جست‌وجوی استاد و پژوهشگر

Adrien Verdelhanمشاهده پروفایل

استاد

• Systematic Risk
• Currency Markets
• Sovereign Bond Markets
• +۳ مورد دیگر

Adrien Verdelhan is the Stephens Naphtal Professor of Finance and Professor of Finance at the MIT Sloan School of Management. He holds a Ph.D. in economics from the University of Chicago. His research focuses on measures of systematic risk in financial markets, particularly in currency and sovereign bond markets, and examines when and why exchange rates are risky. Recent work investigates arbitrage opportunities and the role of banking regulation. Research areas include exchange rate risk, covered interest rate parity deviations, currency carry trade risk premia, and international capital flow volatility. Current projects examine the impact of exchange rates on firms, systematic risk in exchange rates at high frequencies, and currency risk pricing. Teaching Awards: Teacher of the Year (2011, 2018, 2020) Jamieson Prize for Excellence in Teaching (2016) Amundi Pioneer Prize

• Financial Econometrics
• Predictive Analytics
• Corporate Finance
• +۷ مورد دیگر

Associate Professor Doowon Lee is a faculty member at the University of Sydney Business School, specializing in financial econometrics and predictive analytics. He holds a PhD in Finance from KAIST and has extensive industry experience as a business analyst and consultant. His research focuses on corporate finance, governance, executive compensation, and emerging areas like social capital and board structures. He has been recognized with awards for teaching excellence and PhD supervision. Currently, he serves as Academic Director – Curriculum Strategy for the Discipline of Finance and previously held leadership roles including Assistant Dean International and Program Convenor for key programs. His work has been published in top-tier journals such as Contemporary Accounting Research and Health Policy and Technology. Education: PhD in Finance, KAIST Business School Prior industry roles: Business analyst and consultant in finance sector Research Interests: Dr. Lee’s research spans financial econometrics, corporate governance, executive compensation, loan markets, and pandemic policy analysis. He employs advanced quantitative methods (Matlab, R, STATA) and has contributed to understanding firm performance during crises like the 2020 pandemic. His recent focus on social capital and board structures explores how governance frameworks influence organizational outcomes. Teaching Contributions: He teaches courses in corporate finance, derivatives, and risk management, and has designed executive education programs for Korean banks. His innovative approaches earned him the 2019 Faculty Learning and Teaching Excellence Award and 2020 University of Newcastle Teaching Excellence Award. Leadership & Grants: Holds the 2024 University of Sydney Strategic Education Grant. Past roles include leading accreditation processes, program strategy development, and teaching innovation initiatives. His leadership spans curriculum design, international partnerships, and postgraduate program oversight. Labs & Engagement: Engages externally through the Greater Bank Financial Literacy Programs and collaborates on policy research, including pandemic response strategies in health technology.

Christian Rieckمشاهده پروفایل

استاد

• Market Theory
• Behavioral Finance
• Game Theory
• +۳ مورد دیگر

Prof. Dr. Christian Rieck is a Professor of Finance and Economic Theory at Frankfurt University of Applied Sciences, affiliated with Faculty 3: Business and Law. He leads the International Finance (B.Sc.) degree program and focuses his research on behavioral finance, game theory, and the future of the financial industry. His work explores digitalization trends, fintech innovations, and the impact of emerging technologies like robo-advisors and robotics on traditional banking systems. Research Interests: Prof. Rieck’s studies span experimental economics, such as analyzing TED Talk success factors, gender/ethnicity biases in hiring, and auction/negotiation dynamics. He also investigates how robotics influences human financial decision-making through trust games. His writings address topics like network effects in Tesla’s strategy and Coase conjecture applications. Publications: Over 40 academic works, including books on game theory, behavioral finance, and financial markets. Notable works include 'Spieltheorie – eine Einführung' (2015), analyses of insider trading in experimental markets (1999), and studies on risk measurement (1997). Recent columns discuss digitalization in finance and Fintech challenges for traditional banks. Grants/Advising: Leads multiple research projects with teams of students and collaborators, including studies on TED Talks, robot-mediated trust games, and gender bias in job selection. No explicit grant details provided in texts. Labs/Teams: Active in experimental finance labs, collaborating with institutions like the Zukunftsinstitut. Research often involves student teams analyzing real-world data (e.g., TED Talk databases, experimental auction setups).

Puriya Abbassiمشاهده پروفایل

استاد پژوهشی

• Financial Markets and Institutions
• Systemic Risk and Financial Crises
• Financial Stability and Monetary Policy
• +۳ مورد دیگر

Puriya Abbassi is a Research Professor at the Deutsche Bundesbank's Directorate General Financial Stability, affiliated with the Research Centre. His work focuses on systemic risk, financial stability, and monetary policy transmission mechanisms. He holds a position in the Central Office, contributing to policy-relevant research on banking systems and financial markets. Research Interests: Financial Markets and Institutions Systemic Risk and Financial Crises Monetary Policy Implementation Interbank Market Dynamics Key Contributions: His work analyzes how bargaining power and outside options shape interbank lending rates, with findings on segmented euro-area money markets despite central bank policies. He has studied the real effects of currency mismatches, stress testing frameworks, and credit supply dynamics. Publications: Over 12 refereed articles in journals like Management Science, Journal of International Economics, and Review of Financial Studies. Recent work examines stressed banks and cross-border liquidity during crises. Award Recognition: Not explicitly mentioned in provided texts. Laboratory/Teams: Part of Bundesbank's Financial Stability Directorate, collaborating on macroprudential policy and financial stability assessments.

• Corporate Finance
• Entrepreneurial Finance
• Venture Capital
• +۳ مورد دیگر

Karén Simonyan, PhD, is an Associate Professor of Finance at Suffolk University's Sawyer Business School (SBS). His research focuses on empirical corporate and entrepreneurial finance, including management quality, securities issuance, venture capital, mergers & acquisitions, anti-takeover provisions, and corporate innovation. He teaches corporate finance with a focus on experiential learning through financial modeling, case studies, and simulations, and contributed to establishing the Financial Wealth Management major at SBS. Dr. Simonyan holds a PhD from Boston College, an MBA from the American University of Armenia, and a BS from the State Engineering University of Armenia. His work has been published in top journals like the Journal of Financial Economics and Journal of Financial and Quantitative Analysis. His research examines topics such as investor attention in equity offerings, underwriter networks in IPOs, and the impact of management quality on innovation and IPO outcomes. He has co-authored influential studies on venture capital dynamics, corporate restructuring strategies, and the relationship between anti-takeover provisions and innovation productivity. Despite no listed awards, Simonyan maintains active professional profiles on LinkedIn, Google Scholar, and SSRN. His teaching portfolio includes courses like FIN 808: General Theory in Corporate Finance and FIN 812: Capital Budgeting, reflecting his expertise in advanced financial theory and practice.

• Technical Analysis
• Algorithmic Trading
• Cryptocurrency
• +۳ مورد دیگر

Dr. Daniel Svogun is an Assistant Professor of Finance and Director of Finance at The Catholic University of America's Busch School of Business. He holds a PhD in Economics from Fordham University, where he taught undergraduate courses in Economics and Statistics. His research focuses on technical analysis, cryptocurrency markets, life-cycle investing, and faith-based investing principles aligned with Catholic social teachings. Education: PhD Economics (2020), MA Economics (2017), BA Economics (2014), all from Fordham University His work explores cryptocurrency portfolio optimization, transaction cost impacts on trading strategies, and the integration of USCCB socially responsible investing guidelines into financial decision-making. He has presented research at major conferences including the Eastern Economic Association and Southwestern Finance Association. Teaching responsibilities include Introduction to Finance, Corporate Finance, and Advanced Corporate Finance courses, covering topics like time value of money, corporate taxation, and securities valuation.

• Financial Economics
• Financial Risk Management
• Econometrics
• +۳ مورد دیگر

Professor Olan Henry is a faculty member specializing in financial economics and risk management. He teaches modules such as Financial Crises and Defaults (ACFI319), Financial Risk Management (ACFI809), and Portfolio Theory (ACFI923), serving as Module Co-ordinator for the latter two. His research focuses on financial uncertainty, econometric modeling, and market microstructure, with notable contributions to covariance risk analysis and technical indicators in financial forecasting. Professional Activities: Associate Editor of Finance Research Letters (2014–2016) Examination Roles at institutions including Macquarie University, University of Reading, and Trinity College Dublin Organizations: Clare Hall (University of Cambridge, 2007–2016), Australian Competition and Consumer Commission (2008–2012) His research interests emphasize quantifying financial risks, particularly in asymmetric market conditions, and improving forecasting methodologies during periods of low uncertainty. Recent work explores the interplay between financial uncertainty and stock market dynamics. Advising: Supervised the thesis Maintaining Systemic Stability by Enhancing Information Disclosures in the Banking Industry .

• Finance
• Quantitative Finance
• Financial Markets
• +۳ مورد دیگر

Jason Laws is a Senior Lecturer in Corporate Finance and Associate Dean for Postgraduate Study at the University of Liverpool Management School. He joined in 2011 after roles at Liverpool John Moores University, University of London, and others. His teaching focuses on real-world applied finance, emphasizing innovation in classrooms through tools like Bloomberg terminals and Poll Everywhere. He coordinates modules in Derivatives, Corporate Financial Management, and Islamic finance governance. Research interests include volatility forecasting, trading strategies, and risk management, with a focus on commodities, derivatives, and market efficiency. His work explores technical trading rules in oil markets, pairs trading strategies, and the impact of data snooping. He has published extensively in journals like the International Journal of Finance and Economics and Quantitative Finance. Publications highlight methodological innovations using neural networks and correlation filters for spread trading, nonlinear volatility modeling, and cross-border exchange analysis. His work often bridges theoretical finance with practical applications in global markets.

• Quantitative Finance
• Mathematical Finance
• Asset Pricing
• +۵ مورد دیگر

Lorenz SCHNEIDER is a Professor of Mathematics and Quantitative Finance at emlyon business school. He holds a Doctorate in Mathematics (Highest Honors) from the University of Paris VI Pierre and Marie Curie (2001) and prior degrees from the University of Erlangen (1997) and Università degli Studi di Bologna (1995). Before academia, he worked as a quantitative analyst at Dresdner Kleinwort in London (2004–2009). His research focuses on asset allocation, maximum entropy techniques, stochastic volatility models, and commodity price structures. He teaches courses in probability theory, commodity markets, and numerical methods in C++. Research Interests : Asset allocation with risk-neutral valuation Maximum Entropy Techniques Multifactor commodity price models Multi-asset derivatives and cross-allocation Stochastic Volatility Models Valuation in emerging network markets Publications : His work spans empirical investigations of commodity markets, option pricing models, and computational finance algorithms. Recent contributions include studies on intermittently coupled electricity markets (Energy Economics, 2024) and information flows in option markets (Journal of Derivatives, 2023). His 2021 habilitation thesis addresses volatility and fair value dynamics in financial markets. Academic Contributions : He co-authored Innovations in Insurance, Risk- and Asset Management (2018) and developed calendar algorithms with Cassio Neri, improving computational efficiency for date conversions. His research bridges theoretical mathematics and practical financial modeling, emphasizing rigorous quantitative methods.

Jeffrey Mercerمشاهده پروفایل

استاد

• Asset Pricing
• Investment Management
• Fixed Income Securities
• +۴ مورد دیگر

Jeffrey Mercer, PhD, is the Centennial Bank Chair in Finance and director of the Texas Tech School of Banking and the Williams Institute for Community Banking and Finance at Texas Tech University. He also serves on the faculty of the Southwest Graduate School of Banking at Southern Methodist University. Mercer has held leadership roles including finance department chair and acting associate dean at Northern Illinois University. His expertise spans asset pricing, investment management, and fixed income securities. Education: PhD in Finance (Texas Tech University), MS in Finance (Texas Tech University), BS in Finance (University of Wyoming). Research focuses on monetary policy impacts, portfolio strategies, and commodity investments. His work has been published in top journals like the Journal of Financial Economics and Journal of Portfolio Management . Awards include competitive grants from the CFA Institute Research Foundation and the Chicago Investment Analysts Society. Media features include coverage by Forbes, Wall Street Journal , and CNN. Mercer co-founded McDonald Capital Management LLC, managing over $220M in assets. His academic and industry roles bridge theoretical finance with practical investment strategies.

Jie Chengمشاهده پروفایل

مدرس

• Financial Risk Management
• Econometrics
• Mathematical Statistics
• +۷ مورد دیگر

Jie Cheng is a Lecturer in Mathematics at Keele University, affiliated with the School of Computer Science and Mathematics. Their research focuses on econometric modeling, financial risk management, and statistical applications in education and economics. Key areas include Hidden Markov Models, regime-switching dynamics, and portfolio risk analysis, with notable contributions to cryptocurrency volatility studies and teaching excellence metrics. Education background and academic history are not explicitly detailed in the provided text, but their work spans quantitative finance, mathematical statistics, and educational policy analysis. Research themes emphasize statistical methodologies applied to real-world problems in finance, education, and macroeconomic systems. Publications highlight a strong focus on risk modeling, including papers on density forecasts, cryptocurrency portfolio VaR, and latent-factor-driven financial models. Their work bridges theoretical statistical frameworks with practical applications in market volatility analysis and educational metrics design. Professional activities include contributions to journals like Computational Economics , Empirical Economics , and Educational Review . Current roles involve teaching and research coordination within the School of Computer Science and Mathematics.

• Stochastic Processes
• Mathematical Finance
• Probability Theory
• +۳ مورد دیگر

Sara Svaluto Ferro is a Researcher (Ricercatrice a Tempo Determinato) at the Department of Economics, University of Verona. She holds a specialist degree in Mathematics and a PhD in Financial Mathematics from ETH Zurich. After completing her PhD, she conducted a 3-year postdoctoral research at the University of Vienna under Prof. Cuchiero's group. Her research focuses on stochastic processes, including generalized stochastic processes, signature analysis, algebraic computation in rough paths, and applications in mathematical finance, computational finance, and quantitative economics. **Education:** Laurea Specialistica in Matematica (Specialist Degree in Mathematics), ETH Zurich Doctoral Degree in Financial Mathematics, ETH Zurich Postdoctoral Research (3 years), University of Vienna **Research Interests:** Generalized stochastic processes (MSC 60G20) Signatures and data streams in Rough Analysis (MSC 60L10) Algebraic structures and computation in Rough Analysis (MSC 60L70) Stochastic models in finance (MSC 91B70) Her work bridges probability theory with applications in finance, including volatility modeling, market dynamics, and machine learning-driven financial analysis. **Affiliations & Roles:** Member of the Faculty Board of PhD in Economics and Finance Member of the Commissione Comunicazione (Communication Committee) Teaching roles in courses such as AI and Finance (Master's), Fundamentals of Financial Mathematics (Bachelor's), and Stochastic Processes in Finance (PhD) **Research Labs & Centers:** VELE (Verona Experimental Lab in Economics) Visual Research Lab CRIEP (Interdepartmental Research Center on Public Economics) CIDE (Interuniversity Center for Econometrics)

Gunter Löfflerمشاهده پروفایل

استاد

• Ratings
• Sustainable Investing
• Empirical Asset Pricing
• +۳ مورد دیگر

Prof. Gunter Löffler is a Professor at the University of Ulm, specializing in finance with a focus on ratings, sustainable investing, empirical asset pricing, and risk management. His research bridges theoretical finance with practical applications, particularly in credit risk modeling and the impact of environmental factors on financial instruments. He has authored influential textbooks such as *Credit Risk Modeling using Excel and VBA* and *Finanzierung: das Kernwissen kompakt und prägnant*, which integrate technical tools with foundational financial principles. His work has been widely cited in academic journals and featured in media outlets like *Technology Review*, *Süddeutsche Zeitung*, and *Handelsblatt*. Key themes in his publications include the efficacy of green bonds, equity premium forecasting methodologies, and systemic risk assessment. Löffler actively engages in public discourse on financial markets, as evidenced by his interviews and talks on topics ranging from bailouts to the psychological aspects of investing. His research emphasizes the interplay between market behavior and institutional frameworks, contributing to both academic discourse and practical policy recommendations. Despite no listed awards, his prolific publication record and media presence highlight his influence in the field of financial economics.

Tiziana Di Matteoمشاهده پروفایل

استاد

• Econophysics
• Complex Systems
• Complex Networks
• +۳ مورد دیگر

Professor Tiziana Di Matteo is the world's first Professor of Econophysics at King's College London (KCL), appointed in 2014. She is affiliated with the Department of Mathematics within the Faculty of Natural & Mathematical Sciences. Additionally, she serves as External Faculty at the Complexity Science Hub in Vienna and is a member of the UCL Centre for Blockchain Technologies. Her roles include Enterprise and Engagement Lead at KCL and Knowledge Exchange Champion for the UK Knowledge Exchange Hub for Mathematical Sciences. Di Matteo holds a BSc (Hons) in Physics (1994) and a PhD in Physics (1999) from the Università di Salerno, Italy. Her research focuses on interdisciplinary applications of physics to economics and finance, spanning: Econophysics : Analyzing financial markets using statistical physics. Complex Systems & Networks : Studying interdependencies in financial and social systems. Data Science : Developing tensor-based methods for multidimensional forecasting. Her 120+ publications predominantly explore volatility modeling, network theory, and machine learning applications in economics. Recent work emphasizes multiscaling analysis, blockchain impacts, and pandemic-related economic resilience. Scientific Awards: Elsevier’s Most Cited Article Award (2010) QEII Fellowship (2003-2008) INFM/CNR Fellowships (1994-1995) Erasmus Fellowship (1992) She leads PhD students (names unspecified) and collaborates globally. Editorial responsibilities include serving as Main Editor for Physica A and Editor for Chaos, Solitons & Fractals .

• Bayesian Inference
• Financial Econometrics
• Time Series Modelling
• +۴ مورد دیگر

Ioannis Vrontos is an Associate Professor at the Department of Statistics, Athens University of Economics and Business (AUEB). He holds a B.Sc., M.Sc., and Ph.D. in Statistics all from AUEB (1995, 1997, 2001 respectively). His research focuses on Bayesian methods, financial econometrics, and time series analysis, with applications in asset pricing, volatility modeling, and risk management. He has published extensively in top journals like the Journal of Empirical Finance and Journal of Computational and Graphical Statistics. Education: B.Sc. in Statistics, AUEB (1995) M.Sc. in Statistics, AUEB (1997) Ph.D. in Statistics, AUEB (2001) Research Interests: Bayesian inference, hidden Markov models, financial econometrics, optimal portfolio allocation, and hedge fund analysis. His work integrates advanced statistical techniques with financial market applications. Publications reflect expertise in econometric modeling, particularly in handling model uncertainty and structural breaks. Recent work includes pandemic economic impact analysis and machine learning applications in financial forecasting. Professional Affiliations: Member of the International Society for Bayesian Analysis, Institute of Mathematical Statistics, and Greek Statistical Institute. Lab/Team Involvement: Active in AUEB's statistical research groups, contributing to interdisciplinary projects in finance and economics.