جست‌وجوی استاد و پژوهشگر

Jeroen Dalderopمشاهده پروفایل

استادیار

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

Jeroen Dalderop is an Assistant Professor of Economics at the University of Notre Dame, located in Jenkins and Nanovic Halls. His research focuses on econometric methods for modeling and forecasting economic and financial time series, with an emphasis on non- and semiparametric techniques applied to financial asset prices and their connections to the real economy. Education: Ph.D. in Economics, University of Cambridge (2018) M.Phil. in Economics, University of Cambridge (2013) M.Sc. in Quantitative Finance and B.Sc. in Econometrics & Operations Research, Tilburg University (2012) Research Interests: His work develops advanced statistical methodologies to analyze financial asset prices—including derivatives—and their relationship with macroeconomic variables. Key themes include probability weighting functions in option pricing, conditional density models for asset returns, and latent variable frameworks in asset pricing. Publications: Recent work emphasizes nonparametric approaches to pricing kernels, market-implied densities, and latent variable models. His research bridges econometric theory with practical applications in finance, reflecting a focus on rigorous methodological innovation. Advising & Grants: No specific advisees or grants are listed in the provided materials. His CV is available for further details. Labs/Teams: No dedicated lab or team affiliations are mentioned.

Lei Luمشاهده پروفایل

استاد

• Asset Pricing
• Behavioural Finance
• International Finance

Lei Lu is a Professor and holds the Bryce Douglas Chair in Finance at the Asper School of Business , University of Manitoba. He joined the institution in 2016 after teaching at the Guanghua School of Management (Peking University, 2011–2016) and the School of Finance (Shanghai University of Finance and Economics, 2007–2011). He earned a Ph.D. in Finance from McGill University and a master’s degree in Management from Tianjin University, China. His research focuses on Asset Pricing (with a focus on heterogeneous agents and frictions), Behavioral Finance , and International Finance . He has presented work at major academic conferences and serves as an Associate Editor for Accounting and Finance and China Finance Review International . Lei Lu’s recent publications explore topics such as nominal exchange rate dynamics, anomaly discovery in financial markets, and the impact of stock market interventions on real-sector investment efficiency. His work often integrates theoretical models with empirical analysis, addressing questions of market efficiency, investor behavior, and policy implications. He has not been explicitly mentioned as receiving scientific awards in the provided texts. His teaching interests include Asset Pricing, Investments, and Options/Futures, reflecting his expertise in financial markets. No specific grants or advising details are listed. He has not been associated with labs or teams in the provided information.

Xiaoxiao Tangمشاهده پروفایل

استادیار

• Theoretical Asset Pricing
• Empirical Asset Pricing
• Options Recovery
• +۴ مورد دیگر

Xiaoxiao Tang is an Assistant Professor of Finance and Managerial Economics at the Jindal School of Management, The University of Texas at Dallas. Her research focuses on theoretical and empirical asset pricing, options recovery, and disaster risk analysis. She teaches courses such as FIN 4300 Investment Management and FIN 7330 Theoretical Asset Pricing (doctoral seminar). Education: PhD in Finance, Washington University in St. Louis, 2018 PhD in Economics, University of Virginia, 2014 BS in Economics, Tsinghua University, 2009 Her research explores topics such as volatility management strategies, implied volatility surfaces, and the role of Federal Open Market Committee (FOMC) policies in asset pricing. Recent work examines the predictive power of option prices for market jumps and the effectiveness of volatility-managed portfolios. Tang employs advanced econometric techniques to analyze financial markets and disaster risk dynamics. Her articles (2017–2020) consistently address volatility modeling, factor analysis, and asset pricing frameworks, contributing to understanding market behavior under uncertainty. No scientific awards are explicitly mentioned in available texts. She advises doctoral students in theoretical finance and contributes to grants related to asset pricing research. Her work is housed within the Finance department at UTDallas, with potential collaborations in quantitative finance and econometrics.

• Asset Pricing
• International Finance
• Financial Econometrics
• +۴ مورد دیگر

Ilias Tsiakas is a Professor and Lang Chair in Finance at the University of Guelph's Department of Economics and Finance. He holds a Ph.D. in Economics from the University of Toronto (2001) and has served as Visiting Professor at the University of Toronto and Associate Professor at the University of Warwick. His expertise spans Asset Pricing, International Finance, Financial Econometrics, and Climate Finance. Education: Ph.D. Economics, University of Toronto (1996–2001), specializing in Finance and Financial Econometrics M.A. Economics, York University (1995–1996) B.A. (Hons) Economics and Political Science, University of Toronto (1991–1995) Research focuses on exchange rate predictability, cryptocurrency volatility, carbon emissions' financial impacts, and economic fundamentals driving asset prices. Recent work addresses climate finance, market microstructure, and sustainable investment strategies. His articles appear in top journals like the Journal of Financial Economics and Review of Financial Studies , with media coverage in Financial Times and VoxEU.org . Awards: Paul MacPherson Teaching Award (2019) Lang Research Impact Award (2018) INQUIRE UK Best Paper Prize (2010) Outstanding Article Award (Journal of Financial Research, 2010) University of Warwick Teaching Awards (2007–2010) Grants: Principal investigator on SSHRC grants totaling $187,606 since 2010, including projects on carbon emissions and foreign exchange swaps. Collaborated with institutions like the Rimini Centre for Economic Analysis (Senior Fellow since 2012).

Stefanie Heidenمشاهده پروفایل

استاد

• Innovation Management
• Bioeconomy
• Sustainability Transitions
• +۳ مورد دیگر

Prof. Dr. Stefanie Heiden holds dual roles as Dean of the Faculty of Natural Sciences and Director of the Institute of Innovation Research, Technology Management & Entrepreneurship at Leibniz University Hannover. Her academic career spans over three decades, with expertise in innovation systems, bioeconomy strategies, and sustainable technology management. Research Focus : Her work bridges innovation economics and environmental policy, emphasizing: Frugal innovation for global development Risk analysis in R&D investments Bioeconomic transition pathways Corporate strategy under environmental turbulence Notable Contributions : Authored 42+ peer-reviewed publications since 1993, including foundational work on: Methanogenesis biochemistry (1990s) White biotechnology applications (2000s) Crisis response strategies during the SARS-CoV-2 pandemic (2020s) Institutional Leadership : Oversees the ITE Institute's interdisciplinary programs connecting technology management, entrepreneurship, and sustainability science. Active in EU-Microdata research networks and serves as an ORCiD-recognized scholar (0000-0002-4710-9316).

Pankaj A Chandorkarمشاهده پروفایل

مدرس

• Asset Pricing
• Financial Econometrics
• Monetary Policy Analysis
• +۳ مورد دیگر

Pankaj A Chandorkar is a Lecturer at Newcastle Business School, Northumbria University, where he currently teaches full-time on modules such as Financial Econometrics 1 and 2, and Risk and Derivatives. He holds a PhD in Finance from Cranfield University and has extensive teaching experience at both undergraduate and postgraduate levels, including doctoral training programs. Pankaj has also served as a part-time lecturer at Coventry University and contributed to courses at Cranfield University. He is the Program Leader for the MSc International Finance and Investment and MSc International Financial Management programs, having restructured key modules to enhance empirical research training for students. His research focuses on Empirical Asset Pricing, particularly the Consumption-Based Asset Pricing Model, and explores intersections between unconventional monetary policy and asset pricing dynamics. Collaborations with academics from Cranfield University further his work in this field. Pankaj’s academic qualifications include a Masters in Research (MRes) in Management, an MSc in Finance and Management, and a BEng in Mechanical Engineering from Pune University, India. Recent publications examine topics such as financial fragility in Peru, the role of implied volatility in stock returns, and the impact of consumption shocks on equity risk premiums. His research frequently engages with UK and European markets, addressing both theoretical and policy-relevant questions. Pankaj currently supervises two PhD students: Karim Henide (Green finance and climate risk implications) and Jeremy Chunyeung Kwok (Risk resilience in Non-Bank Financial Intermediation). Outside academia, Pankaj enjoys hiking and exploring mountain and forest landscapes.

Zeina Al-Ahmadمشاهده پروفایل

مدرس ارشد

• Stock Market Analysis
• Exchange Rates
• Market Efficiency
• +۸ مورد دیگر

Dr. Zeina Al-Ahmad is a Senior Lecturer at Bangor Business School, Bangor University, and holds a Visiting Professor position at the Bahrain Institute of Banking and Finance. She has previously served as a Senior Lecturer at Muscat University (Oman), Visiting Senior Lecturer at Aston University (UK), and Assistant Professor at Tishreen University (Syria). Education: PhD in Finance (2007), University of Manchester MSc in Finance and Economics (2002), University of Manchester BA in Economics and Planning (1998), Tishreen University Research Interests: Focus on stock prices , exchange rates , market efficiency , corporate social responsibility , corporate governance , voluntary disclosure , IPOs , and earnings management . Specializes in MENA region and nascent markets with emphasis on Syrian financial systems. Publications: 15+ peer-reviewed works since 2011, including studies on Damascus Securities Exchange efficiency , currency denomination structures , loan loss provisions during crises , and CSR disclosure challenges in Syria. Methodologically combines quantitative finance , econometric modeling , and policy analysis in Arab/MENA contexts. Collaborations: Works with researchers across UK, Syria, Egypt, and Oman. Key partnerships include Linda Ismaiel (Damascus Securities Exchange analysis), Salman & Assad (CSR studies), and Ashoor (banking crisis research).

• Finance
• Cryptocurrency Markets
• Retail Investor Behavior
• +۴ مورد دیگر

Artem Meshcheryakov is an Associate Professor of Finance at the Department of Accounting and Finance within the Lucas College and Graduate School of Business at San José State University. He holds a PhD in Finance from Texas Tech University, an MBA from Marshall University, and a BS in Economics from Volgograd State Technical University, Russia. Academic Appointments: 2021-Present (Associate Professor), 2015-2021 (Assistant Professor), both at SJSU Industry Experience: Extensive background in banking including roles at Federal Deposit Bank and Bank Vozrojdenie (Russia) His research focuses on financial markets, cryptocurrency dynamics, investor behavior analysis, and applications of online search data in economic forecasting. Key contributions include studies on retail investor attention effects, Ethereum's hedging properties, and price discovery mechanisms across global markets. Methodologically, he combines empirical financial analysis with innovative data sources like Google Trends. Teaching responsibilities include courses such as International Business Finance, Investment Analysis, and Financial Management. His work demonstrates interdisciplinary approach bridging traditional finance with emerging digital data applications.

Matthew Cedergrenمشاهده پروفایل

دانشیار

• Management Forecasting and Disclosure
• Capital Markets and Initial Public Offerings (IPOs)
• Insider Trading
• +۳ مورد دیگر

Matthew Cedergren is an Associate Professor of Accounting at Santa Clara University's Leavey School of Business. He teaches courses like Introduction to Financial Accounting (ACTG 11) and Advanced Financial Accounting (ACTG 132). His research focuses on management forecasting, capital markets, insider trading, and securities litigation, with publications in top journals like the Journal of Accounting and Economics . Prior to academia, he worked at PricewaterhouseCoopers in San Jose, auditing semiconductor firms and investigating stock option backdating scandals at companies like Marvell Technology. Dr. Cedergren holds a B.B.A. and M.Acc. from the University of Wisconsin-Madison and a Ph.D. from New York University. He is a CPA (California) and has contributed to studies on IPO quiet periods, debt valuation adjustments, and media influence on earnings management. His work bridges academic theory with real-world corporate governance challenges. His research explores topics such as the impact of SEC regulations on IPO markets, litigation effects on corporate disclosure policies, and the interplay between financial reporting and legal outcomes. Notable investigations include analyses of insider trading litigation outcomes and the role of media attention in earnings management practices. Matthew’s career reflects a deep engagement with Silicon Valley’s tech sector, particularly through his prior work with semiconductor clients and involvement in high-profile accounting fraud cases. He emphasizes practical relevance in his teaching and research, addressing contemporary issues in financial accountability and regulatory compliance.

• Finance
• Financial Economics
• Behavioral Finance
• +۴ مورد دیگر

Surya Chelikani is an Associate Professor of Finance at Quinnipiac University, specializing in financial markets, risk-return dynamics, and regulatory impact analysis. He holds a BS from Andhra University, an MBA from the University of Central Oklahoma, and a PhD from Oklahoma State University. His research focuses on behavioral finance, volatility modeling, and systemic risk, with notable contributions to understanding market timing, financial contagion, and regulatory effects on market efficiency. He has published extensively in peer-reviewed journals like the Journal of Economics and Business and Quarterly Review of Economics and Finance . Chelikani actively participates in academic committees and peer reviews, including roles as a Program Committee member for the Shanghai Lixin International Conference and a reviewer for Asia Pacific Financial Markets . He teaches courses such as FIN 325 Financial Analytics and FIN 610 Investment and Portfolio Analysis at Quinnipiac University. His work spans diverse topics including the MAX effect, volatility feedback mechanisms, and the role of hedge funds during financial crises. He has explored regulatory frameworks like Regulation Fair Disclosure and the Sarbanes-Oxley Act, analyzing their implications on corporate governance and market integration.

• Quantitative Finance
• Derivative Pricing Models
• Risk Management & Hedging Strategies
• +۳ مورد دیگر

TEE Chyng Wen is an Associate Professor of Quantitative Finance (Practice) at the Lee Kong Chian School of Business , Singapore Management University (SMU), where he also serves as Academic Director for the Master of Science in Quantitative Finance program and Area Coordinator for Quantitative Finance Education. He holds a Ph.D. in Photonic Engineering from the University of Cambridge and a B.Eng in Electrical and Electronic Engineering from Nanyang Technological University (NTU). His research focuses on derivative pricing models , risk management strategies , high-frequency trading algorithms , and machine learning applications in finance . He has contributed to advancing methodologies for tail risk hedging, volatility timing, and optimal model selection in interest rate regimes. His work bridges theoretical frameworks and practical financial market challenges. Professor Tee has been recognized for his teaching excellence, including the Dean’s PG Teaching Honor List (2014–2024) , Teaching Excellence in Postgraduate Programs Award (2022) , and Best Instructor Award (2022–2024) . His research has earned accolades such as the Journal of Financial Studies Best Paper Award (2015) and the 26th Securities and Financial Markets Conference Research Paper Award (2018) . Prior to academia, he worked at Morgan Stanley (London, 2006–2009) and Goldman Sachs (Hong Kong, 2009–2012) , gaining hands-on experience in financial markets. His current research emphasizes quantitative finance’s strategic applications and digital transformation in finance.

• Financial Econometrics
• Asset Pricing Models
• Portfolio Choice Optimization
• +۳ مورد دیگر

Professor Jonathan Fletcher is a Professor in the Department of Accounting and Finance at the University of Strathclyde, where he has been since April 2000. His research focuses on managed fund performance evaluation, financial asset pricing models, and portfolio choice optimization with an emphasis on mean-variance analysis. He leads major research projects such as the £11,000-funded study on wealth creation in US/UK stock returns (2025-2026) and the replication of Bessembinder’s (2018) wealth creation analysis (2025). Teaching interests include Asset Pricing, Portfolio Management, and Security Analysis, reflecting his research expertise. His work spans European and UK equity markets, diversification benefits of international funds, and dynamic trading strategies. Recent projects explore factors influencing stock returns and optimal portfolio construction. Publications emphasize factor models, closed-end fund performance, and international diversification strategies. His articles appear in high-impact journals like the European Journal of Finance and the Review of Quantitative Finance and Accounting. Collaborations focus on financial econometrics and global market dynamics. Grants include funding from Nairn Capital for wealth creation studies. Advising focuses on quantitative finance and portfolio strategy development. No lab affiliations are explicitly mentioned, though collaborative work with institutions like Nairn Capital suggests active research networks.

Claudia Czadoمشاهده پروفایل

استاد

• Statistics
• Data Science
• Vine Copula Models
• +۵ مورد دیگر

Prof. Claudia Czado is a Professor of Applied Mathematical Statistics at the Technical University of Munich (TUM), affiliated with the TUM School of Computation, Information and Technology. Her research focuses on statistical methodology, particularly vine copula models, applied to finance, insurance, engineering, and environmental sciences. She earned her Ph.D. in Operations Research from Cornell University and has held academic positions at York University (Canada) before joining TUM in 1998. Education: She studied at the University of Göttingen and received her doctorate from Cornell University in 1989. Her career includes roles as Assistant and Associate Professor at York University before becoming a full Professor at TUM. Research Interests: Her work centers on modeling complex dependencies using vine copulas, Bayesian inference, risk management, and applications in diverse fields like climate science and engineering. Notable contributions include the textbook Analyzing Dependent Data with Vine Copulas (2019). Awards: Recipient of the Fulbright Travel Grant (2001), Mathematical Sciences Institute Fellowship (1986–1987), and other fellowships from Cornell University. Advising & Grants: Supervised numerous theses (over 50 listed), contributing to academic mentorship. Active in collaborative projects with industry and international researchers. Labs/Teams: Co-founder of the "Global Challenges for Women in Math Science" program at TUM, promoting gender equality in STEM.

• Cosmochemistry
• Planetary Science
• Meteoritics
• +۳ مورد دیگر

Laurette Piani is a CNRS Researcher (Chargée de Recherche) at the Centre de Recherches Pétrographiques et Géochimiques (CRPG) in Nancy, France, within the University of Lorraine. Her research focuses on the origin and distribution of water and organic compounds in planetary materials, with a specialization in light element isotopic analysis (H, C, N, O). She investigates meteorites, particularly chondrites, to trace the evolution of volatile elements in the early Solar System. Education & Career: PhD 2008-2012: Museum National d'Histoire Naturelle (Paris), studying volatile elements in chondrites. Postdoctoral Fellowships (2012-2015): CRPG Nancy and Hokkaido University (Japan), focusing on sulfur solubility and interstellar organic residues. Lecturer (2015-2017): Hokkaido University, teaching cosmochemistry. Current Position: CNRS Researcher since 2018, leading the HYDRaTE project (ANR-funded). Research Interests: Hydrogen and water delivery mechanisms to terrestrial planets. Isotope fractionation in interstellar and protoplanetary environments. Experimental simulations of organic residue evolution (PICACHU project). Chondrule formation processes and sulfur behavior in meteorites. Grants & Projects: HYDRaTE (ANR-19-CE31-0027-01): 4-year study on hydrogen distribution in chondritic materials (2020-2024). ERC Photonis: Investigating isotope fractionation during ionization (2017-2021). JSPS/CNRS Sakura Project: Chondrule cooling and sulfur dynamics (2015-2018). Labs & Collaborations: Leads the CRPG cosmochemistry team, collaborates with institutions like Hokkaido University (Japan), CSNSM-MNHN (Paris), and IMPMC (Paris).

Timo Wiedemannمشاهده پروفایل

پژوهشگر

• Financial Engineering
• Asset Pricing
• Econophysics
• +۳ مورد دیگر

Dr. Timo Wiedemann is a Researcher at the Chair of Derivatives and Financial Engineering at the University of Münster, affiliated with the School of Business and Economics. His academic background includes a PhD in Economics (2024) and an M.Sc. in Physics with a Finance minor (2019), both from the University of Münster. He has conducted study abroad programs at the University of York (UK) and Universidad de Sevilla (Spain). Research Focus: Financial Engineering, Econophysics, Asset Pricing, and Quantitative Methods Teaching: Leads Asset Pricing courses in the Master's program, including PhD seminars on Advanced Asset Pricing His research bridges physics-based methodologies with financial markets, evidenced by publications in Physical Review E and Scientific Reports . Current work addresses high-frequency financial data analysis, volatility measurement, and empirical asset pricing challenges. He actively contributes to working papers exploring missing data imputation and beta estimation biases in financial models.