جست‌وجوی استاد و پژوهشگر

Ken Johnstonمشاهده پروفایل

دانشیار

• Finance
• Investment Management
• Financial Economics
• +۳ مورد دیگر

Ken Johnston is an Associate Professor of Finance at Berry College. His academic journey includes a Ph.D. from Florida State University (1994), an MBA from Florida State University (1986), and a B.Comm. from Carleton University (1983). As a Certified Financial Analyst (CFA, 2001), he focuses on finance education and research. Education: Ph.D., Florida State University (1994) MBA, Florida State University (1986) B.Comm., Carleton University (1983) His research spans topics in market efficiency , asset allocation , portfolio optimization , and pension planning . Recent publications explore dynamic withdrawal strategies, geometric mean maximization, and practical issues in cash flow analysis, reflecting his emphasis on bridging theoretical finance with real-world applications. His 15 most recent articles (2024–2010) demonstrate expertise in portfolio optimization , retirement planning , hedge fund performance , and tax-loss selling strategies . Key themes include improving financial education, evaluating investment decisions, and analyzing pension plan structures. Ken Johnston actively promotes critical thinking and financial literacy in his teaching of financial planning , investments , and international portfolio management . He advocates for student independence, analytical rigor, and imaginative problem-solving. Contact: kjohnston@berry.edu

Austin Murphyمشاهده پروفایل

استاد

• Investments
• Portfolio Management
• Financial Markets
• +۴ مورد دیگر

J. Austin Murphy is a Professor of Finance at Oakland University's School of Business Administration. He holds a Ph.D. in Finance from the University of Georgia (1984) and has been actively teaching and researching in Investments and Portfolio Management since that time. His research focuses on financial markets, credit analysis, and the intersection of political economics with finance. He has authored numerous articles in journals such as Journal of Investing , Journal of Behavioral Finance , and International Review of Financial Analysis . Dr. Murphy's work spans over four decades, with recent articles addressing topics like the equity premium puzzle, credit spread fundamentals, and the impact of monetary policy on market valuations. His research often integrates behavioral finance principles with empirical analysis, providing insights into investor psychology and market dynamics. He has also contributed to public finance debates, including studies on municipal bankruptcy and corporate governance in crises such as Flint, Michigan's water crisis. Despite his extensive publication record, Dr. Murphy's profile does not list any specific scientific awards or grants. His teaching interests align closely with his research focus on investments and portfolio management strategies.

Aurelio Vásquezمشاهده پروفایل

دانشیار

• Risk Management
• Derivatives
• Fixed Income Management
• +۳ مورد دیگر

Aurelio Vásquez is an Associate Professor in Finance at ITAM's Business Academic Division within the Administration Department. He holds a PhD in Finance from McGill University, a Master's in Financial Mathematics from the University of Toronto, and a Bachelor's in Industrial Engineering from the University of the Andes, Colombia. His research focuses on risk management, derivatives valuation, and empirical asset pricing. He has published extensively in top journals including the Journal of Financial Economics , Journal of Finance , and Management Science , exploring topics like volatility term structures, default risk, and market anomalies in emerging economies. Key publications include Non-Standard Errors (2024), analyzing multinational research collaborations, and Default Risk and Option Returns (2023), examining credit risk's impact on derivatives pricing. He organizes the annual ITAM Finance Conference and contributes to policy debates on market efficiency. His work bridges theoretical finance with empirical applications, addressing critical issues in global financial markets. Despite no explicitly listed awards, his prolific publication record underscores his scholarly impact.

Pavel Zryumovمشاهده پروفایل

استادیار

• Finance
• Corporate Finance
• Asymmetric Information in Financial Markets
• +۳ مورد دیگر

Pavel Zryumov is an Assistant Professor of Finance at the Simon Business School, University of Rochester. Previously, he held the same position at the Wharton School. His research focuses on corporate finance, asymmetric information in financial markets, and contract theory. He teaches advanced courses such as Continuous Time Methods in Finance and Fixed Income Securities. Education Background: Ph.D. in Finance (prior to joining Wharton/Simon, though specific institutions not stated). His research interests include analyzing competitive dynamics between banks and fintech firms, debt overhang effects, regulatory stress testing design, and strategic information exchange in financial markets. Key projects involve modeling adverse selection impacts on market liquidity and optimal capital structure under uncertainty. Notable contributions include the Design of Macro-prudential Stress Tests (2023) and Persuading the Principal to Wait (2020, JPE). He has been recognized with the FTG Best Finance Theory Job Market Paper (2015). Teaching: FIN 511, FIN 448, and previously FNCE250 at Wharton. Labs/Teams: Collaborates extensively with co-authors like Dmitry Orlov and Andy Skrzypacz on projects blending finance and game theory.

• Statistics
• Probability
• Copulas
• +۲ مورد دیگر

Johanna Genest Nešlehová is a Professor at the Institute for Statistics and Mathematics at Vienna University of Economics and Business. She previously served as Assistant Professor at McGill University (2009-2020) and holds a PhD in Mathematics from Carl von Ossietzky University of Oldenburg. Her research spans statistics, probability theory, and financial mathematics with focus areas including multivariate analysis, dependence modeling, copulas, and statistical methods for financial applications. She serves as editor for the Canadian Journal of Statistics and Statistics and Risk Modeling. Research publications demonstrate focus on multivariate statistical methods, dependence modeling, and applications in financial mathematics. Recent work includes stochastic decomposition methods, causal inference techniques, and rank-based estimation. Carrie M. Derick Award for Graduate Supervision and Teaching CRM-SSC Prize

Florian Naglerمشاهده پروفایل

دانشیار

• Over-the-Counter Markets
• Corporate Finance
• Asset Pricing
• +۳ مورد دیگر

Florian Nagler is an Associate Professor of Finance at Bocconi University, affiliated with IGIER (Innocenzo Gasparini Institute for Economic Research) and CEPR (Centre for Economic Policy Research). He holds a Ph.D. from the Vienna Graduate School of Finance (2016) and joined Bocconi the same year as an Assistant Professor. His research focuses on Over-the-Counter (OTC) markets, corporate finance, and asset pricing, with emphasis on debt market liquidity, bond issuance dynamics, and financial frictions. Education: Ph.D. in Finance, Vienna Graduate School of Finance, 2016 Research Interests: Prof. Nagler investigates how OTC market frictions impact corporate financing decisions and asset pricing. Key themes include inventory constraints of underwriters, the rollover risk in corporate bonds, and the systematic drivers of yield spreads. His work bridges theoretical models with empirical evidence from bond markets, addressing questions like how firms optimize debt structures and how investors price liquidity risks. Grants & Awards: ERC Starting Grant (2023–2028, NTAOTC project) Editor's Choice and Best Paper Award (Review of Asset Pricing Studies, 2022) Runner-Up for Spängler-IQAM Award (Review of Finance, 2020) Labs/Teams: He collaborates with institutions like IGIER and CEPR, and co-authors frequently with researchers such as Nils Friewald and Giorgio Ottonello on topics of corporate bond markets and OTC frictions.

Gerard van den Bergمشاهده پروفایل

استاد

• Labor Market Economics
• Unemployment Duration
• Business Cycle Analysis
• +۵ مورد دیگر

Gerard van den Berg is a Professor at the University of Groningen, holding dual affiliations in the Faculty of Economics and Business (Department of Economics, Econometrics and Finance) and the Faculty of Medical Sciences/UMCG (Life Course Epidemiology group). His research focuses on labor market dynamics, unemployment analysis, causal policy evaluation, and health economics. He has contributed to understanding the long-term effects of early-life economic conditions on health outcomes, as well as evaluating labor market policies through randomized controlled trials. Key research areas include business cycle impacts, unemployment duration, minimum wage policies, and biomarker-driven health studies. He has been recognized as a member of the Academia Europaea (2024). Recent work examines the effects of mandatory integration agreements for unemployed job seekers in Germany, the role of reciprocity in caseworker interactions, and transgenerational health effects of historical food availability. His interdisciplinary approach bridges economics, epidemiology, and policy analysis. Publications highlight methodological contributions to econometric models for timing-of-events analysis and structural labor market modeling. He collaborates internationally, addressing topics ranging from pandemic labor market impacts to climate change attitudes across generations. His policy evaluations emphasize rigorous experimental designs and long-term outcome tracking.

Adam Golinskiمشاهده پروفایل

مدرس ارشد

• Asset Pricing
• Monetary Economics
• Financial Econometrics
• +۳ مورد دیگر

Dr Adam Golinski is a Senior Lecturer in the Department of Economics at the University of York. He specializes in asset pricing, financial econometrics, interest rate term structure models, and monetary economics. He holds an MSc from Queen Mary University of London and Warsaw School of Economics, and a PhD from Imperial College London. His research has been published in prestigious journals such as the Journal of Financial Economics and the Journal of Econometrics. He has served as a visiting scholar at institutions including the Bank of Finland, Bank of Canada, and Federal Reserve Bank of Chicago. MSc Programme Director for the MSc PAFI Programme Organizer of Departmental Seminars PG Admissions Coordinator His research explores topics like unconventional monetary policies, yield curve modeling, and the impact of central bank balance sheets. Notable work includes analyzing the persistence of stock price models and estimating term structures with unspanned macro risk. He received the British Academy Skills Acquisition Award in 2014. Teaching focuses on postgraduate courses such as Fixed Income Securities, Investment and Portfolio Management, and Asset Pricing. His advisory and grants narrative includes contributions to the MSc Programme and collaborations with central banks. He maintains office hours Thursdays 11am-12pm and 3-4pm during term time.

Gurdip Bakshiمشاهده پروفایل

استاد

• Asset Pricing
• Option Valuation
• Financial Economics
• +۷ مورد دیگر

Gurdip Bakshi is the Marvin Wachman Professor of Finance at Temple University's Fox School of Business and Management. He previously held the Dean’s Professorship at the University of Maryland's Smith School of Business. His research focuses on asset pricing, option valuation, term structure of interest rates, commodity markets, and market crashes. He has held editorial roles with journals such as the Review of Financial Studies and Journal of Financial and Quantitative Analysis . Bakshi's research interests span stock valuation, international finance, and risk premiums, with recent work exploring hedge fund opaqueness, recovery theorems, and crash probability forecasting. He teaches courses including International Finance, Financial Economics, and Empirical Asset Pricing. His publications appear in top-tier journals like the Journal of Finance , Review of Financial Studies , and Management Science . His work often addresses market incompleteness, volatility dynamics, and derivative pricing anomalies. He has contributed to understanding default risk, cross-currency models, and the implications of volatility uncertainty. Bakshi’s research bridges theoretical and empirical finance, with a focus on practical applications in financial markets.

Nikolaos Karouzakisمشاهده پروفایل

دانشیار

• Asset Pricing
• Derivatives Pricing
• Term Structure Models
• +۵ مورد دیگر

Dr. Nikolaos Karouzakis is an Associate Professor of Finance at Alba Graduate Business School, The American College of Greece. He holds a PhD in Finance from Cass Business School, City University London. His research focuses on asset/derivatives pricing, term structure models, risk premia dynamics, and Bayesian inference, with publications in top-tier journals like Management Science and Annals of Operations Research . He teaches courses in Investments, Fixed Income Analysis, and Portfolio Management. Prior to his academic career, he worked as a Market Risk Analyst at Marfin Investment Group and has consulted with FinTech firms. His work bridges theoretical finance with practical applications in risk management and economic policy analysis. PhD in Finance: Cass Business School, City University London Postdoctoral Research: London School of Economics (2013-2015) Former Lecturer: University of Sussex Business School (2015- ) His research explores complex financial instruments and market dynamics, often employing advanced statistical methods. Recent work analyzes spillover effects of national security policies on tourism economies and the role of time-varying risk premia in interbank markets. He maintains active collaborations with industry through FinTech consulting.

• Macroeconomics
• Finance
• Empirical Asset Pricing
• +۴ مورد دیگر

Anna Cieslak is an Associate Professor of Finance at Duke University's Fuqua School of Business, affiliated with NBER and CEPR. She holds a PhD from the University of Lugano (2011) and a master's from the Warsaw School of Economics. Previously, she was on faculty at Northwestern University's Kellogg School of Management before joining Duke in 2015. Her research focuses on macro-finance and empirical asset pricing, particularly in fixed income markets, Treasury yield curve dynamics, monetary policy effects, and financial econometrics. She has conducted extensive studies on interest rate volatility, central bank communication, and the 'Fed put' phenomenon. Notable works include analyses of FOMC cycle impacts on stock returns and inflation's role in asset pricing. Her work has been recognized with awards such as the Best Paper Prize at the ASU Sonoran Winter Finance Conference (2015). Her research portfolio includes over 15 key publications in top journals like the Journal of Finance and Review of Financial Studies , focusing on policy communication, risk premia, and market perceptions of central bank actions. She collaborates with institutions like the Federal Reserve and contributes to policy discussions through media engagements with Bloomberg, WSJ, and the Economist.

• Mathematical Finance
• Stochastic Processes
• Credit Risk Modeling
• +۸ مورد دیگر

Professor Damiano Brigo holds the Chair in Mathematical Finance at Imperial College London, part of the Faculty of Natural Sciences and the Stochastic Analysis research group. He has held academic roles including co-head of the Mathematical Finance group at Imperial (2012-2019) and previously led the Financial Mathematics group at King's College London. His research spans counterparty credit risk, funding costs, interest rate models, liquidity risk, and algorithmic trading. He has authored over 130 works and four influential books, including Interest Rate Models: Theory and Practice and Counterparty Credit Risk, Collateral and Funding . Education: PhD in Stochastic Filtering (Free University of Amsterdam, 1996) Laurea (BSc/MSc) in Mathematics cum laude (University of Padua) Research Interests: Focuses on valuation and pricing under funding constraints, credit risk, nonlinear valuation via PDEs/FBSDEs, and applications of stochastic processes and information geometry. Current work includes liquidity risk, default modeling, and differential geometric approaches to statistical manifolds. Awards: Most cited author in Risk Magazine (1998-2017) H-index 42 (2023) Key Contributions: Pioneered frameworks for Counterparty Credit Risk (CCR) with funding and collateral considerations. Developed the Counterparty Risk and Funding: A Tale of Two Puzzles model. Editorial roles include International Journal of Theoretical and Applied Finance and Mathematics of Control, Signals, and Systems. Labs/Teams: Co-director of the CFM-Imperial Institute of Quantitative Finance and collaborator with the Centre for Cryptocurrency Research and Engineering.

Sungjun Choمشاهده پروفایل

مدرس ارشد

• empirical asset pricing
• financial econometrics
• international finance
• +۵ مورد دیگر

Sungjun Cho serves as a Senior Lecturer in Finance within the Department of Accounting and Finance at Alliance Manchester Business School (AMBS), University of Manchester, where he conducts research and teaching in financial economics. Education: Doctor of Social Science (PhD) in Financial Economics, Columbia University (2007) Research Interests: His scholarship centers on empirical asset pricing , financial econometrics , international finance , and market microstructure , with significant contributions to understanding financial crises , volatility dynamics , monetary policy transmission , and risk-return tradeoffs in global markets. His work aligns with UN Sustainable Development Goals related to economic stability. Research Trends: Recent publications (2023) demonstrate consistent focus on financial crisis aftermaths, bond market integration, and cross-border capital flow effects. His methodological approach combines advanced econometric techniques with real-world financial data to address questions of market efficiency and policy implications. Academic Supervision: Cho has supervised 8 research students, guiding work in financial economics and related fields through AMBS's doctoral and master's programs.

Vivek Bhargavaمشاهده پروفایل

استاد

• Finance
• Financial Investments
• Derivatives
• +۷ مورد دیگر

Dr. Vivek Bhargava is a Professor of Finance and Associate Dean of Faculty & Administration at the Lutgert College of Business, Florida Gulf Coast University (FGCU). He has over 28 years of combined academic and professional experience in finance and business education. Previously, he served as Dean and Interim Dean of the School of Business at Alcorn State University from 2010 to 2015. He has also held faculty positions at the University of North Alabama and the University of Alabama. His educational background includes: Ph.D. in Finance, University of Alabama MBA, Southeastern Louisiana University B.S. in Chemical Engineering, M.S.R. Institute of Technology, Bangalore, India Chartered Financial Analyst (CFA) Dr. Bhargava's research centers on financial markets and investments, with a focus on derivatives, corporate finance, international finance, and market volatility. His work explores topics such as REIT performance, hedge fund strategies, swap markets, and currency risk. He has published extensively in top-tier journals including the Journal of Portfolio Management , Financial Review , and Journal of Multinational Financial Management . The analysis of his recent publications (2020–2025) reveals a strong emphasis on volatility spillovers, international market linkages, debt structure, and the impact of macroeconomic forces on financial assets. His research integrates empirical econometric methods with practical financial applications, particularly in emerging markets and real estate finance. Dr. Bhargava has received notable recognition, including: Educator of the Year, Natchez Chamber of Commerce (2006) Chartered Financial Analyst (CFA) designation He is actively involved in academic service as a founding member of the Society of Business, Industry and Economics (SOBIE), Editor of the SOBIE Conference Proceedings, and member of the editorial board of the International Journal of Management Research . He has presented over 50 papers at national and international conferences, demonstrating sustained scholarly engagement. While no specific grants are mentioned, his prolific publication record suggests active research funding. He has advised graduate students in finance, though specific names are not listed. Dr. Bhargava leads and contributes to academic teams focused on business education and financial research. His leadership as Associate Dean involves faculty development, academic administration, and strategic planning within the Lutgert College of Business.

Fabian Hollsteinمشاهده پروفایل

استاد

• Empirical Asset Pricing
• Financial Econometrics
• Quantitative Methods in Finance
• +۷ مورد دیگر

Prof. Dr. Fabian Hollstein is a Professor of Quantitative Methods in Economics and Finance at Saarland University, affiliated with the Faculty of Human and Business Sciences. He heads the Chair of Quantitative Methods in Economics and Finance and currently serves as Dean of Studies, which has influenced his recent teaching load. His research is centered on empirical asset pricing, financial econometrics, and quantitative finance, with a strong focus on risk modeling and market dynamics. His research interests include empirical asset pricing, financial econometrics, beta and volatility modeling, tail risk measurement, machine learning applications in finance, factor models, and commodity markets. He employs advanced quantitative techniques to analyze financial data, with a particular emphasis on high-frequency data and predictive modeling. The most recent publications highlight a consistent trend in advancing empirical methods in asset pricing, particularly through machine learning, robustness testing of factor models, and deep analysis of risk components such as volatility-of-volatility and tail risk. His work spans global equity, bond, and commodity markets, demonstrating both methodological rigor and broad applicability. Special Prize from the Deutsche Bundesbank for 'Measuring Tail Risk' (2025) Best Paper Award at the Spanish Finance Forum (2023) Editor's Choice Article in Review of Asset Pricing Studies (2023) Lead Article in Financial Management (2024) Ranked 24th under 40 and 66th overall in WirtschaftsWoche ranking (2020–2024) Prof. Hollstein has secured multiple research grants from the German Research Foundation (DFG), including funding for 'Advances in Empirical Asset Pricing' (€176,077) and 'Market Jumps: Causes and Investor Reactions' (€362,386). He supervises doctoral students, as indicated by active job postings for PhD positions, and contributes to academic training through bachelor’s, master’s, and doctoral seminars. His team includes research associates and student assistants working on econometric and financial modeling projects. The Chair of Quantitative Methods in Economics and Finance, under his leadership, conducts cutting-edge research and offers courses in econometrics, statistical programming (R), and asset pricing. The team collaborates with researchers from Leibniz University Hannover and other institutions, fostering a strong interdisciplinary and international research environment.