جستجوی استاد راهنمای دانشگاهی

Professor Peter Feldhütter is a faculty member at the Department of Finance, Copenhagen Business School (CBS), where he has held the position since 2017. He earned his PhD from CBS and previously worked at the London Business School. His research focuses on fixed income markets, particularly examining how prices are influenced by illiquidity, credit risk, and supply-demand imbalances. Notable contributions include studies on U.S. corporate bond market liquidity and credit spread dynamics. Key research areas include empirical asset pricing, credit risk, fixed income analysis, and liquidity risk. He has authored influential papers such as The Myth of the Credit Spread Puzzle and Corporate Bond Liquidity Before and After the Subprime Crisis . Received awards: Jack Treynor Prize, Wharton’s Outstanding Paper Award, and Nykredit’s Talented Researcher Award. External advisory roles: Legal advice for NTC Parent, Shell, and FourWorld Capital Management; academic advising for Copenhagen Economics. Teaching: External faculty at London Business School and University College London. His recent work explores ESG investing’s impact on capital structure and pricing of sustainability-linked bonds. Ongoing projects include studies on financial market liquidity and corporate bond valuation frameworks.

• Empirical Asset Pricing
• Credit Risk
• Fixed Income Markets
• +۳ مورد دیگر

Ciprian Cimpan is an Associate Professor at the Department of Green Technology (IGT), University of Southern Denmark, and a key member of the SDU Climate Cluster and SDU Life Cycle Engineering. His research focuses on Circular Economy , Industrial Ecology , Waste and Resources Management , and Life Cycle Assessment , with a strong emphasis on sustainable growth and resource efficiency. Postdoctoral Fellow, Norwegian University of Science and Technology (2019–2021) His recent publications highlight applications of LCA in evaluating additive manufacturing , plastic packaging , and critical material recycling within green transition contexts. He also investigates systemic challenges in textile waste , ICT product obsolescence , and rebound effects in reuse practices . Scientific awards include the DANROAD Prize (2025) for innovative drug recycling. He supervises PhD student Bubinek R. and teaches courses on Eco-efficient Engineering , Waste Management , and Solid Waste Processing .

• Circular Economy
• Industrial Ecology
• Waste and Resources Management
• +۳ مورد دیگر

Henrik Jeldtoft Jensen is a Professor of Mathematical Physics and leads the Centre for Complexity Science at Imperial College London. His work spans multiple disciplines, focusing on the statistical mechanics of complex systems, with applications in physics, biology, neuroscience, and finance. Professor, Mathematical Physics Leader, Centre for Complexity Science Institution: Imperial College London His research interests lie at the intersection of theoretical physics and complex systems. He is best known for developing the Tangled Nature Model of evolving ecosystems, which has been extended into financial modeling through the Tangled Finance approach. His work in brain dynamics involves analyzing fMRI and EEG data using tools from statistical physics. He has made significant contributions to self-organized criticality and stochastic dynamics of complex systems, particularly in condensed matter and evolutionary contexts. The recent publications reflect a strong trend toward interdisciplinary complexity science, integrating concepts from physics, biology, economics, and neuroscience. Keywords across these works include complexity, statistical mechanics, dynamical systems, and network theory, with subfields ranging from neural avalanches to financial instability and biodiversity modeling. Henrik Jensen is the author of two influential books: Self-Organized Criticality and Stochastic Dynamics of Complex Systems (with Paolo Sibani), which have been widely cited across disciplines. He has supervised numerous PhD and postdoctoral researchers through the Centre for Complexity Science, though specific names are not listed. His research has been supported by grants from UK research councils and international collaborations, particularly in interdisciplinary complexity projects. He is affiliated with the Centre for Complexity Science, a multidisciplinary research hub at Imperial College London that brings together physicists, mathematicians, biologists, and social scientists to study complex adaptive systems.

• Complexity Science
• Statistical Mechanics
• Mathematical Physics
• +۷ مورد دیگر

Jens Dick-Nielsen is a Professor at Copenhagen Business School in the Department of Finance . His work primarily focuses on fixed income markets, liquidity, credit risk, and financial market microstructure. Institution: Copenhagen Business School Department: Department of Finance Academic Rank: Professor Research interests include: Corporate bond markets and liquidity Bank equity risk and financial premiums Data transparency and TRACE system analysis Market segmentation in arbitrage Role of underwriter relationships in bond issuance Policy implications in banking and capital markets Recent publications highlight trends in bond market dynamics, financial intermediation, and liquidity risk. Key themes include empirical analysis of TRACE data, dealer networks, and post-crisis market structures. Scientific awards and honors: Jens Dick-Nielsen has supervised 10 research works and contributed to 23 media appearances. His collaborations span topics like banking capital costs, liquidity analysis, and market microstructure studies.

• Finance
• Fixed Income
• Credit Risk
• +۴ مورد دیگر

Ken L. Bechmann is a Professor at the Copenhagen Business School's Department of Finance, specializing in corporate finance and governance. He serves on the Blue MBA study board and actively contributes to editorial functions of Finans/Invest . His research focuses on executive compensation, payout policies, and banking sector governance, with significant media impact influencing policy discussions. He has received awards for research practicality and dissemination. Teaching responsibilities include Advanced Economics and Finance (elite program), Ph.D. finance programs, and specialized courses for industry professionals. His external engagements span roles as board member at CS Pensionsfond and Halberg-Gundersen Invest, as well as consulting for entities like Energinet and Ørsted. Recent publications emphasize public pension systems (ATP), regulatory frameworks for ESG reporting, and liquidity dynamics in financial markets. His advisory work includes supervising one Ph.D. student and multiple master's theses, reflecting his commitment to academic mentorship.

• Corporate Finance
• Corporate Governance
• Executive Compensation
• +۳ مورد دیگر

Rasmus T. Varneskov is a Professor in the Department of Finance at Copenhagen Business School, Denmark, with an active research profile evidenced by publications through 2025. His work bridges theoretical econometrics and financial applications, focusing on methodological innovations for market volatility and return prediction. Research interests include: Econometrics Financial Economics Time Series Analysis Volatility Modeling Asset Pricing Structural Change His recent publications (2022-2025) reveal a concentrated focus on bootstrap techniques for volatility estimation and robust inference in predictive regressions. Key contributions address challenges in high-frequency financial data, Laplace transforms for volatility metrics, and handling persistent autoregressive processes with structural breaks, primarily through advanced statistical modeling. Scientific Awards: No awards, fellowships, or medals are documented in the provided text. Advising: Varneskov has supervised 5 works (likely graduate theses), though student names and grant funding specifics are absent. His mentorship activity aligns with his role as a research-active faculty member in econometrics.

• Econometrics
• Financial Economics
• Time Series Analysis
• +۳ مورد دیگر

Stefan Pichler is a Professor of Finance and Banking and serves as Vice-Rector for Research at the Vienna University of Economics and Business (WU). He is also the Head of the Institute for Finance, Banking and Insurance and affiliated with the Vienna Graduate School of Finance. His academic leadership includes directing master’s programs in Quantitative Finance and Finance and Accounting. Research Interests: His research focuses on core areas in finance, including Bank and Financial Management, Credit Derivatives, Risk Management, Credit Rating Systems, and Sovereign Debt. He has made significant contributions to understanding EMU government bond markets, Value-at-Risk models, and the term structure of interest rates. His work often involves econometric modeling and financial market analysis. Publication Trends: His recent and ongoing research (2020–2025) emphasizes credit risk modeling, non-performing loans, regulatory impacts, and benchmark transitions like CHF-LIBOR. Earlier work (2003–2014) centered on credit ratings, yield spreads, and risk measurement in European markets. His publications appear in journals such as the Journal of Banking and Finance , Journal of Credit Risk , and Review of Finance . Scientific Awards: 4 awards (specific names not listed in text) Advising and Grants: While specific advisees are not listed, he has led multiple research projects, particularly in public financial management and capital market research. He has collaborated extensively with researchers like Jankowitsch, Hornik, and Geyer. He has held advisory roles such as Head of the Expert Panel on Public Financial Management in Austria and Head of the Financial Advisory Board for Salzburg. Labs and Teams: He leads the Institute for Finance, Banking and Insurance at WU and is involved in strategic capital market research and cryptoeconomics initiatives. He has been a voting member of the ATX Index Committee since 1991 and is a regular speaker at the Alpach Financial Market Symposium.

• Finance
• Banking
• Risk Management
• +۱۱ مورد دیگر

Kiyoshi Kanazawa is an Associate Professor in the Department of Physics at Kyoto University, where he leads the Interdisciplinary Statphys Lab for Stochastic Process and Econophysics. His research bridges statistical physics with interdisciplinary applications in financial markets, biophysics, and complex systems. He focuses on theoretical and data-driven studies of stochastic processes, particularly non-Markovian dynamics and anomalous diffusion. Research Interests: Kanazawa's work centers on the mathematical modeling of complex systems using stochastic processes. Key areas include non-Markovian processes such as Hawkes processes, econophysics involving financial market microstructure (e.g., Tokyo Stock Exchange), and non-equilibrium statistical mechanics in granular and active matter systems. He develops analytical methods like Markov embedding to transform non-Markovian systems into field-theoretic frameworks for solvability. The recent publications reflect a strong trend in applying statistical physics to real-world data, especially in finance and biological systems. His work combines microscopic modeling with macroscopic prediction , using tools from kinetic theory and agent-based modeling. Articles span topics from Lévy flights in microbial motion to trend-following behavior in traders, showcasing a unifying theme of stochastic dynamics across scales . Scientific Contributions: Pioneered analytical methods for non-Markovian processes using field theory. Provided first-principles derivation of Lévy flights in active matter (published in Nature ). Developed kinetic theory approaches for financial agent-based models (published in PRL ). Established systematic statistical physics framework for non-Gaussian Langevin equations. Academic Guidance: Kanazawa actively mentors graduate students, especially those pursuing PhDs. He emphasizes mastery of stochastic calculus and numerical computation (Python, Julia, C++). Students are encouraged to combine theoretical work with empirical data analysis to strengthen publication potential. His lab promotes open computational practices and journal clubs for collaborative learning. Laboratory: The Interdisciplinary Statphys Lab fosters research in stochastic processes with applications in physics, finance, and biology. It maintains a focus on high-precision financial microdata analysis and theoretical innovation in non-equilibrium systems.

• Statistical Physics
• Stochastic Processes
• Econophysics
• +۷ مورد دیگر

Dr. Anatoly (Alec) Schmidt is an Adjunct Professor in the Department of Finance, Risk and Engineering at the NYU Tandon School of Engineering and also holds a position in the Financial Engineering Department at the Business School of Stevens Institute of Technology. He has previously served as a visiting professor at Nanyang Technological University and Moscow Financial Academy, demonstrating international academic engagement. His research interests lie at the intersection of physics and finance, with a focus on quantitative finance , agent-based modeling of financial markets , trading strategies , and portfolio management . His interdisciplinary background enables innovative approaches to financial modeling using tools from statistical physics and complex systems. The recent publications reflect a consistent trajectory in advancing quantitative methods in investing and market analysis, particularly through computational modeling and data-driven strategy development. His work increasingly integrates machine learning insights with traditional financial theories, especially evident in his 2021 book on modern equity investing. Dr. Schmidt has not been mentioned with any formal scientific awards in the provided text. He has advised students though none are explicitly named. He has not received mention of grants, but his industry role at Kensho suggests strong project funding and applied research support. His academic appointments indicate active mentorship and curriculum development in financial engineering programs. While no formal lab or research team is specified, his work at Kensho Technologies as Lead Research Scientist implies leadership in a data science and market analytics team, likely involving interdisciplinary researchers and engineers focused on financial intelligence systems.

• Quantitative Finance
• Financial Engineering
• Agent-Based Modeling
• +۷ مورد دیگر

Søren Hvidkjær is a Professor of Finance and currently serves as the Dean of Research at Copenhagen Business School (CBS). His academic career includes roles as an Associate Professor at INSEAD and the R.H. Smith School of Business at the University of Maryland before joining CBS in 2008. He is actively involved in research, policy analysis, and academic leadership, focusing on empirical asset pricing, market microstructure, and behavioral finance. His work has been published in leading journals such as the Journal of Finance and the Review of Financial Studies, earning accolades like the Journal of Finance Smith Breeden Distinguished Paper Prize. As Dean of Research, he advocates for reforms in PhD programs and addresses systemic challenges in academic funding and governance. His research explores liquidity dynamics, informed trading, and ESG investing, with notable contributions to understanding market efficiency and investor behavior. Beyond academia, he serves on boards for financial institutions and advises on investment strategies. His interdisciplinary approach bridges finance theory with practical policy solutions, addressing societal challenges through collaborative research initiatives. Research Interests: Empirical asset pricing, market microstructure, behavioral finance, liquidity management, and ESG investing. Awards: Journal of Finance Smith Breeden Distinguished Paper Prize (2002). Professional Activities: Board member at Danske Invest Management A/S, expert witness, and contributor to policy reports on financial regulation and educational equity. His articles span topics like co-illiquidity management, policy impacts of PhD program structures, and the role of universities in societal problem-solving. Hvidkjær’s work emphasizes quantitative analysis and real-world applications, making him a prominent figure in financial academia and policy circles.

• Empirical Asset Pricing
• Market Microstructure
• Behavioral Finance
• +۳ مورد دیگر

Rolf Poulsen is a Professor at the Department of Mathematical Sciences, University of Copenhagen. His work focuses on financial theory, derivative assets, and mathematical finance with applications to mortgage markets, portfolio selection, and model risk assessment. Institution: University of Copenhagen Department: Department of Mathematical Sciences Email: rolf@math.ku.dk Phone: +4535320685 Research Interests: Specializing in interest rate and exchange rate modeling, optimal mortgage and pension choices, and model risk analysis. His work intersects financial mathematics, stochastic processes, and computational finance, particularly in derivative pricing and market volatility dynamics. Recent Publications: Active in exploring connections between classical financial models (Black-Scholes, Merton) and modern machine learning approaches, while critically examining market efficiency and model reliability in crisis scenarios.

• Financial Mathematics
• Quantitative Finance
• Interest Rate Modelling
• +۶ مورد دیگر

Jakob Arnoldi is a Professor at the Department of Management, Aarhus University. His academic profile indicates a primary affiliation with Aarhus University, where he conducts research and publishes extensively in top-tier journals. He maintains an office at Aarhus V, 2628-M313 and can be contacted via institutional email. Research Focus Arnoldi's research spans corporate governance, entrepreneurship, and political economy with a geographic emphasis on China. His work examines: Board dynamics in start-ups and venture performance State capitalism and political connections in Chinese business groups Cross-cultural aspects of financial practices and acquisitions Cognitive and social foundations of knowledge abstraction in organizations Methodologically, he employs large-scale empirical studies and theoretical frameworks from institutional economics. Publication Trends Analysis of Arnoldi's 15 most recent articles reveals three dominant themes: (1) Corporate governance mechanisms in new ventures (particularly board composition effects), (2) Political economy of Chinese business practices (state ownership, BRI responses, political rotations), and (3) Socio-cognitive foundations of organizational learning. His scholarship shows consistent focus on how formal and informal institutions shape economic behavior. Research Projects Innovation: Coordinated Sensemaking in Situations with High Indeterminacy (Active October 2013 - November 2017): Investigated decision-making processes under uncertainty in entrepreneurial contexts.

• Corporate Governance
• Entrepreneurship
• State Capitalism
• +۵ مورد دیگر

Nanna Roos is an Associate Professor in the Department of Nutrition, Exercise and Sports at the University of Copenhagen, specializing in Nutrition and Health. Her research focuses on improving dietary quality and combating malnutrition in vulnerable populations across low-income countries through innovative food systems. Her primary research areas include: Linkages between food production, diet, and nutritional status in vulnerable populations Role of animal source foods (particularly edible insects and small indigenous fish) in low-income diets Nutritional quality of complementary foods for children, including micronutrient bioavailability Human intervention studies on food aid products and locally produced foods Recent publications (2025) demonstrate concentrated expertise in insect-based food systems, spanning consumer acceptance studies, farming protocols, and nutritional properties. Her work bridges food science, entomology, and public health to develop sustainable solutions for food security, with strong emphasis on practical applications in Asian and African contexts. Dr. Roos has supervised six PhD students through projects in Cambodia, Kenya, and Thailand: Jutta Skau (2008-2013): Preventing undernutrition through improved complementary foods Afton Halloran (2014-2017): Cricket farming impacts on livelihoods Mulia Nurhasan (2010-2017): Fish resources for child nutrition Kuong Khov (2013-2017): Fortified rice for school meals Sanne Sigh (2016-2019): Fish-based RUTF for malnutrition treatment Daream Sok (2015-2018): Comparative RUTF effectiveness Her research is funded by major international programs including Danida (Denmark), EU Horizon 2020, and Innovation Fund Denmark, with current leadership roles in projects like HEALTHYNSECT (2020-2024) and SUSINCHAIN (2019-2023). She serves as Editor for the Journal of Insects as Food and Feed and contributes to scientific committees including the European Food Safety Authority.

• Nutrition in developing countries
• Micronutrient deficiency
• Edible insects for food and feed
• +۵ مورد دیگر

Orimar Sauri Arregui is an Associate Professor in the Department of Mathematical Sciences at Aalborg University's Faculty of Engineering and Science, Denmark. His research lies at the intersection of mathematical statistics, stochastic processes, and financial modeling. Research Interests: His work focuses on ambit fields , trawl processes , Lévy and infinite divisible random fields , and nonparametric estimation in continuous time. He investigates asymptotic behavior, limit theorems, and statistical inference for complex stochastic models, with applications in financial market microstructure and energy flux modeling. The analysis of his recent publications reveals a strong trend in theoretical statistics and probability, particularly in developing and analyzing models driven by non-Gaussian noise and long-range dependence. His work often involves high-frequency data and contributes to the foundations of spatiotemporal modeling. Scientific Contributions: Developed mathematical frameworks for financial market microstructure. Advanced theory for nonparametric estimation of trawl processes. Derived asymptotic error distributions for numerical schemes in stochastic delay equations. Proved local limit theorems for energy fluxes in random fields. Advising and Research Activity: He has been involved in PhD supervision and maintains an active research output, primarily through preprints on arXiv and SSRN. His collaborations span topics in financial econometrics and statistical physics. Though specific grants are not listed, his consistent publication record suggests ongoing research funding. Laboratory and Teams: While no formal lab is mentioned, his work is part of the broader research network in mathematical statistics and financial mathematics at Aalborg University, with notable collaborations in stochastic modeling and econometrics.

• Mathematical Statistics
• Stochastic Processes
• Nonparametric Estimation
• +۷ مورد دیگر

Huanren Zhang is an Associate Professor in the Department of Economics at the University of Southern Denmark, Faculty of Social Sciences. His research lies at the intersection of behavioral economics, game theory, and organizational behavior, with a focus on strategic and risky decision-making, social norms, coordination, and learning. He employs experimental methods, computational modeling, and theoretical analysis to investigate human and organizational behaviors. His research interests include: Strategic decision-making and coordination under uncertainty Social preferences and cooperation in social dilemmas Human and organizational learning processes Emotion and economic decisions Innovation ecosystems and technological interdependencies Gender identity and information salience in coordination The most recent articles reflect a strong trend in experimental and behavioral economics, particularly in understanding how individuals and groups coordinate under uncertainty, respond to inequality, and navigate emotional influences in economic contexts. His work increasingly integrates interdisciplinary perspectives from psychology and management, especially in studying innovation ecosystems and gender dynamics. Scientific contributions and recognition: Active peer reviewer for journals such as Journal of Economic Behavior & Organization and Frontiers in Behavioral Economics Guest lecturer at external institutions on topics like innovation management and repeated game behavior Contributor to public discourse through media appearances on decision-making tools Huanren Zhang is actively involved in research supervision and teaching, offering courses such as Advanced Economic Evaluation and Decision, Persuasion, and Negotiation . He participates in major research projects including Decision under Uncertainty and Exploration, Exploitation, and Coopetition in Strategic Alliances . His work is supported by ongoing institutional and collaborative research funding, though specific grant names are not listed. He is affiliated with a dynamic research network focused on behavioral and experimental economics, collaborating with scholars internationally. His personal website and ORCID profile provide further access to his publications and research activities.

• Behavioral Economics
• Strategic Decision-Making
• Risky Decision-Making
• +۱۲ مورد دیگر