جستجوی استاد راهنمای دانشگاهی

• Strategy
• Organizational Design
• Corporate Governance
• +۴ مورد دیگر

Ansgar Richter is a Professor of Corporate Strategy, Organisation and Governance at Frankfurt School of Finance & Management, where he currently serves as Dean of Faculty. His academic career spans multiple institutions including EBS Business School, University of Liverpool Management School, Surrey Business School, and Rotterdam School of Management, Erasmus University. Richter has held visiting scholar appointments at UC Berkeley, Stanford University, and INSEAD. Education: PhD in Management from London School of Economics (LSE); MSc in Industrial Relations and Personnel Management from LSE; BA in Philosophy and Economics from Frankfurt and Bochum Universities. Research Focus: Intersections of strategy, organization, and governance, with emphasis on dynamic capabilities, organizational design, incentives, ownership structures, and justice mechanisms. His scholarly work appears in top-tier journals like Strategic Management Journal , Journal of Management , and Leadership Quarterly . Richter's research spans corporate governance, professional service firms, and longitudinal analyses of diversification and performance. He has contributed to executive education programs across automotive, chemical, pharmaceutical, and professional services sectors. Scientific Awards & Service: Five papers in Academy of Management Best Paper Proceedings Editorial Board Member: Journal of Management , Long-Range Planning Former Chair: Management Consulting Division of Academy of Management AACSB/EPSO Peer Reviewer and Mentor Richter combines academic leadership with practical experience from over three years as a management consultant at McKinsey & Company. His work bridges empirical analysis of corporate strategy with normative questions of organizational justice and ethical governance.

Yuriy Gorodnichenkoمشاهده پروفایل

استاد

• Macroeconomics
• Monetary Economics
• Public Finance
• +۷ مورد دیگر

Yuriy Gorodnichenko serves as the Quantedge Presidential Professor in the Department of Economics at the University of California, Berkeley since 2018. His extensive academic affiliations include being a Faculty Research Associate at the National Bureau of Economic Research (2014-present), Research Fellow at the Institute for the Study of Labor (2007-present), International Fellow at the Kiel Institute for the World Economy (2011-present), and Research Consultant for both the European Central Bank (2018-present) and European Investment Bank (2017-present). He also serves as Editor of the Journal of Monetary Economics (2018-present) and Member of the Executive Committee of the Association for Comparative Economic Studies (2019-present). Education: Ph.D., Economics, University of Michigan, 2007 M.A., Statistics, University of Michigan, 2004 M.A., Economics (high honors; valedictorian), Economics Education and Research Consortium at National University of Kyiv-Mohyla Academy, Kiev, Ukraine, 2001 B.A., Economics (honors; valedictorian), National University of Kyiv-Mohyla Academy, Kiev, Ukraine, 1999 Gorodnichenko's research spans multiple subfields of economics with particular emphasis on monetary economics, public finance, international economics, and macroeconomics . His scholarly approach typically combines both macroeconomic and microeconomic data with rigorous theoretical and statistical analyses. His work is organized into five major categories: monetary economics, aggregate implications of informational frictions, business cycles, development/productivity/income differences, and inequality. As an applied macroeconomist, he frequently bridges methodological approaches across different economic subdisciplines. His publication record demonstrates consistent high-impact research across top economics journals including American Economic Review, Journal of Political Economy, and Review of Economic Studies. The trajectory of his work shows increasing focus on the microfoundations of macroeconomic phenomena, particularly how information frictions affect economic behavior and policy transmission mechanisms. His recent publications have increasingly addressed the distributional consequences of monetary policy and the role of cultural factors in economic development. Scientific Awards and Honors: Fellow, Econometric Society (2021) Highly Cited Researcher, Clarivate (2021) Distinguished Teaching Award, Social Science Division, UC Berkeley (2020) World Junior Prize in Monetary Economics and Finance (2018) NSF CAREER award (2012) Sloan Research Fellowship (2013) Multiple #1 rankings among young economists by RePEc (2014-2021) Best paper award, American Economic Journal: Economic Policy (2015) Gorodnichenko has received consistent recognition for his teaching and advising from UC Berkeley's Economics Department, including multiple runner-up positions and a win for the Best Advisor Award (2014). His research has been supported by prestigious grants including the NSF CAREER award and Sloan Research Fellowship. His impact metrics are substantial with over 19,000 citations and an h-index of 54, reflecting significant influence in the economics profession. While the scraped text doesn't specify dedicated research laboratories, Gorodnichenko maintains active research collaborations through his affiliations with major economic research institutions including NBER, IZA, and Kiel Institute. His editorial roles at leading journals position him at the center of contemporary macroeconomic research discourse.

Katrin Rabitschمشاهده پروفایل

دانشیار

• International Macroeconomics
• Finance
• Quantitative Macroeconomics
• +۳ مورد دیگر

Katrin Rabitsch is an Associate Professor of Economics at Vienna University of Economics and Business (WU Vienna), affiliated with the Department of Economics. Her research focuses on International Macroeconomics/Finance, Quantitative Macroeconomics, Business Cycles, and Monetary Economics. She has published extensively in top journals like European Economic Review , Journal of International Economics , and Macroeconomic Dynamics . Her work explores topics such as monetary policy transmission channels, fiscal multipliers, macroprudential policies, and asset pricing dynamics. Notable recent contributions include analyzing nonlinear inflation dynamics, firm entry costs in asset pricing, and agent-based economic forecasting models. Rabitsch also engages in policy-oriented research, examining the effects of borrower heterogeneity on financial stability and the role of imperfect information in monetary policy design. Her teaching and research are supported by affiliations with institutions like the Department of Economics at WU Vienna. Rabitsch’s methodologies often involve advanced DSGE modeling, VAR analysis, and computational simulations to address complex macroeconomic questions.

Jae Kyung Wooمشاهده پروفایل

استاد

• Risk theory
• Reliability theory
• Aggregate claim analysis
• +۷ مورد دیگر

Professor Jae Kyung Woo is a distinguished academic in the School of Risk and Actuarial Studies at the UNSW Business School, University of New South Wales. She holds multiple prestigious professional designations including Fellow of the Institute of Actuaries of Australia (FIAA), Fellow of the Society of Actuaries (FSA), and Chartered Enterprise Risk Analyst (CERA). Her educational background includes MMath and Ph.D. degrees from the Department of Statistics and Actuarial Science at the University of Waterloo. She has held academic positions at Columbia University as Assistant Professor in the Department of Statistics (2011-2012), and at the University of Hong Kong as Assistant Professor in the Department of Statistics and Actuarial Science (2012-2017) before joining UNSW in July 2017. Research interests focus on risk theory, reliability theory, aggregate claim analysis, queueing theory, and dependence modelling Editorial Board member for ASTIN Bulletin (2021-present), European Actuarial Journal (2025-present), Probability in the Engineering and Information Sciences (2018-present), and Risks (2020-present) Principal investigator for ARC Discovery Projects (2020-2023) and Casualty Actuarial Society grants (2018-2020) Her research output includes 35 journal articles, 1 book, 1 thesis/dissertation, and 1 other publication, with recent work emphasizing shock models for correlated large losses, credibility theory under dependency structures, and advanced dependence modeling techniques in insurance contexts. Her work bridges theoretical stochastic analysis with practical applications in insurance and risk management. Fellow of the Institute of Actuaries of Australia (FIAA), since May 2018 Fellow of the Society of Actuaries (FSA), since Oct 2013 Chartered Enterprise Risk Analyst (CERA), since Jan 2012 Fellow Member of Actuarial Society of Hong Kong (ASHK), since Dec 2018 Professor Woo has secured significant research funding including an ARC Discovery Project grant of AUD 334,000 (2020-2023) for developing shock model-based frameworks for correlated large losses, and a Casualty Actuarial Society grant of USD 20,000 (2018-2020) for credibility theory research under general dependency structures. She served as Nominated Accreditation Actuary at UNSW until 2024.

James Mitchellمشاهده پروفایل

استاد

• Public Policy
• Devolution Studies
• Scottish Politics
• +۵ مورد دیگر

James Mitchell is a Professor of Public Policy at the University of Edinburgh’s School of Social and Political Science . He holds a MA (Political Studies) from the University of Aberdeen and a D.Phil. (Oxford). His research focuses on British politics, devolution, public policy, territorial politics, and Scottish nationalism. He has supervised over 30 years of PhDs and Masters in public policy, devolution, and constitutional politics. Key research themes include fiscal accountability in Scotland, party membership surges post-referendum, and multi-level governance. Research Projects: ESRC-funded study on SNP and Scottish Greens’ post-referendum membership growth Investigation of fiscal devolution’s accountability gaps Analysis of Scotland’s constitutional questions and local governance Research Interests: Mitchell explores territorial politics, public service reform, and political behavior in sub-state governments. He has contributed to debates on Scottish independence, EU referendum impacts, and intergovernmental relations. Recent work includes studies on the SNP leadership contest (2023) and Holyrood’s fiscal structures. Grants & Awards: He has secured grants from the Economic and Social Research Council (ESRC) for projects on party membership and constitutional dynamics. No specific scientific awards are listed, but his work is widely cited in political science and public policy. Labs & Teams: He is part of the Territorial Politics Research Group and has collaborated on regional economic forecasting and governance studies. His work often bridges academia and policy, influencing debates on devolution and public finance.

Philippe Jorionمشاهده پروفایل

استاد

• Financial Risk Management
• Derivatives Markets
• International Finance
• +۴ مورد دیگر

Philippe Jorion is Dean's Professor of Finance at the Paul Merage School of Business, University of California, Irvine. He holds a PhD and MBA from the University of Chicago and an MEng from Université Libre de Bruxelles. He has previously served as vice dean and associate dean at the Merage School and is currently a managing director at Pacific Alternative Asset Management Company (PAAMCO). PhD, University of Chicago MBA, University of Chicago MEng, Université Libre de Bruxelles His research focuses on financial risk management , derivatives , international finance , and empirical investments . He is a leading authority on Value at Risk (VaR) and has pioneered methodologies for measuring and managing financial risk. His work bridges academic theory and practical application in asset management and risk control. The recent articles reflect a strong emphasis on risk modeling, tail risk, derivatives usage, and regulatory frameworks. Themes include Value at Risk validation , hedge fund risk , currency hedging , and model risk , demonstrating sustained scholarly leadership in quantitative and applied finance. His scientific awards include: Smith Breeden Prize for best paper in the Journal of Finance Graham and Dodd Scroll Award for best paper in the Financial Analysts Journal Professor Jorion has advised numerous professionals through executive seminars and industry engagement. He has delivered training on risk management, global asset allocation, and fixed income markets. He served as editor-in-chief of the Journal of Risk and sits on the editorial boards of several finance journals. He has also led academic initiatives as vice dean and associate dean at the Merage School. He is actively involved with the Pacific Alternative Asset Management Company (PAAMCO) , where he applies academic insights to real-world hedge fund portfolio management. His work integrates academic research with institutional investment strategies, particularly in alternative assets and global risk frameworks.

Giuseppe Cavaliereمشاهده پروفایل

استاد

• Time Series Econometrics
• Financial Econometrics
• Statistical Inference
• +۳ مورد دیگر

Giuseppe Cavaliere is a Full Professor of Econometrics at the University of Bologna (since 2006) and a Distinguished Research Professor at Exeter Business School. He holds affiliations with the University of Copenhagen and Aarhus University. His research focuses on time series econometrics, financial econometrics, statistical inference, and empirical macroeconomics. He serves as co-editor of the Journal of Econometrics and associate editor of the Journal of Time Series Analysis. Key roles include being an Elected Fellow of the International Association for Applied Econometrics (IAAE), Fellow of the Journal of Econometrics, and Research Fellow of the Granger Centre for Time Series Econometrics. He previously served as President of the Italian Econometric Association (SIdE). His publications appear in top journals like Econometrica, Annals of Statistics, and Journal of Econometrics. Current research emphasizes bootstrap inference, cointegration, and volatility modeling in nonstationary environments. His work addresses challenges in econometric theory, financial data analysis, and macroeconomic policy evaluation. Awards and recognitions highlight his contributions to econometric methodology and its applications in finance and macroeconomics. His advisory and editorial roles reflect his influence in shaping the field's theoretical and practical advancements.

Dietmar Maringerمشاهده پروفایل

استاد

• Computational Economics
• Computational Finance
• Artificial Intelligence in Finance
• +۸ مورد دیگر

Dietmar Maringer is Professor of Computational Economics and Finance at the University of Basel's Faculty of Business and Economics (WWZ), where he leads research at the intersection of finance, computational methods, and artificial intelligence. His work focuses on risk management, portfolio optimization, algorithmic trading, and financial simulations. His research interests span computational finance, artificial intelligence in finance, data analysis, risk management, portfolio optimization, algorithmic and high-frequency trading, financial networks, complex adaptive systems, and market simulations. He applies advanced computational and heuristic optimization techniques to solve real-world financial problems, contributing significantly to quantitative finance and financial engineering. His recent publications demonstrate a consistent focus on applying evolutionary algorithms, reinforcement learning, and numerical optimization to portfolio management, market impact modeling, and financial forecasting. The research integrates econometrics, machine learning, and financial theory, emphasizing practical implementation and robust risk-aware decision-making. Several best-paper awards Maringer has served as Chair of the Portfolio Optimization Section of the IEEE Computational Economics and Finance Technical Committee from 2008 to 2018 and is frequently involved in organizing and program committees of international conferences. He has advised or collaborated with numerous researchers, though specific student names are not listed. His research has been supported through academic affiliations and likely institutional or conference-based grants, though explicit funding sources are not detailed. He is affiliated with several research groups, including IEEE Computational Economics and Finance TC, COMISEF, ERCIM, Centre for Innovative Finance, and the European Financial Management Association, reflecting a broad collaborative network in computational finance and economics.

Emese Lazarمشاهده پروفایل

استاد

• Risk Measurement
• Model Risk
• Financial Econometrics
• +۴ مورد دیگر

Professor Emese Lazar serves as Professor of Finance and Deputy School Director of Teaching and Learning at the ICMA Centre, Henley Business School, University of Reading. She joined the institution in 2005 and is an active member of the Econometrics with Data Science research cluster, focusing on quantitative finance applications. Her educational background includes: PhD in Finance from the University of Reading BSc in Finance and Banking from the University of Economic Studies, Bucharest BSc in Computer Science from the University of Bucharest Research interests span risk measurement and management , model risk , financial econometrics , derivatives pricing , green finance , climate risk in finance , and machine learning applications . Her work bridges theoretical finance with practical risk management challenges, particularly in climate-related financial risks and algorithmic risk modeling. Recent publications reveal a pronounced shift toward integrating climate risk metrics with traditional financial models and developing neural network-based forecasting for tail risk measures. Her research demonstrates consistent innovation in volatility modeling, model risk quantification, and climate finance applications across top-tier journals. Professor Lazar teaches postgraduate modules in Market Risk and Climate Change and Risk Management, supervising PhD students in her specialized research areas. She actively contributes to the Econometrics with Data Science research cluster, fostering interdisciplinary collaboration between finance, data science, and climate risk modeling.

• Economic Policy
• Macroeconomics
• Monetary Policy
• +۵ مورد دیگر

Antonio RIBBA is a Full Professor of Economic Policy at the Department of Economics 'Marco Biagi', University of Modena and Reggio Emilia. His research focuses on macroeconomic policy analysis, structural VAR modeling, and the effects of monetary/fiscal policies on inflation, unemployment, and business cycles. He teaches courses on public policy analysis, financial scenarios, and macroeconomic policies. Research interests include monetary policy transmission mechanisms, fiscal multipliers in Eurozone economies, oil price shocks, and the long-run relationship between inflation and unemployment. His work employs advanced econometric techniques like structural VARs to disentangle the impacts of supply and demand shocks. Recent publications analyze fiscal dominance in the US, oil price effects on Eurozone small economies, and unemployment responses to policy shocks in peripheral Euro-area countries. He collaborates with scholars like Cavallo and Dallari on topics such as Eurozone inflation dynamics and policy spillovers.

Emmanuel Mamatzakisمشاهده پروفایل

استاد

• International Macroeconomics
• Accounting
• Banking
• +۳ مورد دیگر

Emmanuel Mamatzakis is a Professor of Finance at Birkbeck Business School, University of London. He holds a DPhil in Economics from University of London (Queen Mary College), MSc from University of Warwick, and BSc from National and Kapodistrian University of Athens. His research focuses on empirical studies in accounting, banking, finance, and public finance, emphasizing real-world economic impact. Key roles include Director of Accounting and Finance Research Centre and Program Director for MSc Accounting and Finance and MSc Management and Finance. Education: PhD, University of London, 1999 MSc, University of Warwick, 1994 BSc, University of Athens, 1993 Research Interests: International Macroeconomics, Accounting, Banking, Finance, Applied Econometrics, Public Finance. Recent work examines household debt repayment behavior during the pandemic (ESRC-funded project), fiscal policies, and environmental impacts on financial reporting. His studies often combine quantitative methods like Bayesian models and neural networks. Grants & Awards: £102,974 ESRC grant for pandemic-era debt research (2020–2022). Honored as Fellow of the Higher Education Academy (2021). Advising & Grants: Supervises PhD students in banking, international macroeconomics, and applied econometrics. Leads the Accounting and Finance Research Centre. Collaborates with institutions like ESMA and the Hellenic Fiscal Council. Labs/Teams: Principal Investigator at Accounting and Finance Research Centre, leading projects on fiscal policy and pandemic economics. Active in research clusters like the UK ESRC Rapid Response initiative.

Paul Leahyمشاهده پروفایل

مدرس

• Wind Energy
• Renewable Energy
• Circular Economy
• +۴ مورد دیگر

Dr. Paul Leahy is a Lecturer in Wind Energy Engineering at University College Cork (UCC) and a funded investigator in the SFI MaREI Centre for Energy, Climate, and Marine Research. He leads research on wind energy, circular economy applications for decommissioned turbine blades, and climate change impacts. His work includes the Re-Wind project, a transdisciplinary initiative funded by SFI, NSF, and Northern Ireland's Department for the Economy. He co-supervises six PhD students and has examined over 20 theses globally. Education: BE Electrical Engineering (1995), PhD Electrical Engineering (2001), Postgraduate Certificate in Teaching & Learning in Higher Education (2018). Research & Awards: Research focuses on wind energy forecasting, energy storage, and greenhouse gas emissions. Notable awards include the Environmental Research Letters' 2013 Highlight and an ISI Highly Cited Paper (2012). He contributed to IPCC Special Reports on climate change mitigation and co-edits Renewable & Sustainable Energy Reviews. Grants & Projects: Secured €320,000 for Re-Wind and led multiple EU, EPA, and industry-funded projects. Current research includes lifecycle assessments of repurposed turbine blades and hydrogen production via offshore wind. Teaching & Outreach: Coordinates modules like NE6003 Wind Energy Engineering and contributes to energy systems education. Engages in public lectures and policy initiatives like Energy Cork Cluster leadership. Labs & Teams: Collaborates with multidisciplinary teams on infrastructure repurposing (e.g., BladeBridges) and climate adaptation strategies for agriculture and peatlands.

Franck Portierمشاهده پروفایل

استاد

• Macroeconomics
• Monetary Policy
• Economic Theory
• +۴ مورد دیگر

Franck Portier is a Professor of Macroeconomics at the Department of Economics, University College London (UCL). His research focuses on macroeconomic theory, monetary policy, inflation dynamics, and business cycle analysis. He holds a PhD in Economics from Université Paris I (1989–1993). Portier’s work examines the role of expectations, supply shocks, and policy frameworks in driving inflation and economic fluctuations. Notable contributions include analyzing the ‘dominant role of expectations’ in inflation dynamics and exploring the implications of flat Phillips curves. He has presented extensively at leading institutions and conferences, including the NBER Macro Annual and the CEPR MEF Symposium. He actively organizes workshops such as the Vigo Workshop on Dynamic Macroeconomics and collaborates with researchers globally. His research spans theoretical frameworks (e.g., DSGE models) and empirical applications, emphasizing policy-relevant insights into monetary policy design and macroeconomic stability. Portier’s teaching includes advanced macroeconomic courses at UCL, covering topics like long-run growth, liquidity traps, and hyperinflation. He also engages in academic governance, contributing to research initiatives and student mentorship.

• Statistics
• High-Dimensional Data Analysis
• Statistical Genetics
• +۷ مورد دیگر

Aaron J Molstad is an Assistant Professor in the Department of Statistics at the University of Minnesota – Twin Cities, within the College of Science and Engineering. His research lies at the intersection of statistical methodology and genomic data science, with a focus on developing rigorous and scalable methods for modern high-dimensional datasets. His research interests include high-dimensional statistics, covariance and precision matrix estimation, regression modeling with structured responses, variable selection, and integrative analysis of omics data. He develops methods tailored for compositional data, multivariate responses, and ancestry-specific genetic association studies, contributing to both theoretical statistics and public health applications. The recent publications and funded projects highlight a strong trend in developing objective, reliable, and heterogeneous-aware statistical frameworks for genomics and biomedicine. His work emphasizes methodological innovation with direct applicability to complex biological data, particularly in diverse populations and multi-omics integration. Awarded grants from the National Science Foundation and the National Institutes of Health demonstrate recognition of his research’s significance and impact. These include projects on inference from omics data, new regression models for categorical responses, and integrative genomics in African American populations. Objective and reliable methods for inference from modern omics data (NSF, 2024–2027) Collaborative Research: New Regression Models for Multiple Categorical Responses (NSF, 2024–2025) Integrative Genomics into Genetic Association Studies of Blood Pressure and Stroke in African Americans (NIH/Fred Hutchinson, 2023–2024) Dr. Molstad advises and collaborates on major genomic studies involving protein expression, blood pressure, stroke, and ancestry-specific effects. While specific PhD students are not listed, his role as Principal Investigator on multiple grants indicates mentorship of graduate researchers and postdoctoral scholars. He is also active in the broader statistical community, with publications in top-tier journals such as Biometrika , Biometrics , and Genome Biology .

• Spectral Analysis of Time Series
• Cointegration Methods
• Bootstrap Applications
• +۳ مورد دیگر

Evangelos Ioannidis is an Associate Professor at the Department of Statistics, School of Informatics and Statistics, Athens University of Economics and Business. Born in 1962, he holds a Mathematics PhD from the University of Heidelberg (1993) and has served in his current department since 1999, progressing from Lecturer (1999) to Assistant Professor (2007) and Associate Professor (2023). His expertise spans spectral analysis of time series , cointegration methods , and bootstrap applications in economic data analysis, with additional focus on Official Statistics and sampling techniques . University of Heidelberg: MMath (1987), PhD (1993) Researcher, University of Heidelberg (1987-1991) Visiting Researcher, University of Orsay, Paris Sud (1992-1993) OECD, Paris (1994-1998) National Institute of Labour (1999) His scientific contributions focus on time series econometrics, VAR model spectra, and R&D expenditure analysis. Recent work includes non-parametric spectral estimation and risk-based sampling methodology. He has collaborated with Eurostat on statistical projects (2012-2014). Current affiliations include the Athens University of Economics and Business , where he teaches and conducts research on economic time series analysis and statistical methods.