جستجوی استاد راهنمای دانشگاهی

Athanasios TRIANTAFYLLOU is an Associate Professor of Finance at IÉSEG School of Management in France. He holds a Ph.D. in Economics from the University of Athens (2017) and has held academic positions including Visiting Professor at Cornell University (2019), Lecturer at the University of Essex (2017–2022), and General Equilibrium Modeler at the National Technical University of Athens (2015). His research focuses on commodity markets, volatility forecasting, risk management, and monetary economics. Key contributions include analyzing commodity price uncertainty's impact on economic activity and financial markets. He has published extensively in journals like Journal of Futures Markets , Economics Letters , and International Journal of Finance and Economics . Education includes a BSc in Mathematics (2008), MSc in Accounting and Finance (2010), and M.Phil. in Economics (2013), all from Greek institutions. Professional experience includes risk management consulting at Ernst & Young (2016–2017). His teaching covers financial derivatives, multinational finance, and commodity markets. Research highlights include exploring the role of commodity price uncertainty in global economic dynamics and the predictive power of market information in corporate defaults. His work often bridges theoretical econometrics with practical policy implications, addressing issues like inflation dynamics driven by oil market risks and the tourism-led growth hypothesis in the Eurozone. TRIANTAFYLLOU’s publications emphasize volatility modeling, commodity market linkages, and the interplay between economic uncertainty and financial stability.

• Commodity Markets
• Risk Management
• Volatility Forecasting
• +۴ مورد دیگر

Christophe Bisson is an Associate Professor at SKEMA Business School (Paris campus) specializing in Strategy, Innovation & Entrepreneurship. His research examines augmented anticipatory systems, competitive intelligence, AI governance, and strategic early warning frameworks. He directs the MSc International Strategy and Influence program and leads research at the SKEMA Center for Artificial Intelligence. Bisson holds a PhD in Competitive Intelligence from Aix-Marseille University and a Postgraduate Certificate in AI from the University of Helsinki. His professional experience includes international strategy consulting and academic positions at universities in Turkey and France. Awards & Honors: Inducted into Council of Competitive Intelligence Fellows (2023) SCIP International Academic Award (2017)

• Competitive Intelligence
• Strategic Foresight
• Artificial Intelligence
• +۳ مورد دیگر

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.

• Finance
• Asset Pricing
• Financial Econometrics
• +۵ مورد دیگر

Olivier David Zerbib is an Assistant Professor of Sustainable Finance at CREST, ENSAE, Institut Polytechnique de Paris, and serves as an Associate Editor for the Review of Finance. His research bridges financial theory with environmental sustainability, focusing on market mechanisms for ecological challenges. His primary research areas include sustainable finance, environmental finance, and asset pricing, with specific expertise in green bonds, biodiversity valuation, and climate impact investing. He investigates how pro-environmental preferences influence pricing mechanisms, develops sustainable asset pricing models, and examines shareholder engagement strategies to curb greenwashing through quantitative methodologies. Analysis of his publications reveals a cohesive trajectory toward integrating environmental metrics into core financial frameworks, with significant contributions spanning green bond markets, sustainable CAPM development, and biodiversity economics. His work demonstrates methodological rigor through score-driven conditional betas and empirical validation across global markets. Dr. Zerbib's scientific recognition includes: #1 most cited article in the Journal of Banking and Finance over 3 and 5 years (2019) SUERF/UniCredit Research Prize (2018) Multiple Best Paper Awards at international finance conferences (2017-2020) European Investment Forum Research Prize Finalist (2021) He co-organizes the CMAP-CREST Quantitative Sustainable Economics and Finance seminar series with Patricia Crifo, Emmanuel Gobet, Peter Tankov, and Gauthier Vermandel, fostering collaboration between Ecole Polytechnique and ENSAE on quantitative approaches to sustainability challenges. His presentation record spans elite institutions including LSE, Yale, and the European Commission Joint Research Center.

• Sustainable Finance
• Environmental Finance
• Asset Pricing
• +۲ مورد دیگر

Alastair F. Donaldson is a Professor and Director of Research in the Department of Computing at Imperial College London, where he leads the FastPL research group. His work bridges formal methods, software testing, and programming languages, with a focus on enhancing the reliability of high-performance and parallel software systems. He has held key roles including Director of Research (since 2023) and previously served as Lecturer (2011–2014), Senior Lecturer (2014–2017), and Reader (2017–2020) before being promoted to Professor in 2020. His research interests include formal verification, compiler testing, GPU programming, concurrency, and fuzzing. He has made significant contributions to the verification of GPU kernels, metamorphic testing of graphics drivers, and the development of tools like GPUVerify and GraphicsFuzz. His work combines theoretical rigor with practical impact, demonstrated by the acquisition of his startup GraphicsFuzz by Google in 2018 and his subsequent roles as Senior Software Engineer and Visiting Researcher at Google. His recent publications reflect a sustained focus on compiler and system reliability, with trends in fuzzing, formal specification, and automated testing of complex systems such as WebGPU, CXL cache coherence, and large language models for code generation. His work increasingly integrates empirical validation with formal techniques to uncover subtle bugs in real-world systems. Scientific awards and recognitions include: 2017 BCS Roger Needham Award EPSRC Early Career Fellowship Fellow of the British Computer Society Best Paper awards at EuroSys 2024, MET 2021, IISWC 2019, IWOCL 2019, and ICST 2016 Best Industry Paper at ICST 2024 ACM SIGSOFT Distinguished Paper at ISSTA 2023 ACM SIGPLAN Most Influential OOPSLA Paper Award (2012 paper), awarded in 2022 Best Student Paper at PPoPP 2014 He has advised numerous PhD students and leads a vibrant research group. He has secured significant research funding and collaborates extensively with industry and academia. His service includes leadership roles such as General Chair of PLDI 2020, PC Chair of ECOOP 2019, and Steering Committee Chair of PLDI (2022–2025). He also serves on the advisory board of PACM-PL and on program committees for top venues including POPL, OOPSLA, PLDI, ICSE, and ISSTA. He leads the FastPL research group, which focuses on the design and implementation of programming tools and techniques for reliable software. The group conducts cutting-edge research in compiler testing, formal methods, and high-performance systems, fostering collaboration across academia and industry.

• Formal Verification
• Software Testing
• Programming Languages
• +۱۲ مورد دیگر

Jean-Luc Arregle is a Professor in the Strategy & Organization department at emlyon business school , where he has served since 2012. He previously held a professorship at EDHEC Business School (2010-2011) and served as Director of the PhD Program at emlyon (2015-2018). Arregle is also an Associate Dean for Research at emlyon business school. PhD in Management Sciences (1992, IAE Aix-en-Provence) Accreditation to Supervise Research (1998, IAE Nice) His research focuses on semi-globalization strategies , family firm strategic choices , and institutional influences on multinational enterprises . Publications analyze: organizational autonomy dynamics, family firm internationalization patterns, institutional complexity in foreign investment, multilevel strategic analysis, and resource orchestration in mergers. He serves on editorial boards of Journal of International Business Studies , Strategic Organization , and Entrepreneurship Theory & Practice . Notable works include longitudinal studies of Lamborghini's post-acquisition autonomy management and meta-analytic reviews on family firm uniqueness. Recent publications emphasize: Dynamic frameworks for subsidiary autonomy (2024) Family business-international business integration (2024) Host country politics in multinational strategy (2023) Autonomy oscillation mechanisms (2022) Scientific contributions include Editorial board memberships across 5 journals International Teachers Program (EFMD, 1990) Keynote presentations at Academy of International Business and Strategic Management Society conferences Arregle's work combines theoretical rigor with practical insights from automotive industry case studies (Audi-Lamborghini integration), demonstrating how organizational identity preservation and resource orchestration enable sustained competitive advantage in multinational contexts.

• Semi-globalization strategies
• Family firm strategies
• Institutional approaches to strategy
• +۵ مورد دیگر

Nabil Kahale is an Associate Professor of Finance at ESCP Business School in Paris. His research focuses on financial derivatives, Monte Carlo methods, optimization, and machine learning. He holds a PhD in theoretical computer science from MIT (1993) and an HDR (French habilitation) from Université Paris 1 Panthéon-Sorbonne (2020), enabling him to supervise PhD students. His academic career includes prior roles in theoretical computer science and consulting for banks. He has published widely in top journals such as Mathematical Finance , Management Science , and SIAM Journal on Computing . Education: Bachelor of Science in Engineering, École Polytechnique (1987) PhD in Theoretical Computer Science, MIT (1993) HDR in Economics, Université Paris 1 Panthéon-Sorbonne (2020) Research Interests: His work bridges finance and computational methods, emphasizing practical applications of stochastic models and algorithmic efficiency. Key areas include derivative pricing, risk management, and the integration of machine learning into financial systems. Professional Contributions: He has served as a consultant for banking institutions and a referee for the French Ministry of Economy and Finance. His research also intersects with social and economic policy analysis, such as evaluating the economic impact of public health measures. Labs/Teams: While no specific lab affiliation is mentioned, his collaborations span interdisciplinary teams in finance, computer science, and applied mathematics through his publications and consulting work.

• Financial Derivatives
• Monte Carlo Methods
• Optimization
• +۳ مورد دیگر

Dr. Ahmed ATIL is an Assistant Professor in the Management and Organisation department at Rennes School of Business. His research focuses on Management Science, Operations Management, and Sustainable Development. He holds a Doctorat from Université de Rennes 1 and has conducted extensive work on environmental responsibility in SMEs, nonlinear analysis of resource impacts, and financial market dynamics. Academic Background: Doctorat (PhD) in Management Science from Université de Rennes 1, France. Non-academic Experience: Consultant at Satisf-Action (2002–2009). Research Contributions: Over 5 peer-reviewed articles in journals such as Resources Policy and Finance Research Letters . His work explores the intersection of environmental policy, resource management, and financial systems, with a focus on developing countries like Pakistan and China. He has presented at international conferences on sustainability and corporate responsibility in Algeria and France.

• Management Science
• Operations Management
• Sustainable Development
• +۳ مورد دیگر

Francis Declerck is an Associate Professor in the Department of Finance at ESSEC Business School , France. He holds the co-Chair Professor role for the ESSEC 'Shaping the Future of Finance' Chair (partnering with AXA IM Alts, EIFFEL IG, and Société Générale) and coordinates the finance track of ESSEC’s Grande Ecole Master’s in Management program. He is also academic director of the '10KSB-France' program (ESSEC – Goldman Sachs Foundation) and the 'Aristée' executive program for agricultural cooperatives. Education: 2007: HDR (Habilitation à Diriger des Recherches), Université de Montpellier 1992: Ph.D., University of Illinois 1988: Master’s in International Agri-Food Economics and Management (ESSEC & ENSIA) 1979: Agricultural Engineer (Institut Supérieur Agricole de Beauvais) Research Interests: Corporate finance (M&A, risk factors), commodity finance, agri-food chains, biofuels, and sustainable development. His work integrates systemic models (e.g., system dynamics) to analyze market dynamics and policy impacts. Key focus areas include agricultural futures markets, cooperative governance, and energy transition challenges. Research Trends: Declerck’s recent work emphasizes biofuel policy effects , EU environmental policy impacts , and agribusiness risk management . He explores how global commodity markets interact with sustainability goals, particularly in the energy and food sectors. His analysis often bridges microeconomic firm-level decisions with macro-level market structures. Awards: 2019 AFFI Case Study Award 2011 Emerald Literati Award (International Journal of Wine Business Research) 2009 IFAMA Recognition Award 2004 Medal of Honor (Warsaw University of Life Sciences) Advising & Grants: Active jury member for PhD defenses across Europe and Canada. He advises executives from institutions (e.g., EBRD, DG Agri) and co-operatives. His research is supported by industry partnerships (e.g., AXA IM Alts) and think tanks (Les Echos). Labs/Teams: Co-leads the ESSEC ECOMFIN Research Center, focusing on energy/commodity finance and sustainable finance. Collaborates with global networks like the System Dynamics in Food Networks initiative.

• Corporate Finance
• Sustainable Development
• Energy & Commodity Markets
• +۴ مورد دیگر

Indranil Bose is a Distinguished Professor and Head of the Area of Excellence in AI, Data Science, and Business at NEOMA Business School, with a Ph.D. in Management from Purdue University. He specializes in business analytics, big data, and digital transformation, leveraging expertise from prior roles at IIM Calcutta, University of Hong Kong, University of Florida, and UT Arlington. Education: Ph.D. in Management (Purdue University, 1997) M.S. (Purdue University) M.S. (University of Iowa) B.Tech (IIT Kharagpur) Research Focus: His work spans predictive analytics, social media impact on business, innovation management, cybersecurity, fintech, and AI ethics. Key themes include consumer behavior in digital ecosystems, AI-driven decision systems, and ethical implications of emerging technologies. Publication Trends: Recent articles emphasize AI ethics, digital misinformation, and predictive modeling in finance/healthcare, reflecting a focus on societal impacts of technology. Methodologies include deep learning, sentiment analysis, and causal inference. Awards & Recognition: Winner, EFMD 2017 Case Competition Ranked 29th globally for Information Systems research productivity (2005–2014) Editorial Leadership: Senior Editor for Decision Support Systems and Pacific Asia Journal of the AIS ; Associate Editor for Information & Management , Journal of the AIS , and Communications of the AIS .

• Business Focused Predictive Analytics
• Social Media for Business Transformation
• Management of Innovation
• +۵ مورد دیگر

Michael Benzaquen is a CNRS Research Scientist and accredited research director (HDR) based at École Polytechnique, where he founded and currently holds the Chair of Econophysics & Complex Systems. He is affiliated with LadHyX (UMR CNRS 7646), a research laboratory focused on hydrodynamics and complex systems at the intersection of physics, economics, and social sciences. Dr. Benzaquen's research spans multiple interdisciplinary fields, with primary interests in: Statistical physics of complex systems Hydrodynamics at interfaces Econophysics and quantitative finance Socio-physics and behavioral modeling Applications of physics to economics and social sciences Physical approaches to market microstructure and price formation His work demonstrates a unique methodology applying physical principles to understand complex phenomena in financial markets, social dynamics, and ecological systems. Dr. Benzaquen has made significant contributions to understanding market impact, price formation, and the statistical properties of economic systems from a physics perspective, while also maintaining strong research in fundamental fluid dynamics and interfacial phenomena. Analysis of Dr. Benzaquen's extensive publication record reveals a consistent trend toward interdisciplinary integration, with recent work increasingly bridging statistical physics, econophysics, and complex systems theory to address real-world problems. His publications span from fundamental research on ship wakes, liquid crystals, and thin films to applied studies in quantitative finance, ecological economics, and social dynamics, demonstrating remarkable breadth while maintaining methodological coherence through statistical physics approaches. As an accredited research director (HDR), Dr. Benzaquen supervises PhD students and postdoctoral researchers, leading an active research group focused on econophysics and complex systems. His group maintains strong collaborations across disciplines and regularly publishes in high-impact journals spanning physics, finance, and interdisciplinary sciences. The group's work is supported by various research funding sources enabling ambitious projects at the intersection of physics and social sciences. Dr. Benzaquen's laboratory at LadHyX brings together researchers from diverse backgrounds including physics, mathematics, economics, and computer science to tackle complex problems using quantitative approaches. His research has practical applications in financial market regulation, ecological conservation, and materials science, reflecting the real-world impact of his interdisciplinary methodology.

• Statistical Physics of Complex Systems
• Hydrodynamics at Interfaces
• Econophysics
• +۳ مورد دیگر

Emilie Carretier is a Professor at Aix-Marseille University (AMU) , affiliated with the Procédés Membranaires research team. Her work focuses on membrane separation technologies, particularly for industrial applications in pharmaceuticals, water treatment, and nuclear waste management. Research Interests : Membrane processes (pervaporation, reverse osmosis), solvent regeneration, radioactive effluent treatment, catalyst recovery, and industrial sustainability. Publications highlight advancements in ceramic membranes, VOC removal, and membrane aging studies, with applications in pharmaceuticals, microelectronics, and nuclear industries. Laboratory : Active within the M2P2 research center, specializing in membrane process innovation for complex industrial matrices.

• Membrane Separation
• Chemical Engineering
• Environmental Engineering
• +۳ مورد دیگر

Guillaume COQUERET is a Professor of Finance and Data Science at emlyon business school since 2018 and Director of the AIM Institute, which coordinates research and teaching in artificial intelligence applied to management. His academic qualifications include an HDR (2022) from Université Lumière Lyon 2 and a PhD in Business Administration from ESSEC Business School (2012). His research focuses on quantitative finance, machine learning in capital markets, sustainable finance, and heterogeneous agent models. He previously served as a Quantitative Researcher at EDHEC-Risk Institute (2013–2015). Education : 2022: HDR, Université Lumière Lyon 2 2012: PhD in Business Administration, ESSEC Business School 2008: Master in Probability and Finance, Université Pierre et Marie Curie (Paris 6) 2007: Master in Management, ESSEC Business School Research Interests : Machine learning applications in finance, factor investing, climate risk modeling, ESG integration, and algorithmic portfolio strategies. Publications : Over 30 peer-reviewed articles in journals such as The Journal of Portfolio Management , European Journal of Operational Research , and Quantitative Finance . Notable works include studies on climate betas, biodiversity premiums, and supervised learning in equity investing. Books : Machine Learning for Factor Investing: Python Version (2023) Perspectives in Sustainable Equity Investing (2022) Awards : None explicitly mentioned, but recognized for contributions to quantitative finance and AI in management. Labs/Teams : Leads the AIM Institute, fostering AI-driven research in management and finance.

• Quantitative Finance
• Machine Learning in Finance
• Sustainable Finance
• +۳ مورد دیگر

Roméo TÉDONGAP is a Professor of Finance at ESSEC Business School (Paris-Singapore), specializing in empirical asset pricing, behavioral finance, and macro-finance. He holds a Ph.D. in Economics from Université de Montréal and has held academic positions at Stockholm School of Economics (2007–2016) and ESSEC since 2016. His research focuses on asymmetric risk attitudes, systemic risks, and long-term investment valuation, with notable contributions to journals like Journal of Financial Economics and Review of Financial Studies . Key distinctions include the 2013 EFMA Best Paper Award and the 2008 Best PhD Thesis award. Education: Ph.D. in Economics (Université de Montréal, 2008) Engineer’s Degree in Statistics and Economics (ENSEA Abidjan, 2003) Bachelor’s in Mathematics (University of Dschang, 2000) Research Interests: Macroeconomic uncertainty, behavioral asset pricing, climate finance, African stock markets, and systemic risk dynamics. His work bridges theoretical models with empirical applications, addressing topics like ultra-long investments, pandemic impacts, and microfinance strategies in Africa. Awards: 2013 EFMA Best Conference Paper Award 2008 Université de Montréal Best PhD Thesis Wallander Scholarships (2007–2013) Teaching & Leadership: Associate Dean for Research at ESSEC (2021–2024) Head of Finance PhD Program (2018–2021) Courses include Financial Markets, Advanced Derivatives, and Asset Pricing Grants & Editorial Roles: ANR grant for LONGTERMISM (2017) Associate Editor, British Accounting Review Editorial Board, Pan-African Scientific Research Council Labs & Collaborations: Active in ESSEC’s Energy & Commodity Finance Research Center, focusing on sustainable finance and climate transition investments.

• Macro-Finance
• Behavioral Finance
• Financial Modeling
• +۶ مورد دیگر

Pierre Six is a Professor of Finance at NEOMA Business School. He holds a PhD from the University of Paris 1 Panthéon-Sorbonne (2009) and an accreditation to supervise research from the University of Paris-Dauphine (2017). His expertise focuses on commodities, risk management, derivatives, and dynamic asset allocation. He has taught risk management and commodity markets extensively. Research Interests His work spans: Commodity market dynamics and hedging strategies Asset allocation under varying risk aversion Derivative pricing with stochastic convenience yields Financial statement analysis for bankruptcy prediction Key Contributions Recent studies include: Oil producer hedging behavior (European Journal of Operational Research, 2025) Bankruptcy prediction models (European Accounting Association, 2025) Dynamic consumption-asset models (Finance Research Letters, 2024) Awards Received the Best Paper Award in Derivatives (Eastern Finance Association, 2010). Roles & Activities Holds administrative positions at NEOMA and actively participates in academic conferences globally, including presentations at the European Finance Association and Energy Finance conferences.

• Finance
• Asset Allocation
• Risk Management
• +۵ مورد دیگر