Mungo Wilson is a Professor of Finance at the Saïd Business School , University of Oxford, and an associate member of the Oxford-Man Institute of Quantitative Finance. He holds a PPE degree from Oxford, an MSc in Economics from LSE, and a PhD in Economics from Harvard. His research focuses on asset pricing, credit risk, mutual funds, and macroeconomic influences on financial markets. He has published extensively in top journals and engages actively with industry through board roles and advisory work. Education : Bachelor's in Philosophy, Politics & Economics (PPE), University of Oxford MSc Economics, London School of Economics PhD in Economics, Harvard University Research Interests : Assesses how macroeconomic conditions and credit risk shape asset prices Analyzes mutual fund behavior and market information transmission mechanisms Explores political dynamics' impact on financial markets His professional engagements include board memberships with funds like EA Asia Absolute Return Master Fund and advisory roles at Broadwell Capital. Teaching focuses on microeconomics for MBA programs, covering game theory, market structures, and price discrimination. Advisory & Grants : Supervises doctoral students at Saïd Business School and serves on programme committees for major finance conferences (e.g., European Finance Association, CEPR Annual Spring Symposium). Awards : While no specific prizes are listed, his impactful research has been widely cited and presented globally.
Carolin Pflueger is an Associate Professor at the Harris School of Public Policy , University of Chicago, and holds affiliations as a NBER Faculty Research Fellow and CEPR Research Affiliate . Her work bridges macroeconomics and finance, focusing on inflation dynamics, monetary policy impacts, and financial market risk perception. University: University of Chicago School: Harris School of Public Policy Affiliations: NBER, CEPR Role: Associate Professor Her research explores how inflation and monetary policy influence financial markets, including models connecting Treasury bond risk to stagflation drivers and analyzing economic agents' perceptions of policy uncertainty. Recent work leverages cross-sectional data of stock prices and economic forecasts to quantify macrofinancial linkages. Notable scientific recognitions include the Fama DFA Prize (2023), AQR Insight Award Finalist (2018), and the Arthur Warga Award (2014). She has received NSF Grant 2149193 for macrofinance research. Contact: cpflueger@uchicago.edu | GitHub Code Repositories
Stefano Rossi is a Full Professor of Finance at Bocconi University's Department of Finance, serving as Chair of the Department. He holds affiliations with the Centre for Economic Policy Research (CEPR) and the European Corporate Governance Institute (ECGI), and serves on editorial boards for journals including Journal of Law, Finance, and Accounting and European Financial Management . His research focuses on corporate governance, bankruptcy, debt financing, sovereign borrowing, and quantitative trading, with publications in top journals such as The Journal of Finance and Journal of Monetary Economics . He has received international recognition, including awards for his work on ownership evolution. Prior to Bocconi, he taught at institutions including the Stockholm School of Economics and Cornell University. He earned his BA/MSc from Bocconi and a PhD in Finance from London Business School. Prof. Rossi's research explores intersections between corporate finance and public policy, with recent work analyzing credit cycles, municipal bankruptcy law, and liquidity shocks in insurance markets. His articles frequently address systemic financial risks and institutional frameworks governing corporate and sovereign debt. Awards include the ECGI Best Paper Prize for his collaborative research on ownership dynamics. Teaching spans corporate finance, valuation, and financial markets at undergraduate, graduate, and executive levels. He has developed courses at Bocconi's undergraduate, MBA, and PhD programs, emphasizing practical applications of theoretical finance models. His comprehensive curriculum includes mergers & acquisitions and private equity strategies. Key contributions include studies on shareholder voting mechanisms, sovereign default dynamics, and the impact of tax policies on corporate behavior. His work often bridges academic rigor with real-world policy implications, influencing both academic discourse and regulatory practices.
Dimitrios P. Tsomocos is a Professor of Financial Economics at Saïd Business School and a Fellow in Management at St Edmund Hall, University of Oxford. He holds a BA, MA, MPhil, and PhD from Yale University and previously worked at the Bank of England. He serves on editorial boards including Annals of Finance and Economic Theory, and is a Senior Research Associate at the Financial Markets Group at the London School of Economics. His educational background includes: University of Oxford: M.A. by resolution, 2002 Yale University: Ph.D. in economics, 1996 Yale University: M.Phil. in economics, 1992 Yale University: M.A. in economics, 1990 Yale University: B.A. in economics, 1989 Professor Tsomocos is a mathematical economist specializing in Central Banking, Banking and regulation, Incomplete asset markets, Systemic risk, Financial instability, and Issues of new financial architecture. His research focuses on contagion, financial fragility, interbank linkages, and the impact of the Basel Accord using General Equilibrium models with incomplete asset markets, money, and endogenous default. He is working toward designing a new paradigm of monetary policy, financial stability analysis, and macroprudential regulation. His recent publications show a consistent focus on financial stability, banking regulation, and the interaction between monetary policy and financial stability. The research spans theoretical modeling of bankruptcy and default in general equilibrium frameworks, practical applications to bank regulation, analysis of commodity cycles in emerging economies, and policy responses to crises like the COVID-19 pandemic. His work frequently employs quantitative methods and general equilibrium modeling to address pressing issues in financial economics. His scientific achievements include: 2004 Bank Sabatell prize for the best work on the economics of banking (for "Book vs. Fair Value Accounting in Banking and Intertemporal Smoothing") Co-development of the Goodhart-Tsomocos model of financial fragility (2003) Testimony to House of Lords for the Economic and Financial Affairs and International Trade Sub Committee's report (2011) Appointment to Research Advisory Board, Central Bank of Russian Federation (2018) Professor Tsomocos has advised numerous PhD students and collaborated extensively with central banks worldwide. He has served as an economic advisor to a major political party in Greece and regularly provides commentary on the Greek economy. His research has had substantial policy impact, with the Goodhart-Tsomocos model implemented by more than ten central banks including the Bank of Bulgaria, Bank of Colombia, Bank of England, and Bank of Korea. He continues to collaborate with researchers from the ECB, Central Bank of the Russian Federation, and Bank of Chile on updated versions of his financial fragility model. He co-developed the Goodhart-Tsomocos model of financial fragility while working at the Bank of England, which has been implemented at various central banks globally. His research group at Oxford continues to refine this model and apply it to contemporary financial stability challenges.
Chuck Fang is an Assistant Professor of Finance at Drexel University's LeBow College of Business. He holds a PhD in Finance from UPenn Wharton (2023) and BAs in Economics, Mathematics, and Statistics from UC Berkeley (2015). His research is centered on credit markets, monetary policy, financial innovations, and financial data infrastructure. PhD in Finance, UPenn Wharton, 2023 BAs in Economics, Mathematics, and Statistics, UC Berkeley, 2015 His research interests span credit markets , monetary policy transmission , financial innovations (including DeFi and automated market makers), and financial data linkage (e.g., Bond-Compustat-CRSP and DealScan-Compustat links). His work explores how monetary policy affects bond fund flows, debt structure changes, and sovereign restructuring. He emphasizes data quality and transparency, contributing open-source tools for empirical finance. The most recent articles reveal a strong focus on monetary policy amplification , debt market structure , and data infrastructure for empirical research. Keywords across publications include finance, monetary policy, asset pricing, fintech, and data linkage. Subfields consistently involve bond fund flows, syndicated loans, sovereign debt restructuring, DeFi mechanisms, and financial data validation. His research bridges macroeconomic policy with micro-level financial data, often using large-scale institutional holdings and transaction data. Scientific awards include: WFA Brattle Group PhD Candidate Award for Outstanding Research Chuck Fang has advised no students listed in the materials. He has secured research recognition through conference presentations and working paper awards. His work is supported by access to major financial databases and collaboration with leading scholars such as Kairong Xiao and Greg Nini. He actively disseminates findings through SSRN, Google Scholar, and academic conferences. He leads or contributes to several data infrastructure projects, including the Bond-Compustat-CRSP Link and DealScan-Compustat Link. These tools enhance empirical research in corporate finance and asset pricing by improving issuer identification and data accuracy. He also maintains a personal website and is active on professional platforms like LinkedIn and Twitter, promoting open science and financial research transparency.
Mauricio Drelichman is a Professor at the University of British Columbia's Vancouver School of Economics within the Faculty of Arts. He serves as the Director of Undergraduate Studies and holds a Ph.D. from Northwestern University. His research focuses on Economic History , particularly Early Modern Spain , with emphasis on sovereign debt, fiscal policy, and institutional development. Ph.D., Northwestern University Director of Undergraduate Studies, UBC Research: Economic History, Early Modern Spain Drelichman's work investigates historical financial mechanisms such as sovereign debt contracts under Philip II, demonstrating how risk-sharing and contingent debt allowed sustained market access despite defaults. He has also analyzed resource curses , Dutch disease effects, and social consequences of persecution in Spain. His recent article in the Proceedings of the National Academy of Sciences (2021) examines long-term impacts of the Spanish Inquisition , while earlier studies explored gender wage gaps and housing markets in Early Modern Toledo. His publications often focus on historical debt sustainability , financial repression , and institutional quality . Scientific Awards: AEHE 2021 Earl J. Hamilton Prize Explorations Prize (2005/06 and 2010/11)
Alex Hsu is an Associate Professor of Finance at the Scheller College of Business, Georgia Institute of Technology. He holds bachelor’s and master’s degrees from Brown University and a doctorate in Finance from the University of Michigan. His research focuses on bond yields, equity returns, and macroeconomics, with an emphasis on theoretical models of monetary and fiscal policy impacts and empirical analyses of government policy effects on firm outcomes. Education: Bachelor’s and Master’s from Brown University Doctorate in Finance, University of Michigan (2012) Hsu’s research integrates theoretical and empirical approaches in asset pricing, macroeconomics, and fixed income. His work explores uncertainty shocks, risk premiums, cascading economic effects, and the decline in asset return predictability during the Great Moderation. He has presented at major conferences like the American Finance Association and the Society of Financial Studies Cavalcade, and delivered invited talks at the Federal Reserve Board and regional banks. Hsu’s recent publications address topics such as the risk premium channel of uncertainty shocks, cascading uncertainty effects, and asset return predictability during macroeconomic stability. His studies often involve collaborations with colleagues like Lorenzo Bretscher and Andrea Tamoni, as well as Scheller Ph.D. student Peter Simasek. Teaching: Theory of Finance (Ph.D. level) Fixed Income (Undergraduate and Master’s level)
Gaston Chaumont is an Assistant Professor of Economics at the University of Rochester, affiliated with the Department of Economics in the School of Arts & Sciences. He holds a PhD from Penn State University (2019). His research focuses on Macroeconomics, International Macroeconomics, Labor Economics, and Monetary Economics, with particular emphasis on topics like sovereign debt dynamics, self-fulfilling crises, and wealth inequality. His academic background includes significant contributions to understanding the interplay between monetary policy and fiscal interactions, sovereign risk, and the role of firm behavior in economic activity. He has also explored behavioral finance phenomena, such as the GameStop and AMC stock market events, through the lens of self-fulfilling beliefs. His work frequently integrates empirical evidence, including scanner data and case studies from emerging economies like Chile. Chaumont’s publications span theoretical and applied research, addressing issues like debt crises, financial market liquidity, and the implications of search frictions in labor and asset markets. His research highlights the interconnectedness of macroeconomic stability, policy design, and market dynamics. No academic awards or grants are explicitly listed in the provided materials. While no advisee students are mentioned, his research trajectory suggests active involvement in mentoring graduate students through his academic role. He is based at 229 Harkness Hall, with contact details including a university phone line and professional webpage.
Amrita Dhillon is a Professor of Economics at King's College London, affiliated with the Department of Political Economy within the School of Politics & Economics. She leads the Quantitative Political Economy research group and contributes to the Global South Research Group and the Centre for British Democracy. Her PhD from SUNY Stony Brook (1994) laid the foundation for her expertise in theoretical modeling, particularly in political economy, public economics, and game theory. Her research focuses on political economy applications including voter behavior, sovereign debt dynamics, corruption, and development. Recent work explores social networks' impact on labor productivity and the gendered effects of the pandemic in India. She has organized workshops on topics like governance and sovereign debt, emphasizing interdisciplinary approaches. Key themes in her articles include electoral competition, corruption's moral costs, and institutional monitoring strategies in developing countries. Her contributions span journals like the Journal of Economic Behavior and Organization and the Review of Financial Studies. She actively engages in policy-relevant research, such as ranking Indian states' performance and analyzing fiscal federalism. Dr. Dhillon is a Digital Futures Institute Fellow (2025-26) and collaborates on projects involving blockchain applications for shareholder rights. Her teaching includes advanced economic analysis and development economics. Office hours are held at Bush House and the Franklin Wilkins Building.
Professor Hafiz Hoque is a faculty member in the Accounting and Finance Department at Swansea University's School of Management. He holds a PhD from Bayes Business School and serves as Director of the Hawkes Centre for Empirical Finance. His research focuses on corporate finance, bank regulations, green innovation, climate change, and ESG. With over 20 publications in top journals and £100k+ in grants, his work explores topics like corporate boards, IPO markets, and Islamic finance. He has supervised 8 PhD students to completion and welcomes new applications. Key areas include climate finance and regulatory impacts on banking sectors. Education: PhD from Bayes Business School (formerly Cass Business School). Research Interests: Corporate finance dynamics, director networks, banking regulations, green innovation, and climate finance. His work bridges theoretical frameworks with empirical analysis, addressing global financial challenges such as pandemic governance and ESG integration. Grants & Funding: Over £100,000 in grants secured in the past decade, supporting research on financial markets and regulatory policies. Labs/Teams: Director of the Hawkes Centre for Empirical Finance, fostering interdisciplinary research in finance and empirical methods.
William W. Burke-White is Professor of Law at the University of Pennsylvania Carey Law School , where he is a leading scholar at the intersection of international law and international relations. He also serves as Non-Resident Senior Fellow at the Brookings Institution and Senior Advisor to White & Case LLP , bridging academic research with policy and legal practice. He previously held leadership roles as Inaugural Director of Perry World House (2014–2019) and Deputy Dean of Penn Law (2011–2014). Harvard University – A.B., J.D. University of Cambridge – Ph.D. in International Relations (Fulbright Scholar) Burke-White’s research focuses on global governance, multilateral institutions, U.S. foreign policy, human rights, and international economic law . His work examines how shifting power dynamics affect international legal structures and how sub-state actors influence global norms. He has significant regional expertise in Russia, Eastern Europe, and Latin America . His current book project explores the new geography of global governance . His recent scholarly output reveals a consistent trend toward analyzing institutional reform, legal pluralism, and the interplay between domestic and international law . He frequently publishes in top journals on topics such as investor-state arbitration, complementarity in international criminal law, and the legitimacy of global legal regimes. His work often combines doctrinal legal analysis with political science theory. A. Leo Levin Award (2008) Robert A. Gorman Award for Excellence in Teaching (2007) Burke-White has advised governments, law firms, and investment funds on sanctions, sovereign debt, and international litigation. He has served as an expert witness in international arbitrations and currently advises sovereign states on cases before the International Court of Justice . He is also active in media commentary, contributing to The Hill, CNN, The Atlantic , and others. He has taught as a visiting professor at institutions including Harvard Law, Hebrew University, and Moscow State Institute of International Relations .
Elisa Faraglia is a Professor of Macroeconomics and Finance at the Faculty of Economics, University of Cambridge, and a Research Fellow of CEPR and CERF. She coordinates the Euro Area Business Cycle Network (EABCN) and has published extensively on fiscal policy, debt management, and financial economics. PhD, New York University (2005) Network Coordinator, Euro Area Business Cycle Network (EABCN) Affiliated with King's College and CEPR Her research spans Macroeconomic Theory, focusing on optimal fiscal policy, debt management, asset pricing, and numerical methods. Recent work examines gender dynamics in academic collaboration post-MeToo and the unequal impacts of the pandemic on economists' productivity. Professor Faraglia's publications include analyses of cross-country stock market comovement, government debt strategies, and sovereign default risks. Her work combines theoretical modeling with empirical studies of financial markets and macroeconomic policy. J M Keynes Fellowship (2023) She supervises PhD students including Lennart Niermann (Sovereign Default, Financial Contagion) and Luigi Dante Gaviano (Sovereign Debt, Firm Dynamics). Her affiliations include King's College, CEPR, and EABCN, with contributions to institutions like the Janeway Institute for Economics.
Paolo Colla is an Associate Professor of Finance at Bocconi University and serves as Director of the International Economics and Finance B.Sc. Program. His research focuses on asymmetric information in financial markets, corporate financing strategies, and market fragmentation. He has published extensively in leading journals such as the Journal of Finance and Review of Financial Studies. Key topics include price manipulation in FX markets, debt structure dynamics, and the impact of legal frameworks on financial instruments. His work bridges theoretical finance with practical applications, addressing issues like sovereign debt pricing and regulatory policy implications. Teaching responsibilities include courses on financial modeling, derivatives, and institutional finance. His research has explored diverse themes, including the dissemination of short-sellers' information and strategic trading behaviors in fragmented markets. Despite no explicit mention of awards or grants, his prolific publication record underscores his scholarly contributions to corporate finance and financial markets.
Elisabeth de Fontenay serves as the Karl W. Leo Distinguished Professor of Law at Duke University School of Law, where she researches corporate law and finance with emphasis on less-regulated financial markets. Her work examines the decline of public companies, rise of private capital, and private equity's role in debt markets and corporate governance. She has testified before Congress and presented at the U.S. Securities and Exchange Commission. Education: B.A. in Economics, summa cum laude and Phi Beta Kappa, Princeton University (two-time All-American rugby player) J.D., magna cum laude, Harvard Law School Professor de Fontenay's research bridges corporate law, finance, and regulatory frameworks, focusing on market behavior in unregulated spaces. Her scholarship analyzes contractual complexity in debt agreements, value creation by transactional lawyers, and the public/private market equilibrium. She employs interdisciplinary methods combining legal doctrine with financial market analysis to address evolving regulatory challenges. Her recent publications (2023-2025) reveal a concentrated focus on private market dynamics, debt market regulation, and governance structures in non-public entities. Key trends include examining regulatory arbitrage between public and private markets, contractual innovations in private equity, and judicial responses to complex debt disputes. Her work increasingly addresses systemic implications of declining public listings and the expansion of private capital. Professional Affiliations: Member, American Law Institute (ALI) Associate Reporter, ALI’s Restatement of the Law of Corporate Governance Research Member, European Corporate Governance Institute (ECGI) Board of Directors, American Law and Economics Association Prior to academia, Professor de Fontenay practiced corporate law at Ropes & Gray specializing in mergers and acquisitions, debt financing, and private investment funds. She maintains active engagement with policymakers through congressional testimony and SEC presentations, translating academic research into practical regulatory insights while teaching courses including Business Associations, Corporate Finance, and Private Equity and Hedge Funds.
Marielle De Jong is an Associate Professor at Grenoble Ecole de Management, serving as the Academic Director of the USA DBA program. Her expertise spans portfolio management, fixed income, and sustainable investing, with a focus on bond portfolio construction and liquidity scoring. MSc in Econometrics from Erasmus University of Rotterdam MSc in Operational Research from Cambridge University PhD in Finance from the University of Aix-Marseille Defended HDR in 2022 Her research integrates quantitative finance with sustainability, addressing topics like ESG investing, derivatives in asset management, and risk modeling. She has extensive industry experience in investment management, notably with HSBC Sinopia and Amundi, where she led fixed-income quant research teams. Marielle's publications highlight trends in bond risk assessment, CDS applications, and green finance. She is Editor-in-Chief of the Journal of Asset Management, emphasizing rigorous quantitative methodologies and sustainable investment frameworks.
