Wolfgang Hardle Karl is a Full Professor specializing in risk management and quantitative financial analysis. His teaching and research focus on advanced methodologies for measuring and mitigating risks in international business and financial systems, including Value at Risk (VaR), Monte Carlo simulations, and Asset-Liability Management. He has designed curricula covering systemic/non-systemic risks, market uncertainties, and EU regulatory harmonization. His expertise spans financial crises, modern portfolio theory, liquidity risks, and operational risk modeling. Courses emphasize practical applications in global markets, decision-making under uncertainty, and statistical risk assessment techniques.
Lorena Dabac is an Assistant Professor at the Faculty of Economics and Tourism, University of Rijeka. She specializes in banking, financial regulation, and risk management. Her roles include teaching undergraduate and graduate courses on banking operations, risk management in international business, and financial systems. Education: Master of Economics (MEcon) Her research interests focus on banking systems, financial risk assessment, and regulatory frameworks in Croatia and EU contexts. She teaches modules on bank management, liquidity control, credit risk analysis, and modern risk measurement techniques like Value at Risk (VaR) models. She contributes to courses such as 'Banking Operations,' 'Risk Management,' and 'International Financial Operations,' emphasizing practical applications of theoretical frameworks in global financial markets.
Ivan Gržeta is an Assistant Professor and Vice-dean at the Faculty of Economics, University of Rijeka. His office is located at Chair 62/III, and he holds regular office hours on Wednesdays (10 AM - 12 PM) and as Vice-dean on Thursdays (12 PM - 2 PM). He holds a PhD and specializes in banking operations, risk management, and financial technology. His research focuses on: Banking efficiency and regulatory frameworks (Basel III) Risk quantification methods including Value at Risk (VaR), duration gap analysis, and credit risk modeling Financial technology innovations: blockchain, cryptocurrencies, and AI applications in finance Energy economics with emphasis on renewable energy viability in Southeastern Europe His publications show strong emphasis on: Banking efficiency in Central/Eastern Europe using quantitative methods Financial technology impact on traditional banking Renewable energy economics in Croatia Macroeconomic influences on asset classes including cryptocurrencies
Valtteri Peltonen serves as a Doctoral Researcher in the Department of Accounting and Finance at the University of Turku, actively pursuing his PhD after completing his Master of Science in Economics and Business Administration from the same institution in 2017. His academic trajectory demonstrates focused progression from master's studies to doctoral research within Turku's finance ecosystem. Peltonen's research critically examines post-2008 financial risk modeling frameworks, specializing in market risk management deficiencies of pre-crisis models like Value-at-Risk (VaR). His work investigates regulatory shifts toward Expected Shortfall (ES) and innovative alternatives like expectiles—addressing critical gaps in subadditivity and elicitability while analyzing complex derivatives risk. This positions him at the intersection of quantitative finance, regulatory reform, and stochastic modeling. His recent publication in Stochastic Models exemplifies his methodological approach, applying advanced mathematical structures to financial risk problems. The work on discrete multivariate fields reveals connections between theoretical probability and practical risk measurement challenges. Scientific recognition includes: Award from Suomen Arvopaperimarkkinoiden Edistämissäätiö for Master's Thesis on delta-neutral derivative risk management Peltonen contributes to academic training as exercise instructor for Asset Pricing and Portfolio Theory (LRS31) and foundational finance courses (LR05), while supervising bachelor's theses and assisting with master's supervision—demonstrating active integration into Turku's finance education pipeline despite his early-career status.
Haslifah Hasim is an Associate Professor at the School of Mathematical and Computer Sciences, Heriot-Watt University. Her research focuses on financial risk management, Islamic finance integration into quantitative models, and Bayesian econometric methodologies. She has contributed to the development of asset pricing frameworks compliant with Shariah principles, as well as advanced risk assessment techniques for banking and commodity markets. Her work combines theoretical econometrics with practical applications in global trade dynamics and financial stability analysis. Research interests include Value at Risk (VaR) modeling, copula-based volatility analysis, and the application of Markov switching models to study economic contagion effects. She has explored the interplay between oil prices, precious metals, and financial stress indicators, with recent studies examining the impact of the COVID-19 pandemic on oil markets. Her publications analyze portfolio risk in Malaysia's foreign exchange markets, Oman's trade potential with Indian Ocean Rim countries, and the efficacy of multivariate GARCH models in asset allocation. Methodologically, she employs Bayesian estimation, extreme value theory, and network analysis to uncover dependencies in financial systems.
Abderrahman Jahmane is an Associate Professor with HDR (Habilitation to Supervise Research) in Business Ethics and CSR at IPAG Business School, where he also serves as a scientific advisor to the IPAG Chair “Towards an Inclusive Company.” He holds a PhD in Management Science from Université de Lille 1 (2012) and an HDR from the University of Paris Nanterre (2024). His research focuses on Corporate Social Responsibility (CSR), Human Resources Management, Change Management, and Stakeholder Theory. Education: 2024: HDR in Management Sciences, University of Paris Nanterre 2012: PhD in Management Science, Université de Lille 1 2008: Professional Master in Human Resources Management, Université de Corse – IAE de Corte 2007: Master of Research in Business Administration, Université de Corse – IAE de Corte 2006: Professional Master in International Affairs, Université de Corse – IAE de Corte 2002: Master’s in Finance, Institut Supérieur de Gestion de Gabès, Tunisia Research Interests: Dr. Jahmane explores the intersection of CSR strategies and financial performance, gender diversity’s impact on organizational outcomes, and governance practices in sustainability contexts. His work emphasizes methodological rigor, employing techniques like GMM panel VAR and fuzzy logic modeling. Key themes include ESG integration, crisis resilience, and inclusive managerial education. Professional Experiences: Since 2018: Associate Professor at IPAG Business School 2013–2017: Assistant Professor at Ecole Supérieure de Commerce du Sport Paris, Université de Cergy-Pontoise, IAE Gustave Eiffel, Ecole de Management de Normandie, and Facem Management 2012–2013: Research Fellow at Université du Maine 2010–2011: Research Fellow at Université de Haute Alsace Publications Trends: His articles analyze CSR’s role in financial stability, gender diversity’s moderating effects on innovation, and governance’s impact on environmental-social performance linkages. He frequently publishes in journals like Finance Research Letters and Journal of Cleaner Production , focusing on European corporate contexts. Advising & Grants: No advising or grant specifics are listed in the provided text. His work is primarily research-focused. Labs/Teams: Active contributor to the IPAG Chair “Towards an Inclusive Company,” emphasizing CSR and ethical leadership in business education.
Marco Bee is a Full Professor at the Department of Economics and Management, University of Trento. His expertise spans applied econometrics, computational statistics, finance, and risk modeling. He focuses on methodologies for handling heavy-tailed distributions, extreme value theory, and machine learning applications in financial risk assessment. Education details are available in his CV (CVeng.pdf). His research interests include developing statistical models for operational risk, volatility forecasting, and credit scoring, often employing mixture models, copula-based approaches, and indirect inference techniques. He has contributed significantly to the analysis of spatial econometrics and the application of extreme value theory to financial crises and insurance analytics. His recent work emphasizes tail risk estimation, with over 150 publications since 2006. Notable contributions include methodologies for Value-at-Risk (VaR) forecasting, distribution fitting for skewed data, and the use of machine learning to predict defaults in small businesses. His research bridges theoretical statistics and practical financial applications, with a focus on high-frequency data and scenario-based risk analysis. Awards and grants are not explicitly listed in the provided data, but his extensive publication record reflects recognition in quantitative finance and econometrics. He advises students on topics related to computational econometrics and risk modeling, though specific advisee names are not documented here.
Lea Petrella is a Full Professor at the Department of Methods and Models for Economics, Territory, and Finance, Sapienza University of Rome. She teaches courses in Time Series Analysis and Advanced Statistical Methods , focusing on practical applications using R software. Research Interests: Quantile regression, Graphical models, Hidden Markov Models, Risk measures, and Time Series analysis Key Projects: Generalized Dynamic Graphical Models for pandemic impacts, Penalized quantile regression for risk assessment, Multivariate quantile regression frameworks Her recent publications include: 2025: Mid-quantile mixed graphical models for public shootings 2025: Spatial quantile random forests for economic mobility 2024: Expectile hidden Markov models for cryptocurrency returns 2024: Mixed-frequency quantile regressions for risk forecasting She supervises postdocs and PhD students including Maria Saiz, Beatrice Foroni, and Valentina Raponi. Her work spans financial risk modeling, environmental statistics, and biomedical applications. Email: Lea.Petrella@uniroma1.it or lea.petrella@uniroma1.it
Roberto CASARIN is a Full Professor at the Department of Economics, Ca' Foscari University of Venice. His roles include Member of the Board of the Department of Economics, Erasmus Delegate, and Deputy Director of the International Master in Economics, Finance and Data Science. He is affiliated with the European Center for Living Technology and the Research Institute for Complexity. His research focuses on computational econometrics, dynamic models for economic analysis, stochastic volatility, and Bayesian methods applied to finance and energy markets. Key projects include Discrete Random Structures for Bayesian Learning (MUR Grant 2023-2025), EeDaPP Energy Efficiency Data Portal (EU H2020 2018-2020), and GRINS Sustainable Finance (MIUR 2022-2024). His work spans over 150 publications, with recent contributions on tensor regression, Markov switching models, and antithetic sampling techniques. He serves as Associate Editor for Bayesian Analysis , Econometrics , and Econometrics and Statistics . Awards and recognitions are not explicitly listed in the text, but his extensive editorial roles and funding indicate significant academic impact.
Kausik Chaudhuri is a Professor in the Leeds University Business School at the University of Leeds , specializing in Applied Econometrics , Empirical Development Economics , and Political Economy . He received his BSc and MSc from the University of Calcutta and MA/PhD from the State University of New York at Albany .
Prof. Dr. C Coşkun Küçüközmen is a full-time faculty member at the Faculty of Business, Izmir University of Economics , specializing in the Department of International Trade and Finance. He previously held roles as a part-time lecturer at the Financial Mathematics Department of Middle East Technical University (2001-2012) and taught graduate courses in Real Estate Development at Ankara University (2009-2010). Education MSc in European Economics and Finance from Loughborough University (1995), thesis on deposit insurance PhD in Finance from the University of Exeter (2000), thesis on equity returns and Value-at-Risk (VaR) Research Interests span non-financial sector risk management, data visualization techniques for financial risk assessment, Basel-III compliance, sovereign wealth funds, private equity funds, e-commerce, international business strategies, and Turkey's financial architecture. His recent work focuses on housing market fundamentals and hedging effectiveness in emerging futures markets. Scientific Awards Jean Monnet study-award Central Bank of Turkey scholarship for doctoral research He is a founding member and former Chairman of the Board of Directors of the Aegean Finance Association (2015-2018) . His professional experience includes roles at the Central Bank of Turkey, the Banking Regulation and Supervision Agency (BRSA), and as a speaker/educator at the Bank for International Settlements' Financial Stability Institute (2002-2009).
Marko Milojevic is a faculty member at Singidunum University in Belgrade, Serbia, affiliated with the Department of Postgraduate Studies. His academic career spans roles in finance, accounting, and risk management, with contributions to journals like Journal of Business Economics and Management and Energies . His research focuses on market risk, sustainable development, and auditing practices in diverse sectors including agriculture and energy. Master of Business Administration and Economics, Lincoln University (2006-2008) Doctoral dissertation in Accounting and Auditing, Singidunum University (2013) Basic studies in Faculty of Politics, Singidunum University (2001-2005) His publications explore financial resilience strategies, liquidity metrics, and the application of Benford's Law in detecting tax evasion. Recent works address energy autonomy risks, rural development methodologies, and the effectiveness of audit practices in energy companies. He frequently collaborates with international researchers across disciplines. As a co-author of textbooks such as Business Finance , Milojevic contributes to academic education in business economics and financial management. His work often intersects with information systems, particularly in ERP solutions and forensic accounting advancements.
David Kim is an academic researcher at the School of Economics , University of Sydney , with affiliations extending to the Yonsei Economics Research Institute and the Asian Development Bank . His career spans institutions in Australia, South Korea, and international collaborations. Key research areas: Econometrics , Macroeconomics , International Economics , and Monetary Policy . Prominent methodologies: Structural VAR , Factor-Augmented VAR , and Sign-Restriction Approaches . Kim’s recent work (2025–2020) focuses on monetary policy shocks , currency appreciation risk channels , and regional value chains , particularly in Asia-Pacific contexts. Earlier studies (2013–2003) examine business cycle synchronization , labor share determinants , and exchange rate pass-through in East Asia and China. No formal scientific awards or student advisories are documented in this profile.
Prof. Dr. rer. nat. Wolfgang Gohout is a Professor at the University of Pforzheim, Germany, affiliated with the Department of Technology. His research spans Industrial Engineering, Operations Research, Quantitative Methods, Statistical Forecasting, and Financial Risk Management. University: University of Pforzheim Department: Department of Technology Email: wolfgang.gohout@hs-pforzheim.de His work focuses on mathematical applications in business and technology, with a strong emphasis on optimization techniques, portfolio management, and statistical forecasting. Publications include textbooks and articles on integral/differential calculus, complex numbers, and analytical geometry, reflecting his educational contributions. Recent publications highlight his expertise in financial risk management (e.g., Value-at-Risk approaches), portfolio optimization (Tobin model, principal components GARCH), and Bayesian VAR forecasting. Collaborative works with Katja Specht and Dorothea Reimer dominate his output.
Henryk Zähle is a Full Professor of Stochastics at Saarland University's Department of Mathematics, where he has held a W3 position since 2014. He previously served as a W2 Professor (2013-2014) and W1 Junior Professor (2010-2012) at Saarland, and earlier at TU Dortmund University (2007-2010). He earned his Ph.D. in Mathematics from Technical University Berlin (2004) and a Diploma in Mathematics from University of Göttingen (2000). His research focuses on statistical robustness of risk measures asymptotic theory for empirical processes quantitative risk management Markov decision models insurance and financial mathematics with methodological contributions to bootstrapping, quasi-Hadamard differentiability, and sensitivity analysis. Article trends show sustained engagement with stochastic process theory nonparametric estimation robust statistical functionals applications to insurance and finance asymptotic error distributions time series analysis spanning both theoretical and applied domains. Scientific awards include Marie Curie Fellowship (University of Warwick, 2001) DFG Fellowship (2000-2003) He has supervised numerous Ph.D., Master's, and Bachelor's theses on topics like risk measure asymptotics empirical process convergence copula robustness Markov decision sensitivity nonparametric risk estimation statistical bootstrap methods and serves as Associate Editor for Metrika .
