جست‌وجوی استاد و پژوهشگر

Lars Augestad Lochstoerمشاهده پروفایل

استاد

• Asset Pricing
• Asset Management
• Quantitative Finance
• +۵ 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.

John Y. Campbellمشاهده پروفایل

استاد

• Financial Economics
• Macroeconomics
• Asset Pricing
• +۳ مورد دیگر

John Y. Campbell is the Morton L. and Carole S. Olshan Professor of Economics at Harvard University, affiliated with the Department of Economics within the Faculty of Arts and Sciences. He is on leave during Fall 2024 and Spring 2025. His research focuses on financial economics and macroeconomics, including asset pricing, household finance, and portfolio choice. Campbell has authored influential books such as Fixed: Why Personal Finance is Broken (2025) and Financial Decisions and Markets (2018). He served as President of the American Finance Association (2005), delivered the American Economic Association’s Ely Lecture (2016), and holds honorary doctorates from multiple institutions. His roles include Research Associate (former Director) at NBER’s Program in Asset Pricing, and board member of Arrowstreet Capital, a quantitative asset management firm. Education: Honorary doctorates from BI Norwegian Business School, Maastricht University, University of Paris Dauphine, and Copenhagen Business School. Professional affiliations include Fellowships with the Econometric Society, American Academy of Arts and Sciences, British Academy, and honorary fellowships at Oxford’s Corpus Christi College. Research interests emphasize asset pricing dynamics, macroeconomic influences on financial markets, and household financial decision-making. His work integrates empirical methods to address policy-relevant questions in consumer finance and institutional investing. Recent trends in his publications focus on systemic risk, mortgage market design, and sustainable long-term investment strategies. Key contributions include analyzing fiscal policy impacts, equity valuation frameworks, and behavioral biases in household finance. Scientific awards highlight his academic leadership: multiple honorary degrees, prestigious fellowships, and recognition in global economic institutions. His advisory roles extend to policy-making via the Squam Lake Report (2010) and co-founding Arrowstreet Capital, applying academic insights to practical asset management challenges. Grants and advising: Campbell’s research has been supported by NBER and institutional partnerships. He advises on macroeconomic stability, financial regulation, and university endowment management strategies. His work often bridges theory and practice, influencing both academic discourse and real-world financial systems.

• Financial Mathematics
• Stochastic Processes
• Credit Risk Modeling
• +۳ مورد دیگر

Assoc. Prof. Zehra Eksi-Altay holds a position at the Institute for Statistics and Mathematics at Vienna University of Economics and Business (WU). Her research focuses on financial mathematics, stochastic modeling, and partial information control problems in finance. She has expertise in credit risk modeling, derivatives pricing, and commodity markets. Eksi-Altay has a PhD in Financial Mathematics (2011) and completed her Habilitation in 2017. She has advised one doctoral thesis and has published extensively in top-tier journals like Quantitative Finance and Journal of Computational and Applied Mathematics . Her work bridges theoretical advancements with practical applications in areas such as regime-switching models, optimal portfolio strategies, and liquidity analysis. Education: BSc, MSc (2005), PhD (2011) Habilitation: 2017 Key Research Themes: Partial Information Models, Stochastic Control, Credit Risk, Algorithmic Trading Her recent work explores regime-switching affine term structures, optimal trading strategies under uncertainty, and dark pool liquidity analysis. Eksi-Altay has received one academic prize, though its specific name is not detailed in the provided text. Her contributions span both theoretical developments and applied finance, often collaborating with institutions like WU’s Institute for Statistics and Mathematics.

Ankush Agarwalمشاهده پروفایل

دانشیار

• Mathematical finance
• Data science in finance
• Financial statistics
• +۳ مورد دیگر

Ankush Agarwal is an Associate Professor in the Department of Statistical and Actuarial Sciences at the University of Western Ontario. His research focuses on mathematical finance, financial statistics, and Monte Carlo methods, with applications to risk management and derivatives pricing. He supervises PhD students in quantitative finance and has taught courses on Monte Carlo methods and advanced financial modeling at Western University. Education: PhD in Mathematics from Tata Institute of Fundamental Research (2015) Research interests span regime-switching models, longevity risk hedging, stochastic differential equations, and rare event simulation. His work combines theoretical probability with computational techniques for financial applications. Recent publications include studies on McKean-Vlasov SDEs, implied Sharpe ratio estimation, and optimal portfolio strategies under stochastic volatility. These works demonstrate his expertise in stochastic processes and financial engineering. Supervision: Current PhD advisees include Ying Liao, Buchun Wang, and Shuya Zhang at the University of Glasgow. Former advisees include Yongjie Wang and Yihan Zou.

Zhijian Huangمشاهده پروفایل

دانشیار

• Corporate Finance
• Financial Markets
• Risk Management
• +۳ مورد دیگر

Zhijian Huang is an Associate Professor in the Department of Finance and Accounting at Saunders College of Business, Rochester Institute of Technology, with expertise in corporate finance, behavioral finance, and risk management. Education: B.Eng., Shanghai Jiaotong University (China) M.S., Michigan State University M.Eng., Cornell University Ph.D., Pennsylvania State University His research focuses on financial markets, cognitive dissonance in investor behavior, cryptocurrency volatility, and climate policy impacts on stock prices. Recent publications explore asymmetric responses to earnings news, social media sentiment effects, and credit risk modeling. Huang teaches courses in equity analysis, options/futures, and risk management, with a strong emphasis on derivative instruments and portfolio optimization strategies.

David Mustoمشاهده پروفایل

استاد

• capital markets
• consumer credit
• financial intermediation
• +۵ مورد دیگر

David Musto is the Ronald O. Perelman Professor in Finance at the University of Pennsylvania's Wharton School, where he has served on the faculty since 1995. He currently directs the Stevens Center for Innovation in Finance and teaches core finance courses including Capital Markets and Strategic Equity Finance across undergraduate, MBA, and executive programs. Education PhD, University of Chicago, 1995 BA, Yale University, 1987 Professor Musto's research centers on capital markets dynamics, consumer credit mechanisms, and financial intermediation structures. His work examines market liquidity during crises, predatory lending practices, and the contractual implementation of impact investing. He investigates how financial incentives interact with social goals and how market structures influence trading behavior, with particular focus on Treasury markets, short-selling constraints, and mortgage lending regulations. His publications from 2008-2021 reveal consistent empirical analysis of market microstructure and credit markets. Key contributions include identifying illiquidity feedback loops in Treasury markets during the financial crisis, demonstrating how impact funds contractually integrate social goals without direct compensation ties, and analyzing how failing to deliver stock affects options pricing. His research bridges theoretical models with high-resolution market data across diverse financial instruments. Scientific Awards No scientific awards were mentioned in the provided text. Advising and Grants Professor Musto supervises independent study projects (FNCE8990) for finance students but specific advisees and grant details are not provided. His teaching portfolio includes capstone projects evaluating student loan offers and strategic equity financing decisions, reflecting applied research supervision without explicit grant disclosures. Labs and Teams As Director of the Stevens Center for Innovation in Finance, Professor Musto leads initiatives connecting academic research with industry practice. The Center develops financial education tools including an app created by teens for teens, and runs leadership programs for underrepresented Philadelphia high school students, fostering practical finance innovation through academic-industry collaboration.

• Corporate Finance
• Industrial Organization
• Security Issuance
• +۶ مورد دیگر

Katie Moon is an Assistant Professor of Finance at the Leeds School of Business, University of Colorado Boulder. She previously served as a Visiting Assistant Professor at Tulane University's Freeman School of Business and as a Visiting Scholar at USC's Marshall School of Business. Dr. Moon received her Ph.D. in Finance from the University of Maryland, College Park, an M.S. in Financial Engineering from Claremont Graduate University, and both an M.S. in Computer Science and a B.S. in Electrical and Computer Engineering from Seoul National University. Her research focuses on corporate finance, industrial organization, security issuance, corporate governance, and financial regulation. She has particular expertise in empirical corporate finance, corporate innovation, entrepreneurial finance, and textual analysis. Her work bridges theoretical finance with practical regulatory applications, drawing from her experience at the U.S. Securities and Exchange Commission. At the Leeds School of Business, Dr. Moon teaches Derivative Securities. She has previously taught Future and Options Contracts at the University of Maryland and Analysis of Fixed Income Securities at Tulane University, demonstrating her expertise across various financial instruments and markets. Before entering academia, Dr. Moon worked as a Financial Economist at the U.S. Securities and Exchange Commission (SEC), where she contributed to significant policy initiatives including Pay Ratio Disclosure and Clawback Compensation Recovery Provision under the Dodd-Frank Act, and Emerging Growth Company provisions under the JOBS Act. This regulatory experience informs her academic research and teaching, providing students with practical insights into financial regulation and corporate governance.

• Financial Mathematics
• Actuarial Mathematics
• Stochastic Processes
• +۷ مورد دیگر

Thorsten Schmidt is Professor of Mathematical Stochastics at the University of Freiburg, succeeding Prof. Ernst Eberlein in the summer semester of 2015. He also serves as Senior Financial Engineer at MathFinance. Previously, he held professorships at Chemnitz University of Technology (2008-2015), Technical University Munich (2008), and University of Leipzig (2004 onwards). From 2017-2019, he was a Research Fellow at the Freiburg Institute for Advanced Studies (FRIAS) in a joint research group with the University of Strasbourg and USIAS on the topic of Linking Finance and Insurance. His research focuses primarily on financial and actuarial mathematics, stochastic processes, and statistics, with recent work on machine learning methods and their applications in financial mathematics and AI regulation. In Freiburg, his goal with his young team is to tackle complex challenges with improved mathematical models and apply these methodologies to various fields. Key Research Areas: Financial mathematics and credit risks Pricing and hedging of derivative financial products Statistics of stochastic processes Energy markets and nonlinear filter theory Machine learning applications in finance and insurance His recent publications show a strong trend toward integrating machine learning with traditional mathematical finance, particularly in risk management, insurance-finance arbitrage, and robust financial modeling. His work increasingly addresses ethical considerations in AI applications within finance, reflecting his broader interest in responsible AI development. Notable Awards: IDA Award Finance (2015) FRIAS-USIAS Research Fellow (2017/2018) IDA Award Machine Learning and AI (2020) MAPFRE Research Grant (2020) Luis Bachelier Fellow (2021) As Editor-in-Chief of Statistics and Risk Modeling and Associate Editor for Mathematical Finance and International Journal of Theoretical and Applied Finance, Schmidt plays a significant role in academic publishing. He leads the CRC 'Small Data' research center with Harald Binder, focusing on medical problems where disease progression must be estimated with few data points per patient. His LeanAI project, funded by the Vector Foundation, explores the connection between machine learning and theorem-proving software LEAN, aiming to develop AI that can translate between mathematics and formal proof systems. His laboratory work centers around the application of stochastic methods combined with machine learning to solve problems in finance and insurance where data is limited ('Small Data' initiative), with significant funding from DFG (€12 million for CRC Small Data) and the Carl Zeiss Foundation.

Umut Oguzogluمشاهده پروفایل

استاد

• Labour Economics
• Health Economics
• Econometrics
• +۳ مورد دیگر

Umut Oguzoglu is a Professor of Economics at the University of Manitoba , with a longstanding affiliation as a Research Fellow at IZA . His research spans labour economics , health economics , economics of education , and applied microeconometric methods . PhD, Economics, University of Guelph MA, Economics, University of Guelph BA, Economics, Marmara University His methodological expertise includes panel data analysis , dynamic modeling , and instrumental variable techniques . Recent projects examine: Intergenerational health behavior transmission Physician relocation impacts on healthcare Sibling sex composition and STEM major choices COVID-19's effect on traffic accidents Gambling-community economic linkages Scientific awards include the 2020 Best Paper Prize from The Economic Record. He has supervised 3 PhD students, 13 MA/MSc students, and served on 16 thesis committees. Major grants include: SSHRC Partnership Grant (2020-2027) for poverty solutions CIHR grant (2020-2023) for lupus employment research Manitoba Gambling Research Program grant (2015)

Kristian Miltersenمشاهده پروفایل

استاد

• Capital Structure Modeling
• Real Options Valuation
• Commodity Derivatives
• +۳ مورد دیگر

Kristian Miltersen is a Professor at the Department of Finance and Center for Financial Frictions (FRIC) at Copenhagen Business School (CBS). He holds expertise in capital structure optimization, real options valuation, commodity derivatives, and structured financial products. His research bridges theoretical finance with practical applications in corporate finance and asset pricing. After earning his PhD in 1992 on continuous-time interest rate models, Miltersen has expanded into dynamic capital structure modeling and real options. His landmark 1997 Journal of Finance paper on LIBOR Market models critiques the Black-76 formula's limitations for fixed income derivatives. His work spans commodity derivatives, foreign exchange instruments, and R&D investment dynamics, all rooted in theoretical frameworks. Recent research focuses on dynamic debt policies, second mortgages' valuation, tax-driven corporate cash holdings, and state-contingent capital budgeting. He co-authored influential papers on callable debt renegotiations and the interaction between financing and investment decisions under varying industry structures. Teaching includes elite courses on asset pricing, energy markets, and capital structure. As program director for CBS' Advanced Economics and Finance MSc, he shapes advanced academic programs. Outside academia, he serves as an expert witness and consultant for Analysis Group, advising on financial litigation and complex economic issues. His over 40 publications since 1989 reflect deep engagement with financial modeling, spanning interest rate guarantees, commodity price dynamics, and corporate debt optimization. Current research continues exploring financial frictions' impact on corporate policy and market structures.

• Banking
• Finance
• Investment
• +۴ مورد دیگر

Emir Hrnjic is Senior Lecturer in the Department of Finance at NUS Business School, where he also serves as Academic Director of the UCLA-NUS EMBA program and Head of FinTech Training at the Asian Institute of Digital Finance (AIDF). He holds a PhD in Finance from Tulane University (2005) and has held prior academic positions at Tulane University and Virginia Tech. Research Interests: Banking, finance, investment, and commercial services with specialization in FinTech applications Blockchain technology and digital currency ecosystems Corporate finance, behavioral economics, and emerging markets Aviation finance, debt restructuring, and capital market innovations His publications demonstrate strong focus on practical finance applications, with 38 case studies covering corporate finance dilemmas, digital assets, and emerging market challenges. Recent works (2024-2025) show concentrated research in blockchain applications, CBDCs, and aviation industry financing, while earlier contributions emphasized behavioral finance and IPO strategies. Awards: TEC Case Impact Award for "Alibaba Bonds: Timing, Location, and Pricing" Leadership & Service: Developed FinTech training programs and digital asset curricula for MBA/EMBA Revamped UCLA-NUS EMBA curriculum and digital learning integration Provides expert commentary for media and industry conferences Conducted consulting projects in blockchain and litigation finance

Jan E. Christopherمشاهده پروفایل

دانشیار

• Data Analytics
• Financial Economics
• Political Economy
• +۳ مورد دیگر

Dr. Jan E. Christopher is an Associate Professor of Economics in the Department of Accounting, Economics and Finance at the College of Business , Delaware State University. With over 25 years of experience as a staff analyst, economic analyst, and market specialist in finance, urban economics, statistics, and public policy, she has held leadership roles including Department Chair and Acting Chair. She has secured multiple federal grants and served as a Distinguished Visiting Professor at the U.S. Air Force Academy and U.S. Coast Guard Academy. Ph.D. in Economics (Urban Economics), Howard University (1993) MBA in Business Administration, University of Oklahoma (1984) MA in Political Science (Public Policy), University of Rochester (1982) BA in Economics, Hampton University (1980) Dr. Christopher’s research spans Data Analytics, Financial Economics, Political Economy, Public Sector Economics, Transportation and Defense, and Urban Economics . Her work explores regional economic disparities, poverty dynamics, public health economics, and financial market mechanisms. Publications highlight trends in Medicaid healthcare access, income inequality metrics, and fiscal policy impacts, with a focus on Texas and Washington, D.C. datasets. Her scientific contributions have been recognized with the American Economic Association/Federal Reserve Dissertation Fellowship and Delaware State University Professional Development Awards . She received a U.S. Department of Homeland Security pin for service at the Coast Guard Academy and multiple Merit Compensation Pay Increases during her early academic career. Dr. Christopher has managed federal grants from the U.S. Department of Transportation-Federal Highway Administration and Ford Foundation. She directed the Delaware State University Summer Transportation Institute and served as Fixed-Income Market Specialist for the U.S. Department of Treasury. As a FINRA Arbitrator , she has mediated financial disputes, and held leadership roles in academic governance, including DSU Faculty Senate Finance Committee and AACSB Strategic Planning Committee.

Thomas Lemieuxمشاهده پروفایل

استاد

• Labor Economics
• Econometrics
• Income Inequality
• +۴ مورد دیگر

Thomas Lemieux is a Professor at the Vancouver School of Economics within the Faculty of Arts at the University of British Columbia , where he has been affiliated since 1999. Previously, he taught at MIT and the Université de Montréal. Born in Quebec City, he earned his Ph.D. from Princeton University. Research Interests: His work focuses on labor economics and econometric methods , particularly analyzing earnings inequality , unionization effects , regression discontinuity designs , and educational returns . He employs advanced decomposition techniques to study wage dynamics across gender, immigration status, and sectoral divides. Scientific Awards: Fellow, Royal Society of Canada Fellow, Society of Labor Economists Research Fellow, Institute for the Study of Labor (IZA) Research Associate, National Bureau of Economic Research (NBER) Publications: He has published extensively in top journals like the Quarterly Journal of Economics , Econometrica , and Journal of Labor Economics , with recent work examining: Union wage premiums using matched employer-employee data Spillover effects of minimum wage policies Changes in task prices and occupational wages Top income dynamics in Canada Immigrant wage gaps across education sources Regression discontinuity identification challenges Canadian labor market responses to the Great Recession

Maria Loumiotiمشاهده پروفایل

دانشیار

• Financial Intermediation
• Non-Bank Lending
• Sustainable Finance
• +۵ مورد دیگر

Maria Loumioti serves as Associate Professor of Accounting at the University of Texas at Dallas' Naveen Jindal School of Management. Previously holding faculty positions at University of Southern California and MIT Sloan, she holds a DBA from Harvard Business School (2012) and BBA from Athens University of Economics and Business (2005). Her academic credentials include: Doctorate in Business Administration, Harvard Business School, 2012 Bachelor of Business Administration, Athens University of Economics and Business, 2005 Professor Loumioti's research centers on financial intermediation with expertise in non-bank lending, securitization, and credit markets. She examines ESG debt instruments, banking transparency, and soft information in loan quality assessment. Her work bridges accounting, finance, and sustainability policy through rigorous empirical analysis of debt markets and regulatory impacts. Analysis of her publication trajectory reveals growing emphasis on sustainable finance since 2020, particularly examining ESG investor behavior in debt markets and discrepancies between banks' environmental disclosures versus actual lending practices. Her recent work investigates sustainability-linked loan structures while earlier research established foundational insights on intangible asset collateralization and short-termism in capital markets. Her honors include the European Central Bank Lamfalussy Fellowship (2018) and Outstanding Reviewer Award from The Accounting Review (2020). Key recognitions feature: Naveen Jindal School of Management Outstanding Graduate Teaching Award (2020) Swedish House of Finance Visiting Scholar (2019) Best Paper in Management Accounting Award, MAS Annual Meeting (2015) Harvard Business School Doctoral Fellowship (2007-2012) Supported by visiting scholar appointments at European Central Bank and Banque de France, her research informs financial regulation through central bank collaborations. Media outlets including Bloomberg and Harvard Business Review regularly cite her findings on banking practices and sustainable finance.

Hongfei Frank Tangمشاهده پروفایل

استاد

• Exchange-Traded Funds (ETFs)
• Financial Technology
• Venture Capital Investment
• +۵ مورد دیگر

Prof. Hongfei Frank Tang is a Professor and Chair of the Department of Finance at Seton Hall University, where he also serves as President of the Academy of Applied Analytics and Technology. He holds a Ph.D. in Finance from Purdue University (2008) and previously taught at the University of Texas at Austin before joining Seton Hall in 2009. During his sabbatical in 2022, he worked at the U.S. Securities and Exchange Commission (SEC) in Washington D.C. His research focuses on exchange-traded funds (ETFs), financial technology, venture capital, corporate finance, derivatives, family firms, and real estate finance. Notable awards include the 2025 Faculty Award for Excellence in Graduate Program Development and multiple Beck Research Awards. He has published extensively in journals such as the International Review of Economics and Finance and Journal of Financial and Quantitative Analysis . Prof. Tang teaches courses including Financial Decision Making, Real Estate Finance, and Financial Derivatives. He has received teaching awards from Krannert School of Management and has advised on numerous research projects related to market structure, corporate governance, and financial innovation.