Valentina Galvani is a Professor and Chair of the Economics Department at the University of Alberta's Faculty of Arts. She holds a Ph.D. in Economics from Purdue University (2005), an MSc in Economics (2003), a Doctoral Degree in Mathematical Finance (2002) from the University of Brescia (Italy), and a Laurea (BS+MS) in Mathematics. Her research focuses on financial markets microstructure, energy economics, and corporate bond markets, with a strong emphasis on momentum investing and data-driven industry collaborations. Dr. Galvani has led MITACS-accelerated research projects with Alberta's banking sector since 2013, applying machine learning and model development to commercial finance challenges. Her early work included foundational contributions to general equilibrium theory in infinite-dimensional asset markets (Lp spaces). She joined the University of Alberta in 2005 and assumed the Chair position in 2022. Her research interests span financial economics, including market-state effects, corporate bond predictability, and energy market dynamics. Recent work addresses geopolitical conflicts' impact on oil markets, U.S. strategic petroleum reserves, and Saudi Arabia's competitive positioning under sanctions. She teaches graduate-level directed research and undergraduate courses in labor economics and personnel economics. Dr. Galvani's MITACS collaborations span 12 consecutive years (2013–2024), reflecting her industry engagement. While no specific awards are listed, her extensive publication record and leadership roles highlight her academic impact. She advises on energy diversification, market liquidity, and policy interventions in financial systems.
Keith Cuthbertson is a Special Lecturer at Bayes Business School, City, University of London. He holds a BSc in Physics and Mathematics from the University of Sussex and an MA in Economics from the University of Manchester. His professional experience includes roles at H.M. Treasury, Bank of England, National Institute of Economic and Social Research (NIESR), Imperial College London, and visiting positions at the Federal Reserve Bank (Washington), Freie University (Berlin), and University of Bordeaux. His research focuses on investment fund performance, behavioral finance, and risk management. Key areas include: (1) Measurement and persistence of mutual fund performance, (2) Statistical methods to distinguish skill from luck in fund management, (3) Factor models for portfolio optimization, and (4) Market timing strategies in equity and bond funds. His work emphasizes practical applications for investors and regulators. Recent publications (2016–2023) demonstrate a consistent focus on fund performance analytics, with evolving emphasis on factor models, portfolio size effects, nonparametric methods, and sustainability-linked finance. His research frequently combines academic rigor with practitioner-oriented insights. PhD Supervision: Elisa Pazaj (2015–present): Topics in Financial Markets Niall O'Sullivan (2006–2009): Performance of Mutual Funds Consultancy: Extensive work with Centrica, Towers Perrin, RBS, Department of Energy and Climate Change (DECC), and other financial/government institutions. Focuses on applied finance, derivatives, and risk management solutions.
Antonio Mele is a Full Professor of Finance at the Università della Svizzera italiana (USI) and the Swiss Finance Institute (SFI), where he has held a Senior Chair since 2011. He is affiliated with the Faculty of Economic Sciences and the Institute of Finance (IFin) at USI. Additionally, he is a Research Fellow in the Financial Economics program at the Centre for Economic Policy Research (CEPR) in London. Education: PhD in Economics, University of Paris BSc in Economics, LUISS University, Rome Antonio Mele's research spans a wide range of topics in financial economics. His primary areas of expertise include capital market volatility, the interplay between financial markets and the macroeconomy, uncertainty and volatility in financial markets, interest rates and credit markets, and information in securities markets. He also works on econometrics and numerical methods in finance. His recent research interests extend to public debt sustainability, fiscal reforms and financial market behavior, and economic history since World War I. His work is characterized by a strong integration of theoretical modeling, empirical analysis, and practical applications in financial markets. His publications, featured in top journals like the Journal of Financial Economics, Review of Economic Studies, Review of Financial Studies, and Journal of Monetary Economics, reflect a consistent focus on volatility measurement and pricing. Key themes across his 15 most recent works include the development of model-free volatility indices for fixed income markets (such as SRVIX, TYVIX, VXTLT, and Credit VIX), variance swaps, the role of uncertainty in macroeconomic fluctuations, and the design of financial instruments for hedging interest rate and credit risk. His research bridges academic theory and real-world financial innovation. Scientific Awards and Recognition: Research Fellow, Centre for Economic Policy Research (CEPR), London Senior Chair, Swiss Finance Institute (SFI) Member, Group of Economic Advisers, European Securities Markets Authority (ESMA), 2014–2015 Member, Securities and Markets Stakeholder Group, ESMA, 2015–2017 Antonio Mele has had a significant impact beyond academia through his advisory roles and financial innovations. He consulted with central banks and regulatory bodies on capital market volatility, securitization, and credit regulation. He served on ESMA’s advisory bodies between 2014 and 2017. His most notable industry contributions include the co-invention of exchange-traded volatility indices for interest rate swaps, government bonds, and credit markets, adopted by the Chicago Board Options Exchange (Cboe) and S&P Dow Jones Indices. These tools provide real-time measures of uncertainty in fixed income markets and have become standard benchmarks for risk management and trading. He has also authored a major graduate-level textbook on Financial Economics (MIT Press, 2022) and several other books on volatility. Laboratories and Research Teams: Antonio Mele leads research initiatives in financial economics, particularly in the areas of volatility and fixed income markets. He has collaborated extensively with Yoshiki Obayashi on the development of volatility indices and pricing models. His work is associated with the Institute of Finance (IFin) at USI and the Swiss Finance Institute, which serve as hubs for research in finance and macro-finance.
Dr. Marco Realdon serves as an Honorary Senior Lecturer at Brunel Business School, which is part of the College of Business, Arts and Social Sciences at Brunel University. His office is located in Marie Jahoda 234a, and he can be contacted at marco.realdon@brunel.ac.uk or by phone at +44 (0)1895 265102. Dr. Realdon's research focuses on several key areas in quantitative finance: Credit risk pricing models Models of the term structure of interest rates Bond pricing and swap pricing His scholarly work demonstrates expertise in developing sophisticated mathematical models for financial instruments, particularly in fixed income markets. Dr. Realdon has published extensively in leading finance journals, with research spanning from theoretical model development to practical applications in credit derivatives, interest rate modeling, and bond valuation. His recent work has addressed contemporary challenges such as negative interest rates in the Eurozone and the efficiency of European swap markets. Analysis of his publication record shows a consistent focus on quantitative finance methodology, with particular emphasis on affine and quadratic term structure models, credit risk modeling, and bond valuation techniques. His research has evolved to address emerging market conditions, including the unique challenges presented by negative interest rates in European markets. Dr. Realdon maintains an active research profile as evidenced by his 2024 publication on Estr overnight index swap market efficiency, indicating ongoing scholarly contributions to the field of quantitative finance. His scholarly network includes collaborations with researchers such as Dr. Aris Kartsaklas, Dr. Evgeniya Nolde, Professor Yiannis Karavias, Dr. Elena Boguslavskaya, and Professor Alper Kara, suggesting active engagement with the academic finance community.
Professor Wei Xiong is the John H. Scully '66 Professor in Finance and Professor of Economics at Princeton University, affiliated with both the Department of Economics and the Bendheim Center for Finance. His work bridges economic theory with practical financial systems, focusing on capital market imperfections and behavioral finance. Research Interests : Capital market imperfections, behavioral finance, China's financial system, commodity markets, real estate economics, and data privacy. Recent Activities : Keynote speaker at the 2024 Chinese Economists Society Conference and 2023 Asian Meeting of Econometric Society on topics related to China's hybrid economy and economic challenges. Scientific Contributions : 15 most recent articles explore themes like China's growth targets, structured investor beliefs, industrial policy information discovery, and real estate market dynamics. Scientific Awards : Recipient of the Smith Breeden Prize (2012) for outstanding contributions to financial economics. His work is frequently summarized on platforms like VoxChina and VoxEU.
Professor Gareth Peters is the Janet & Ian Duncan Endowed Chair of Actuarial Science and holds the Chair in Statistics for Risk and Insurance at the Department of Statistics & Applied Probability, University of California Santa Barbara (UCSB). His research focuses on statistical solutions for risk and insurance, with emphasis on actuarial science, financial engineering, environmental data analysis, and cybersecurity risk. He has received notable recognition including the 2024 IFoA Peter-Clark Prize, the oldest actuarial award established in 1891. His academic contributions span advanced statistical modeling techniques for financial markets, climate-related risk analysis, and healthcare analytics. Notable projects include developing methodologies for green bond valuation, cyber insurance frameworks, and machine learning applications in audiology and speech disorders. He has pioneered software tools such as CovRegpy for covariance regression and DivFolio for portfolio divestment analysis. Educations: Advanced degrees in statistics and actuarial science (specific details not provided) Professional Memberships: Fellow of multiple academic societies including the Royal Statistical Society and Institute of Mathematics and its Applications Research interests include: Statistical causality in financial and environmental time series Mortality modeling incorporating long-memory processes Quantifying climate change impacts on energy consumption Machine learning for cybersecurity risk mitigation His recent work emphasizes interdisciplinary applications of statistics in climate finance, sustainable investing, and precision agriculture. Over 2020-2025, his publications explore topics ranging from municipal green bonds to vocal analysis for Parkinson’s diagnostics. Awards: 2024 IFoA Peter-Clark Prize Elected Member of ISI (International Statistical Institute) IEEE Senior Member Labs/Initiatives: Develops open-source software packages for statistical analysis (e.g., AdvEMDpy, PyKronecker) and contributes to regulatory frameworks via tools like AuditChain for blockchain-based trading audits.
Sanjay K. Dhar, the James M. Kilts, Jr. Professor of Marketing at the University of Chicago Booth School of Business, is a leading scholar in strategic marketing management and retail dynamics. His work bridges empirical economic modeling with actionable business insights. Education: B.Tech (IIT), MBA (IIM), PhD (UCLA Anderson School) Affiliation: Faculty member at Chicago Booth since 1992 Research interests span brand management , consumer behavior , and retail strategy , with a focus on how economic factors and marketing mix variables influence household budget allocations and brand performance . His empirical work leverages massive datasets like Nielsen Homescan to uncover geographic patterns and long-term consumer trends . Recent publications examine on-screen cigarette product placement effects, WIC program impacts on cereal consumption, and retail format competition . His 2025 under-review paper extends these insights to multi-category budget reallocation during macroeconomic shifts. Scientific Recognition includes: William O’Dell Award Finalist (2012) Paul Green Award (2008) John D. C. Little Award (1995) McKinsey Teaching Excellence Award (2000) Hillel Einhorn Teaching Awards (2008, 2012) Dhar’s teaching philosophy emphasizes mastering fundamentals to solve complex marketing problems. He advises firms on strategic marketing and new product development while maintaining active research in consumer packaged goods (CPG) industries.
Prof. Dr. Hendrik Scholz is a Professor at the Friedrich-Alexander University Erlangen-Nuremberg (FAU) , holding the Chair of Business Administration with a focus on Finance and Banking. His research spans portfolio management, performance analysis of investment funds, ESG (Environmental, Social, Governance) metrics, and capital market-oriented financial strategies. Education: University of Göttingen, Colorado College Academic Career: Habilitation at KU Eichstätt-Ingolstadt (2007), Senior Academic Councilor (2008–2009) Key research trends include ESG integration, sustainable indices, currency-hedged funds, and corporate credit spread analysis. His work combines empirical methods with machine learning, addressing market anomalies and risk management. Recent publications focus on diversity in corporate boards, fund flow dynamics, and ESG rating impacts. Collaborations with researchers like Greger, Hübel, and Webersinke highlight interdisciplinary approaches.
Sebastien Betermier is an Associate Professor of Finance at the Desautels Faculty of Management, McGill University, and serves as Executive Director of the International Centre for Pension Management. He holds a PhD in Finance from the Haas School of Business, UC Berkeley, and has expertise in risk and return, portfolio management, pension systems, and sustainable finance. His research has been featured in top journals and media outlets like the Wall Street Journal and Financial Times. He teaches Applied Investments and Pension Funds courses at undergraduate and graduate levels. Education: PhD, Finance, University of California, Berkeley (Haas), USA MSc, Finance, University of California, Berkeley (Haas), USA AB, Economics & International Relations, University of California, Davis, USA Research Focus: Professor Betermier explores asset pricing, delegated asset management, and the design of sustainable retirement systems. His work emphasizes pension fund strategies, household finance, and ESG integration in investments. Recent studies include analyses of Canadian pension models, green urban development via impact investing, and ETF market dynamics. Teaching & Recognition: A屡获殊荣的 educator, he received the Desautels Distinguished Teaching Award (2016, 2020) and coached winning teams in the PRMIA Risk Management Challenge (2016-2019). His accolades include being named one of the 'World's Best 40 Under 40 Business School Professors' by Poets & Quants (2017). Awards & Grants: 2021 Morgan Stanley Best Paper Award SSHRC Insight Grants (2023, 2020) Global Risk Institute Research Award (2024) Leadership Roles: He coordinates the Finance Area at Desautels, directs the McGill International Portfolio Challenge, and advises the Bank of Canada. His research informs policy through affiliations with the National Pension Hub and Global Risk Institute.
Ranko Jelic is Professor of Finance (Accounting and Finance) at the University of Sussex Business School, where he leads the Business Finance (BF) research group. His academic career spans prestigious institutions including the London School of Economics, University of Birmingham, and EDHEC business schools in France, with extensive international teaching experience across Asia and Europe. Dr. Jelic's research focuses on corporate and entrepreneurial finance, private equity, sustainable finance, European bond markets, and financial regulation. His scholarly work has resulted in over forty publications, consistently ranking him among the top 10% authors on the Social Sciences Research Network (SSRN) by citations and downloads. His research has been featured in top journals and referenced by major media outlets including the Financial Times. His publication portfolio reveals a strong emphasis on private equity structures, European bond market dynamics, and corporate governance issues. The research shows particular interest in management buyouts, secondary buyouts, and the performance of privatized firms in transition economies, with a growing focus on sustainable finance in recent years. Dr. Jelic's scholarly recognition includes: Consistent ranking among top 10% SSRN authors Google Scholar metrics: i10 index of 28 and h-index of 20 University of Birmingham award for excellence in doctoral supervision Selection as showcase publications by academic journals Recognition by ANBAR Electronic Intelligence for highest quality rating As an educator, Dr. Jelic has supervised numerous PhD students, ten of whom have secured academic positions globally. He has held significant leadership roles including Head of Department, Director of Research, and Convenor of PhD programmes. His editorial service includes being an Associate Editor of the European Journal of Finance since 2017 and serving on the board of the European Financial Management Association. Dr. Jelic leads the Business Finance research group at Sussex, which focuses on advancing knowledge in corporate finance, private equity, and sustainable investment practices. The group maintains active collaborations with financial institutions and regulatory bodies across Europe.
David Sraer is the James J. and Marianne B. Lowrey Professor of Business & Professor of Economics at the University of California, Berkeley, with dual appointments in the Haas School of Business and the Department of Economics. He serves as the chair of the finance unit at Haas and has established himself as a leading scholar in financial economics, behavioral finance, and macro-finance. Professor Sraer received his B.S. in applied mathematics and economics from École Polytechnique in France in 2001 and his Ph.D. in economics from the Toulouse School of Economics in 2007. Before joining UC Berkeley, he was an assistant professor of economics at Princeton University, where he was awarded the Jacob Viner preceptorship. David Sraer's research spans several interconnected areas within finance and economics. His work in behavioral finance examines how psychological factors influence financial decision-making, while his research in corporate finance investigates capital structure, investment decisions, and corporate governance. He has made significant contributions to macro-finance , exploring the connections between financial markets and the broader economy, particularly in how monetary policy transmits through banking systems. His work on collateral constraints and resource misallocation has provided new methodologies for quantifying financial frictions in the economy. Professor Sraer's publication record demonstrates a consistent focus on empirical and quantitative approaches to understanding financial markets and institutions. His recent work shows increasing emphasis on micro-macro connections , using detailed firm-level data to understand aggregate economic phenomena. He has developed innovative methods for measuring misallocation and studying the effects of financial frictions on productivity and output. A significant portion of his research leverages natural experiments and quasi-experimental designs to establish causal relationships in financial economics. James J. and Marianne B. Lowrey Chair in Business Jacob Viner preceptorship from Princeton University Associate editor for the Journal of Finance Co-Editor of Management Science (2021-2022) Professor Sraer is actively involved in policy-relevant research, having served as a member of the Economic Council of the French Prime Minister (CAE) from 2021 to 2024. He maintains strong research affiliations as a research associate at the National Bureau of Economic Research (NBER) and a research affiliate at the Centre for Economic Policy Research (CEPR). His collaborative research network spans multiple institutions, with frequent co-authorship with scholars from various universities.
Jules van Binsbergen is the Anthony L. Davis Director of the Joseph H. Lauder Institute for Management and International Studies and holds the Lauder Chair Professorship at the University of Pennsylvania. He is also the Nippon Life Professor of Finance at The Wharton School and currently a Visiting Professor at MIT Sloan School of Management. His research focuses on asset pricing, financial markets' macroeconomic interactions, and financial intermediaries' performance. He earned a PhD in Finance from Duke University and an MA in Financial Econometrics from Tilburg University, with an undergraduate degree in Jazz Piano from The Hague's Royal Conservatory. Prof. van Binsbergen’s work bridges theoretical and empirical finance. His current research explores the dynamics between financial systems and broader economic trends, including monetary policy impacts, environmental risks, and mutual fund management strategies. He co-hosts the podcast All Else Equal: Making Better Decisions and is affiliated with the NBER and CEPR as a research scholar. His academic trajectory includes teaching roles at Stanford Graduate School of Business and Northwestern’s Kellogg School. Beyond research, he addresses practical finance challenges such as risk-free rate calculation methodologies and the valuation of long-term liabilities. His contributions span asset pricing models, corporate finance, and the evaluation of financial professionals’ skill and incentives. Prof. van Binsbergen’s interdisciplinary approach integrates econometric rigor with real-world financial phenomena, emphasizing both theoretical innovation and policy-relevant insights.
Bin Peng is a Professor in the Department of Econometrics and Business Statistics at Monash University. His research focuses on developing novel econometric models and methods, particularly in panel data analysis, time series econometrics, and climate data modeling. He holds a PhD in Econometrics from Monash University (2013) under Professors Giovanni Forchini and Don Poskitt, preceded by a BSc in Mathematics from Nanjing University (2007). His work addresses structural changes in factor models, time-varying parameters in vector error-correction frameworks, and productivity convergence in manufacturing sectors. Key contributions include nonparametric panel models for climate data and methodologies for handling interactive effects in panel data with general factors. Peng has received multiple Dean’s Awards, including the 2021 Early Career Research Excellence Award, 2023 Commendation for Excellence, and 2024 Researcher of the Year. He leads a 2021–2025 project on modeling time trends in panel data, funded by Monash University. His recent articles (2021–2025) emphasize methodological advancements in econometric theory, applied to climate science, economic growth, and macroeconomic policy.
Domenico Cuoco serves as Associate Professor of Finance at The Wharton School, University of Pennsylvania, where he has maintained a continuous faculty position since 1994. He previously held a visiting appointment at Universitat Pompeu Fabra in Spain. His academic credentials include: PhD in Finance, University of California at Berkeley (1994) MBA, University of California at Berkeley (1992) BS, Libera Università Internazionale degli Studi Sociali, Rome (1987) Cuoco's research centers on financial economics with emphasis on portfolio optimization under constraints, asset pricing in incomplete markets, and derivative securities. His work rigorously addresses stochastic income effects, market frictions, and equilibrium implications, particularly through dynamic modeling frameworks that incorporate real-world limitations like risk limits and restricted market participation. Analysis of his publication timeline reveals sustained focus on market microstructure and risk management, evolving from foundational equilibrium models in the late 1990s to sophisticated risk-limit applications in the 2000s. His research consistently bridges theoretical finance with practical implementation challenges, especially regarding VaR methodologies and delegated portfolio management. His professional recognition includes: University of Pennsylvania Greek System Outstanding Professor Award (1996) University of Pennsylvania MBA Excellence in Teaching Award (1970) Cuoco has significantly contributed to academic discourse through editorial roles at the Journal of Economic Theory (1997-present) and Review of Financial Studies (1998-present), though details of student supervision and research funding remain unspecified in available records. He maintains active involvement in institutional service through these editorial commitments.
Mahnaz Mahdavi is a Professor of Economics at Smith College and Faculty Director of the Global Finance Concentration. She holds a Ph.D. in Economics from the University of Michigan, Ann Arbor, and a B.A. in Finance from N.I.O.C. Research focuses on exchange rate determination, financial markets, and financial literacy Recipient of 2008 Distinguished Professor of the Year and inaugural Sherrerd Teaching Award (2004) Founder and former director of Smith’s Center for Women and Financial Independence (2001–2017) Her scholarly work bridges empirical finance and behavioral economics, emphasizing financial confidence metrics and gender-specific financial education gaps. She has served on multiple advisory boards including Cooley Dickinson Hospital and the Institute for Global Finance Research and Management (INGRAM).
