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.
Charles M. Jones is a Professor of Finance at Columbia Business School, Columbia University, with an extensive publication record spanning several decades. His research focuses on market microstructure, high-frequency trading, short selling, retail investor behavior, and stock market liquidity. His work has appeared in top finance journals including the Journal of Finance, with his most recent publication "Nonstandard Errors" appearing in the June 2024 issue. Professor Jones's research interests center on understanding how financial markets function at a granular level. His work on market microstructure examines the mechanics of price formation, liquidity provision, and the impact of trading technologies on market quality. His research on short selling has been particularly influential, investigating when short sellers trade, what information they possess, and how regulatory interventions like short sale bans affect market functioning. His more recent work has explored the rise of retail trading through platforms like Reddit and its implications for price discovery, particularly during events like the GameStop phenomenon and the COVID-19 pandemic. Analysis of his publication trends reveals a consistent focus on market efficiency and price discovery mechanisms, with increasing attention to retail investor behavior in recent years. His work spans both theoretical modeling and empirical analysis of market data, often utilizing high-frequency datasets to examine intraday trading patterns. The interdisciplinary nature of his research bridges finance, economics, and information science, contributing to both academic understanding and practical market regulation. Professor Jones has collaborated extensively with researchers across the globe, as evidenced by his numerous co-authored papers with scholars from institutions worldwide. His work has significant implications for market regulators seeking to understand the impact of technological changes and regulatory interventions on market quality and efficiency.
Professor Huibing Zhang is a Professor of Management at the Naveen Jindal School of Management, University of Texas at Dallas. He holds a Ph.D. in Economics from Duke University (1994) and a B.S. from Shanghai Jiao Tong University, China (1984). Prior to his current position, he served as Associate Professor at the University of North Carolina at Chapel Hill (2000–2005) and Assistant Professor at Carnegie Mellon University (1994–2000). Education: Ph.D. in Economics, Duke University, 1994 B.S., Shanghai Jiao Tong University, China, 1984 His research focuses on financial economics, tax policy, and asset pricing. Key areas include the impact of capital gains taxes on asset prices, behavioral finance, and optimal portfolio strategies. He explores topics such as model uncertainty in financial markets, external habits affecting stock returns, and optimal consumption decisions under borrowing constraints. His work integrates theoretical frameworks with practical applications in taxation and investment planning. Awards and Honors: Fellow, TIAA-CREF Institute TIAA-CREF Paul A. Samuelson Award (2004) for outstanding work on optimal asset location and allocation Barclays Global Investors/Michael Brennan Runner-Up Award (2002) for research on optimal consumption and investment with capital gains taxes Undergraduate Economics Teaching Award, Carnegie Mellon University (1998) BP America Research Chair, Carnegie Mellon University (1995–1996) Grants and Contracts: Taxes, Estate Planning and Financial Theory: New Insights and Perspectives (Q-Group, 2002; TIAA-CREF, 2002) Diversification and Capital Gains Taxes with Multiple Risky Assets (TIAA-CREF, 2001) Optimal Asset Location and Allocation with Taxable and Tax-Deferred Investing (TIAA-CREF, 2000) Optimal Portfolio Choice and Consumption with Capital Gains Taxes (TIAA-CREF, 1999) Carnegie Mellon Faculty Development Fund (1998–1999)
Nikolai Roussanov is the Moise Y. Safra Associate Professor of Finance at the Wharton School, University of Pennsylvania, and a Faculty Research Fellow at the National Bureau of Economic Research. His research spans asset pricing, econometrics, household finance, and macroeconomics, with a focus on market dynamics and behavioral economic factors. His research interests include: Asset pricing anomalies and risk factor modeling Household financial decision-making under uncertainty Macroeconomic impacts on commodity and currency markets Behavioral finance and mental accounting mechanisms Recent publications analyze inflation risks across asset classes, corporate bond valuation, behavioral retirement strategies, and the role of leisure economics in declining work hours. His work frequently integrates empirical finance and econometric methodologies. Scientific contributions include: Faculty Research Fellow, National Bureau of Economic Research His scholarship bridges technical financial modeling with real-world economic phenomena, covering topics like oil price shocks, mortgage liquidity, and systemic market failures.
Zhi Da is the Howard J. and Geraldine F. Korth Chair in Finance and Professor of Finance at the University of Notre Dame , Mendoza College of Business, Department of Finance. He completed his Ph.D. in Finance at Northwestern University’s Kellogg School of Management (2006), preceded by an M.Sc. in Financial Engineering from the National University of Singapore (2001) and a B.B.A. with First-Class Honors (1999) from the same institution. Holding editorial roles at Journal of Finance , Management Science , Review of Financial Studies and several other top journals, he is a leading voice in empirical finance research. Education Ph.D. in Finance, 2006 – Kellogg School of Management, Northwestern University M.Sc. in Financial Engineering, 2001 – National University of Singapore B.B.A. (1st Class Honors), 1999 – National University of Singapore Research Interests Zhi Da’s scholarship sits at the intersection of asset pricing , behavioral finance , and market microstructure . He investigates how investor attention, institutional trading, liquidity frictions, and information flows jointly determine the cross-section of expected returns. His work delves into retail margin trading, the role of pension-fund flows in exchange-rate dynamics, the informational content of SEC filings, and the efficiency of short-selling mechanisms. By combining large-scale data analytics, textual analysis, and structural modeling, he uncovers novel predictors of returns ranging from presidential approval ratings to real-time attention measures. Recent projects explore fractional trading ’s impact on price efficiency, hedging demand as a driver of intraday momentum, and the hidden effort problem in delegated portfolio management. These themes collectively advance our understanding of limits to arbitrage and the formation of extrapolative beliefs. Publication Landscape Spanning 2025 back to 2009, his 15 most recent articles in Journal of Finance , Review of Financial Studies , Management Science , Journal of Financial Economics , and Journal of Financial and Quantitative Analysis converge on three broad motifs: (1) micro-level trading frictions—liquidity costs, margin requirements, and short-selling constraints; (2) macro-finance linkages—exchange rates, fiscal policy, and global capital flows; and (3) information economics—attention allocation, media analytics, and regulatory disclosures. The collective evidence demonstrates that seemingly small trading or informational frictions aggregate into large, persistent cross-sectional return predictability. Honors and Awards 2017 William F. Sharpe Award for Best Paper, Journal of Financial and Quantitative Analysis Lead-article distinctions in Journal of Finance , Review of Financial Studies , and Management Science Featured coverage in SmartMoney and CNBC Teaching & Mentorship At Notre Dame’s Mendoza College, Professor Da teaches Investments (undergraduate and MBA) and Fixed Income Securities , integrating cutting-edge research insights into the curriculum. While specific advisees are not listed, his extensive co-author network (22+ recurring collaborators) attests to a vibrant mentoring environment. Laboratory & Data Resources He publicly distributes the NAT (Net Arbitrage Trading) dataset, a stock-quarter panel of arbitrage positions used in Chen, Da & Huang (2019). This resource has become a standard tool for researchers studying arbitrage capital movements.
Suzanne S. Lee is an Associate Professor of Finance at the Scheller College of Business, Georgia Institute of Technology, where she has been a faculty member since 2005. She also serves as the Ph.D. Coordinator, playing a key role in graduate education and research training. Her educational background is highly quantitative and interdisciplinary: Ph.D., University of Chicago MBA, University of Chicago M.S. in Statistics, University of Chicago Dr. Lee's research lies at the intersection of asset pricing and financial econometrics, with a strong focus on jump processes, market microstructure, and derivative markets. She investigates how sudden price movements (jumps) impact asset returns, risk, and information flow in financial markets. Her work extends to cryptocurrency, currency markets, and carry trade strategies, combining theoretical rigor with empirical validation using high-frequency data. The analysis of her recent publications (2008–2024) reveals a consistent and influential research program centered on detecting and modeling jumps in financial time series. Her work spans equity, currency, and cryptocurrency markets, often employing advanced nonparametric and econometric techniques. A recurring theme is the role of jumps in pricing anomalies, risk measurement, and market efficiency, with increasing attention to digital assets in recent years. Dr. Lee is actively engaged in the academic community through editorial service: Associate Editor, Journal of Banking and Finance Associate Editor, Asia-Pacific Journal of Financial Studies She has presented her research at premier conferences such as the American Finance Association, European Finance Association, Econometric Society, and Society for Financial Econometrics. Her publications appear in the most prestigious journals in finance and econometrics, including the Journal of Finance , Review of Financial Studies , Journal of Financial Economics , and Journal of Econometrics . While specific grant details are not listed, her sustained publication record in top journals indicates significant research funding and academic impact. She advises Ph.D. students through her role as Ph.D. Coordinator, though individual advisees are not named in the text. Dr. Lee's work contributes to both theoretical and applied finance, improving our understanding of market dynamics, risk modeling, and asset pricing under extreme events. Her research has practical implications for risk management, trading strategies, and financial regulation.
Demetris Christodoulou is an Associate Professor in Accounting, Governance and Regulation at the University of Sydney. He holds a BEcon from Piraeus University, an MSc(Fin) from the University of York (UK), and a PhD from Athens University of Economics and Business (AUEB). His research focuses on applying data analytics, econometrics, and visualization techniques to financial analysis, equity valuation, life insurance, and financial advice. He co-directs the PEMA research group, specializing in productivity and performance measurement analytics, and previously led the MEAFA research group (2007–2022). He has collaborated extensively with industry partners including Deloitte and Australian insurers, and developed training programs for over 1,000 executives. His work includes open-source contributions to Stata software and the Graph Workflow platform, alongside $662k in workshop-generated funds supporting academic programs. He has advised multiple PhD students and taught at leading universities globally. Education: BEcon in Economics (Econometrics), Piraeus University MSc in Finance, University of York (UK) PhD in Accounting and Financial Analysis, Athens University of Economics and Business His research interests span financial reporting models, life insurance underwriting strategies, and behavioral finance. Recent projects address dishonesty mitigation in insurance disclosures and the adviser effect on customer disclosures. He has published widely in top journals like the Review of Accounting Studies and Stata Journal , and his work was featured in The Australian for insights on insurance fraud reduction. He maintains international collaborations, including visiting roles at Columbia Business School and the University of Cyprus, and serves on advisory boards for organizations like Behaviour.ai. Publications highlight methodological innovations in econometrics and visualization, with 2025's upcoming Stata Journal paper advancing time-series analysis techniques. His grants include partnerships with industry on longitudinal studies of insured lives, aiming to improve risk modeling and public policy insights.
Maurizio Dallocchio is a Full Professor of Corporate Finance at Bocconi University and SDA Bocconi School of Management. He served as Dean of SDA Bocconi (2003–2007) and has held leadership roles in academic and professional institutions, including Chair of the Audit Committee of the European Investment Bank (EIB). His research focuses on corporate valuation, mergers & acquisitions (M&A), and sustainable finance. Dallocchio founded DGPA & Co., a corporate finance consultancy, and advises public and private entities globally. He has taught at leading institutions like London Business School and NYU Stern School of Business. Educational Background: Ph.D. in Business Administration, Bocconi University Advanced studies at London Business School and New York University Stern School of Business Research Interests: Prof. Dallocchio’s work emphasizes corporate restructuring, ESG integration in finance, and strategic valuation methodologies . Recent studies explore environmental performance in emerging markets and the resilience of conglomerates during economic crises. He advocates for sustainable investment strategies that balance financial returns with societal impact. Professional Engagements: Board member roles at Klepierre Management, General Finance, and Podravska Banka Past Director of the Master in Corporate Finance program at SDA Bocconi Labs/Teams: Leads research initiatives at Bocconi’s Corporate Finance and Real Estate Department, collaborating with global institutions on projects involving corporate governance, M&A analytics, and sustainable development.
Alexandre RUBESAM is an Associate Professor at IÉSEG School of Management (France), specializing in Finance with a focus on asset pricing, financial econometrics, and quantitative trading. He holds a Ph.D. in Finance from Cass Business School (UK), an MSc in Statistics from the State University of Campinas (Brazil), and a Bachelor in Statistics from the same university. Education: Ph.D., Finance, Cass Business School, UK (2008) MSc., Statistics, State University of Campinas, Brazil (2004) Bachelor, Statistics, State University of Campinas, Brazil (2001) His research interests span behavioral finance, risk management, machine learning applications in finance, and portfolio optimization. Notably, he explores topics like market herding during crises, volatility forecasting, and the low-beta anomaly through behavioral lenses. Prof. Rubesam has authored influential papers on information transmission in financial markets, risk parity strategies, and the efficacy of linear models in volatility prediction. His work bridges theoretical finance with practical applications, such as developing machine learning-based portfolio construction methods for emerging markets. Awards: 2007 Dimitris N. Chorafas Foundation Prize 2006 Best Paper Award, Cass Business School His professional roles include Chief Risk Officer at Itaú-Unibanco (2013–2017) and Quantitative Researcher/Trader at Principia Capital Management (2009–2011). He is a member of LEM (Laboratory of Economics and Management) and teaches courses on financial programming, risk management, and portfolio analysis.
Chendi Zhang is a Professor of Finance at the University of Exeter Business School. He serves as the founding Director of the Exeter Sustainable Finance Centre and Director/Treasurer of the Global Research Alliance for Sustainable Finance and Investment. Previously, he was Associate Dean for Research & Impact (2021-2025) and Director of Research for Finance and Accounting (leading REF2021 submission). He holds affiliations with the Global Systems Institute and Environment and Sustainability Institute, contributing to UN Sustainable Development Goals including Climate Action and Responsible Consumption. Education PhD in Financial Economics from Tilburg University MRes in Finance from Tilburg University MSc in Economics from Tilburg University BSc in International Finance from Shanghai Jiao Tong University Research Focus Professor Zhang's research explores sustainable investing, corporate finance, and behavioral finance with emphasis on ESG integration, climate risk, and stakeholder governance. His work examines how environmental/social factors influence financial markets, corporate decision-making, and asset pricing through empirical and theoretical frameworks. Recent studies analyze biodiversity's financial impact, carbon pricing mechanisms, income inequality disclosures, and ESG resilience during crises (e.g., COVID-19, Ukraine conflict). His research identifies market inefficiencies related to climate sensitivity, gambling sentiment, and dividend policies while exploring corporate governance in state-owned enterprises. Funding and Recognition Research funded by UKRI Natural Environment Research Council, British Academy, BNY Mellon, Royal Bank of Canada, and World Bank. Work featured in The Economist , Wall Street Journal , and Forbes . Articles published in top journals including Management Science and Journal of Financial Economics , cited over 10,000 times. Professional Service Vice Chair of Research Committee for Chartered Association of Business Schools. External examiner for Imperial College London. Previous appointments at University of Cambridge, University of Warwick, University of Sheffield, and Tilburg University.
Professor Michael C.L. CHAU serves as Professor and Deputy Area Head of Innovation and Information Management at The University of Hong Kong's Faculty of Business and Economics. He also holds the position of Associate Director at the HKU HKJC Centre for Suicide Research and Prevention, and serves on the HKU Senate and Court. His academic journey includes a Ph.D. in Management Information Systems from the University of Arizona and a B.Sc. in Computer Science (Information Systems) from the University of Hong Kong. Dr. Chau's research spans business analytics, artificial intelligence, web mining, fintech, smart health, and security informatics. His work focuses on applying data/text/web mining techniques to business, education, and social domains. He leads the Artificial Intelligence Research Group at HKU Business School, which has secured significant funding from the Hong Kong Research Grants Council, Food and Health Bureau, and other agencies for projects including 'The Invisible Hand in Crowdfunding' and 'Factors Moderating the Predictive Power of Social Media Sentiment on Stock Returns'. His publication portfolio includes over 150 articles in premier journals like MIS Quarterly, JMIS, and IEEE Transactions, with recent work exploring large language models, hate speech detection, and disaster-related social media analysis. His research demonstrates strong interdisciplinary connections across computer science, information systems, and business applications. INFORMS ISS Design Science Award (2020) IEEE ITSS Leadership Award in Intelligence and Security Informatics (2020) AIS Sandra Slaughter Service Award (2016) HKU Outstanding Young Researcher Award (2014) Faculty Research Postgraduate Supervision Award (2020 & 2025) Cited over 9,400 times (h-index = 47) Dr. Chau actively mentors doctoral students and has supervised numerous PhD graduates who now hold academic positions at institutions including Fudan University, Xi'an Jiaotong-Liverpool University, and the University of Maryland. His research grants portfolio demonstrates sustained funding success across diverse areas including blockchain, mental health applications, and social media analytics. The Artificial Intelligence Research Group he leads maintains strong industry connections through projects with Hong Kong Red Cross and the Hospital Authority.
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
Assoc Prof Ying Chen is an Associate Professor at the National University of Singapore , affiliated with the Department of Mathematics, Asian Institute of Digital Finance (as Academic Director of PhD Program in Digital FinTech 2022–2024), Risk Management Institute (2019–2023), Department of Statistics and Data Science (2019–2023), and Department of Economics (2018–2023). She also contributes to NUS Graduate School for Integrative Sciences and Engineering since 2016. Research Interests include: AI forecasting and quantum computing for finance Nonstationary time series and functional data analysis Energy data analytics and precision medicine Network autoregression and spatial-temporal modeling Explainable AI and citation metrics Portfolio liquidation and market-making algorithms Article Trends demonstrate expertise in: Adaptive forecasting for gas flows and electricity prices Blockchain network influence detection Quantum computing applications in finance Functional autoregression with mixed predictors Credit rating fairness and explainability High-resolution implied volatility modeling Scientific Awards include: ISI Elected Member (2016–) International Statistical Institute Council (2023–2027) IASC Scientific Secretary (2017–2019, 2023–2025) Advisory roles for EU FIN-TECH and xAIM projects
Prof. Dr. Stefanie Hellweg serves as a Full Professor for Ecological Systems Design at the ETH Zürich , Department of Civil, Environmental and Geomatic Engineering. She is Deputy Head of the Institute of Environmental Engineering and leads groundbreaking research at the intersection of industrial ecology, life cycle assessment, and circular economy systems. PhD in Environmental Engineering (ETH Zürich, 2000) Industrial Engineering Degree (Karlsruhe University, 1996) Her research develops advanced methodologies for environmental impact assessment of products and technologies, focusing on: Life Cycle Assessment (LCA) with correlated uncertainty modeling Circular economy implementation in chemical and energy sectors Industrial symbiosis optimization for heat and nutrient flows Urban wastewater systems redesign for resource recovery Chemical pollution analysis in plastic materials Key publication trends reveal expertise in: Hybrid wastewater treatment systems Energy-efficient greenhouse cultivation Exergy analysis for sustainability metrics Machine learning applications in environmental modeling Policy-relevant industrial ecology studies She actively participates in global sustainability initiatives as: President of the International Society of Industrial Ecology (ISIE) Member of UN Environment's International Resource Panel Editorial board member for leading environmental journals
Tim Jenkinson is a Professor of Finance at the Saïd Business School, University of Oxford. He holds dual roles as a Professorial Fellow at Keble College and a Research Associate at the European Corporate Governance Institute. His expertise spans private equity, IPOs, and institutional asset management, with a focus on empirical research leveraging unique industry data. Education: B.A. in Economics from the University of Cambridge, Thouron Fellowship at the University of Pennsylvania, DPhil in Economics from the University of Oxford. Research Interests : Tim’s work examines private equity performance persistence, IPO pricing dynamics, and regulatory impacts on financial markets. His studies have been published in top journals like Journal of Financial Economics and Management Science . Key Contributions : Director of the Oxford Private Equity Institute, founder of the Private Equity Research Consortium, and frequent keynote speaker at global finance events. His research has won major awards, including the Harry Markowitz Prize (2016) and Commonfund Prize (2015). Engagement & Teaching : Teaches entrepreneurial finance to MBA/EMBA students and runs the Oxford Private Equity Programme. Recognized with the 2014 'Best Elective Teacher' award. Also serves on valuation committees for Schroder British Opportunities Trust and Oxford University Endowment Management. Professional Roles : Partner at Oxera (economic consultancy), former UK Treasury Select Committee advisor, and expert witness in high-profile litigation. His work bridges academia and practice, influencing policy and industry standards. Labs & Initiatives : Leads the Oxford Private Equity Institute and collaborates with the Oxford-Hyundai Motor Group Foresight Centre. Active in shaping future research through the Private Equity Research Consortium.
