups (firms, workers, consumers) respond differently to economic shocks and policies. His work increasingly incorporates social media data and novel survey methodologies to capture real-time economic behavior. A significant portion of his research addresses policy responses to the COVID-19 pandemic, including fiscal stimulus packages and lockdown effects. Professor Born is actively involved in the academic community, serving on the editorial boards of the Journal of Monetary Economics and the European Economic Review. He regularly organizes major academic conferences including the BASEforHANK Winterschool and the ifo Conference on Macroeconomics and Survey Data. Teaching and Supervision Currently teaches Macroeconomics II (first-year Ph.D. course at BGSE) Has taught Macroeconomics and Econometrics at all levels Supervises theses in macroeconomics and applied econometrics

Christian Schlagمشاهده پروفایل

استاد

• Equilibrium Asset Pricing
• Derivative Securities
• Empirical Capital Market Research
• +۳ مورد دیگر

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.

Yizhi Wangمشاهده پروفایل

استادیار

• Financialization
• Econometrics
• Climate Finance
• +۵ مورد دیگر

Dr Yizhi Wang, FHEA, is a Lecturer (Assistant Professor) in Finance at Cardiff Business School, Cardiff University, UK. He serves as Co-Director of the Cardiff Fintech Research Group and is the Editor-in-Chief of Elsevier’s Finance Research Letters . He is also Associate Editor for International Review of Financial Analysis and Research in International Business and Finance , and Guest Editor for International Review of Economics & Finance and Journal of Chinese Economic and Business Studies . Research Interests: Financialization and Econometrics Climate finance and carbon markets Cryptocurrency and FinTech indices Energy economics and risk management Green finance and ESG investing Behavioral and institutional finance Dr Wang has published extensively in world-leading journals such as Risk Analysis , European Journal of Operational Research , Journal of Economic Behavior & Organization , Energy Economics , and Journal of International Money and Finance . His work spans theoretical modeling, empirical econometrics, and policy-oriented studies. Scientific Awards: Shanghai Institute of International Finance and Economics Best Paper Award Teaching & Supervision: As a Fellow of the UK Higher Education Academy (FHEA), Dr Wang is module leader for undergraduate BS2514: Financial Markets and Institutions and postgraduate BST158: Big Data Analytics for Finance , earning consistently high teaching evaluations (4.8–4.9/5). He is available to supervise doctoral students in Financialization and has mentored graduates now employed at the University of Oxford, Morgan Stanley, and JPMorgan Chase. Labs & Research Groups: Co-Director, Cardiff Fintech Research Group Member, Cardiff Sustainable Finance Research Group Member, Environmental, Ecological, Extinction Accounting, Governance and Economics Research Group Member, Cardiff Business School Research Committee Dr Wang also curates multiple quarterly-updated indices (UCRY, ICEA, CBDCAI, NFTsAI, ACCC, FinTech Index) publicly available at https://sites.google.com/view/cryptocurrency-indices/home .

• Financial Markets
• Corporate Finance
• Investment Strategies
• +۳ مورد دیگر

Haoran Zhang is an Assistant Professor in the Department of Economics & Finance at Manhattan University. His research focuses on financial markets, corporate finance, and crisis impact analysis. He teaches courses such as Corporate Finance (FIN 324), Insurance and Risk Management (FIN 370), and Fixed Income Analysis (FIN 432). His work explores topics like herding behavior, market regulations, and the effects of financial crises on corporate strategies. With a publication record emphasizing China's financial markets and regulatory interventions, his research bridges theoretical models and real-world market dynamics. He holds no listed awards but has contributed to understanding post-crisis financial futures markets and retail investor behavior. His advising and grants activities are not detailed in the provided materials.

Francisco Barillas Bedoyaمشاهده پروفایل

دانشیار

• Asset Pricing
• Portfolio Choice
• Macrofinance
• +۴ مورد دیگر

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

Stacey Jacobsenمشاهده پروفایل

دانشیار

• Empirical Corporate Finance
• Market Microstructure
• Finance
• +۳ مورد دیگر

Stacey Jacobsen is an Associate Professor of Finance at the Cox School of Business, Southern Methodist University (SMU), and holds the Fabacher Endowed Professorship of Alternative Asset Management. She received her PhD in Finance from Indiana University in 2011 and an undergraduate degree from Texas Christian University. Prior to her academic career, she worked as an investment banking analyst and strategy associate. PhD, Finance, Indiana University Undergraduate, Texas Christian University Her research focuses on Empirical Corporate Finance and Market Microstructure , with a particular emphasis on liquidity analysis, corporate bond markets, and investor behavior. Her work combines empirical studies with quantitative finance methodologies to explore financial market dynamics, transaction cost analysis, and strategic corporate finance decisions. Stacey's publications in top-tier journals such as the Journal of Finance, Journal of Financial Economics, and Management Science reflect her expertise in liquidity measurement, market microstructure, and corporate finance. These works often bridge theoretical finance with real-world market outcomes, covering subfields like high-speed trading, market efficiency, and empirical analysis of financial strategies. She teaches FINA 6238 Financial Modeling , integrating her research insights into practical financial analysis tools.

Dong Louمشاهده پروفایل

استاد

• Asset Pricing
• Investment Management
• Behavioural Finance
• +۲ مورد دیگر

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.

Chuck Fangمشاهده پروفایل

استادیار

• Credit Markets
• Monetary Policy
• Financial Innovations
• +۷ مورد دیگر

Chuck Fang is an Assistant Professor of Finance at Drexel University's LeBow College of Business. He holds a PhD in Finance from UPenn Wharton (2023) and BAs in Economics, Mathematics, and Statistics from UC Berkeley (2015). His research is centered on credit markets, monetary policy, financial innovations, and financial data infrastructure. PhD in Finance, UPenn Wharton, 2023 BAs in Economics, Mathematics, and Statistics, UC Berkeley, 2015 His research interests span credit markets , monetary policy transmission , financial innovations (including DeFi and automated market makers), and financial data linkage (e.g., Bond-Compustat-CRSP and DealScan-Compustat links). His work explores how monetary policy affects bond fund flows, debt structure changes, and sovereign restructuring. He emphasizes data quality and transparency, contributing open-source tools for empirical finance. The most recent articles reveal a strong focus on monetary policy amplification , debt market structure , and data infrastructure for empirical research. Keywords across publications include finance, monetary policy, asset pricing, fintech, and data linkage. Subfields consistently involve bond fund flows, syndicated loans, sovereign debt restructuring, DeFi mechanisms, and financial data validation. His research bridges macroeconomic policy with micro-level financial data, often using large-scale institutional holdings and transaction data. Scientific awards include: WFA Brattle Group PhD Candidate Award for Outstanding Research Chuck Fang has advised no students listed in the materials. He has secured research recognition through conference presentations and working paper awards. His work is supported by access to major financial databases and collaboration with leading scholars such as Kairong Xiao and Greg Nini. He actively disseminates findings through SSRN, Google Scholar, and academic conferences. He leads or contributes to several data infrastructure projects, including the Bond-Compustat-CRSP Link and DealScan-Compustat Link. These tools enhance empirical research in corporate finance and asset pricing by improving issuer identification and data accuracy. He also maintains a personal website and is active on professional platforms like LinkedIn and Twitter, promoting open science and financial research transparency.

• 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 .