جست‌وجوی استاد و پژوهشگر

• Household Finance
• Banking
• Behavioral Economics
• +۴ مورد دیگر

Claire Célérier is an Associate Professor of Finance at the Rotman School of Management, University of Toronto, where she holds the Canada Research Chair in Household Finance. Her academic career spans prestigious institutions including the University of Toronto (where she advanced from Assistant to Associate Professor between 2016-2022) and the University of Zurich (2014-2016). She maintains an affiliation with the People's History Lab and actively contributes to academic discourse through conference organization including 'Race, Equity and Public Policy' (2023) and 'Banks, States and the People' (2024). Dr. Célérier's research explores how finance can benefit households through multiple lenses including behavioral economics, asset pricing, and financial history. Her work investigates innovation in finance, diversity and inclusion impacts, and historical perspectives on financial systems. She has developed significant expertise in household finance, banking, and the intersection of finance with social issues, particularly racial disparities in financial markets as demonstrated in her award-winning research on the Freedman's Savings Bank. Her scholarly output shows a clear trajectory from foundational work on security design and investor behavior toward increasingly socially relevant research on financial inclusion, racial equity, and household financial decision-making. Recent publications demonstrate her growing focus on historical contexts of financial systems and their contemporary implications, particularly regarding marginalized communities. Canada Research Chair in Household Finance (2024) Bank of Canada Governor's Award (2022) University of Toronto Top 5% Merit Award (2021) Petro Canada Young Innovators Award Program (2021) Multiple Rotman School of Management Teaching Awards (2019-2021) Ieke van den Burg Prize for Research on Systemic Risk (2015) Dr. Célérier has successfully secured substantial research funding including Insight Development Grants (CAD 54,500), Connaught Research Grant (CAD 10,000), and the Marianne and Marcus Wallenberg Foundation Grant (EUR 400,000). She mentors several PhD students including Andrada Bilan (2020), Alexey Vasilenko (2023), and Purnoor Tak (Expected 2026), and has supervised numerous master's theses at both University of Toronto and University of Zurich. Her service contributions include Rotman School of Management MBA program committee, executive committee, seminar coordination, and faculty recruiting committee.

Rizwan Ahmedمشاهده پروفایل

مدرس ارشد

• Sustainable Finance
• Green Finance
• FinTech
• +۵ مورد دیگر

Rizwan Ahmed is a Senior Lecturer in Accounting and Finance at the University of Kent 's Kent Business School . He serves as Director of Studies for the Department for Accounting and Finance, with prior experience as an Assistant Professor at institutions like the University of Birmingham, Cardiff Business School, and Birkbeck University of London. His research focuses on Sustainable Finance , FinTech , and Corporate Governance , with funding from the Economic and Social Research Council (ESRC) for collaborative projects. Fellowship of Higher Education Academy (HEA-UK) Associate Fellow Member, Chartered Institute of Securities and Investment (CISI-UK) His publications in journals like Energy Economics and International Journal of Finance and Economics examine intersections between climate risk, financial markets, and regulatory frameworks. He supervises PhD research in areas including Sustainable Finance, Climate Finance, and Corporate Governance in the financial sector. Research Trends Recent articles analyze climate change impacts , energy market spillovers , and ESG performance under sanctions, utilizing empirical methods and data from the UK, China, and emerging economies. Methodological innovations include cross-quantilogram analysis and portfolio optimization frameworks. Scientific Awards Fellowship of Higher Education Academy (HEA-UK) Associate Fellow Member, Chartered Institute of Securities and Investment (CISI-UK) Rizwan also acts as a peer reviewer for journals including International Review of Financial Analysis and Technological Forecasting & Social Change .

Athanasios TRIANTAFYLLOUمشاهده پروفایل

دانشیار

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

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.

Mungo Wilsonمشاهده پروفایل

استاد

• Asset Pricing
• Macroeconomics
• Credit Risk
• +۳ مورد دیگر

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.

Zhi Daمشاهده پروفایل

استاد

• Asset Pricing
• Behavioral Finance
• Market Microstructure
• +۷ مورد دیگر

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.

Ricardo Caballeroمشاهده پروفایل

استاد

• Macroeconomics
• Financial Economics
• International Economics
• +۳ مورد دیگر

Ricardo Caballero is the Ford International Professor of Economics at the Massachusetts Institute of Technology's School of Humanities, Arts, and Social Sciences, where he previously served as Chairman of the Economics Department from 2008 to 2011. A leading scholar in macroeconomics and financial economics, his research focuses on safe assets, monetary policy, financial crises, and international economics. His research interests center on the macroeconomic implications of financial frictions, with particular emphasis on safe asset shortages, risk premium dynamics, and monetary policy transmission mechanisms. Caballero's work has pioneered the risk-centric approach to macroeconomics, explaining phenomena such as the Wall Street/Main Street disconnect, global imbalances, and the collapse of interest rates through the lens of safe asset scarcity and risk intolerance. His research bridges theoretical modeling with empirical analysis of financial crises and policy interventions. Caballero's recent publications demonstrate a consistent focus on financial conditions indexing, monetary policy frameworks, and the interaction between financial markets and the real economy. His work increasingly examines how central banks can target financial conditions directly and how risk premia evolve during crises, with applications to pandemic-era economic policy and zero lower bound environments. 2002 Frisch Medal of the Econometric Society Smith Breeden Prize by the American Finance Association Journal of Finance 2014 Brattle Group Prize 2022 Banque de France-TSE Senior Prize in Monetary Economics and Finance Elected Fellow of the Econometric Society (1998) Elected Fellow of the American Academy of Arts and Sciences (2010) As an NBER Research Associate and frequent policy advisor, Caballero has influenced central bank thinking globally through his work on financial stability, monetary policy frameworks, and global imbalances. His research has informed policy discussions at the Federal Reserve, IMF, and multiple central banks regarding crisis management, safe asset creation, and the appropriate monetary response to financial shocks. Caballero maintains active collaborations with major financial institutions and central banks worldwide, translating theoretical insights into practical policy frameworks.

Catherine H. Hausmanمشاهده پروفایل

دانشیار

• Environmental Economics
• Energy Economics
• Electricity Transmission Policy
• +۷ مورد دیگر

Catherine H. Hausman is an Associate Professor at the Gerald R. Ford School of Public Policy, University of Michigan, and a Research Associate at the National Bureau of Economic Research (NBER). Her work bridges environmental economics, energy policy, and climate change mitigation. BA in Economics from University of Minnesota PhD in Agricultural and Resource Economics from University of California, Berkeley (2013) Her research explores: Electricity transmission barriers and corporate profit alignment Methane emissions and carbon intensity in fossil fuel production Climate change impacts on grid reliability and pricing Pollution inequality and nuclear power economics Recent publications examine decarbonization strategies, ancillary service market spillovers, and methane leak quantification. She has received a Fulbright grant for pre-graduate work in Peru and contributes policy insights through the Hamilton Project and NBER working papers.

• Macroeconomic Theory
• Monetary Economics
• Macroeconometrics
• +۷ مورد دیگر

Jordi Galí is a Professor at the Department of Economics and Business at Universitat Pompeu Fabra (UPF), a Senior Researcher at the Center for Research in International Economics (CREI), and a Research Professor at the Barcelona School of Economics (BSE). He holds a PhD from MIT and has played a central role in shaping modern macroeconomic theory, particularly the New Keynesian framework used by central banks worldwide. Education: PhD in Economics, Massachusetts Institute of Technology (MIT), 1989 Master in International Management, ESADE, 1985 Bachelor in Economics, Universitat Pompeu Fabra, 1994 His research focuses on macroeconomic theory, monetary economics, and macroeconometrics. He is best known for his work on the New Keynesian Phillips Curve, optimal monetary policy rules, and the role of technology and expectations in business cycles. His influential book, Monetary Policy, Inflation and the Business Cycle , is a standard reference in graduate programs globally. The most recent articles highlight a continued focus on critical issues in modern macroeconomics: the implications of a low natural rate of interest (r*), the effectiveness of monetary policy at the zero lower bound, the role of wage and price flexibility, and the interaction between fiscal and monetary policy. His work increasingly integrates heterogeneity, financial frictions, and experimental methods, reflecting the evolving frontiers of the field. Scientific Awards: BBVA Foundation Frontiers of Knowledge Award (2025) Yrjo Jahnsson Award (2005) Premi Rei Jaume I d'Economia (2004) Premio Nacional de Investigación “Pascual Madoz” (2022) Three ERC Advanced Grants Foreign Honorary Member, American Economic Association (2020) Galí has advised numerous central banks, including the ECB, Federal Reserve, and Banque de France. He has held leadership roles as President of the European Economic Association (2012), co-editor of the Journal of the European Economic Association , and co-director of the CEPR International Macroeconomics Programme. He is a Research Fellow at CEPR, a Research Associate at NBER, and a Fellow of the Econometric Society. He has also been actively involved in public policy debates in Spain and Europe, particularly on issues of productivity, labor market reform, and fiscal policy. His research program continues to explore the design of stabilization policies in open and currency union economies.

John Cotterمشاهده پروفایل

استاد

• Finance
• Quantitative Finance
• Volatility Modelling
• +۵ مورد دیگر

John Cotter is a Full Professor of Finance and Chair in Quantitative Finance at University College Dublin's Smurfit School of Business. He holds a PhD from Queen's University Belfast and prior academic roles include Associate Professor (2006-2012) and Senior Lecturer (2004-2006). His research focuses on volatility modeling, risk management, and asset pricing with applications in equity, real estate, and derivative markets. Cotter directs the Centre for Financial Markets and the Financial Mathematics Computation Cluster (FMC2), a multi-university research initiative funded by Science Foundation Ireland. Education: BComm and MEconSc from University College Cork, PhD in Finance from Queen's University Belfast. Research interests span asset pricing, volatility modeling, risk management, and financial market integration. His work has been published in top journals like Journal of Banking and Finance and Journal of International Money and Finance . He has secured grants including the ADAPT Phase 2 project (2021-2026). Cotter advises the European Securities Markets Authority (ESMA) and has consulted for numerous organizations globally. Notable awards include the UCD Outstanding Educator Teaching Award and UCD School of Business Research Contribution Award. He serves as Associate Editor for three journals and has supervised numerous PhD students through FMC2.

Yizhi Wangمشاهده پروفایل

استادیار

• Financialization
• Econometrics
• Climate Finance
• +۵ مورد دیگر

Dr Yizhi Wang, FHEA, is a Lecturer (Assistant Professor) in Finance at Cardiff Business School, Cardiff University, UK. He serves as Co-Director of the Cardiff Fintech Research Group and is the Editor-in-Chief of Elsevier’s Finance Research Letters . He is also Associate Editor for International Review of Financial Analysis and Research in International Business and Finance , and Guest Editor for International Review of Economics & Finance and Journal of Chinese Economic and Business Studies . Research Interests: Financialization and Econometrics Climate finance and carbon markets Cryptocurrency and FinTech indices Energy economics and risk management Green finance and ESG investing Behavioral and institutional finance Dr Wang has published extensively in world-leading journals such as Risk Analysis , European Journal of Operational Research , Journal of Economic Behavior & Organization , Energy Economics , and Journal of International Money and Finance . His work spans theoretical modeling, empirical econometrics, and policy-oriented studies. Scientific Awards: Shanghai Institute of International Finance and Economics Best Paper Award Teaching & Supervision: As a Fellow of the UK Higher Education Academy (FHEA), Dr Wang is module leader for undergraduate BS2514: Financial Markets and Institutions and postgraduate BST158: Big Data Analytics for Finance , earning consistently high teaching evaluations (4.8–4.9/5). He is available to supervise doctoral students in Financialization and has mentored graduates now employed at the University of Oxford, Morgan Stanley, and JPMorgan Chase. Labs & Research Groups: Co-Director, Cardiff Fintech Research Group Member, Cardiff Sustainable Finance Research Group Member, Environmental, Ecological, Extinction Accounting, Governance and Economics Research Group Member, Cardiff Business School Research Committee Dr Wang also curates multiple quarterly-updated indices (UCRY, ICEA, CBDCAI, NFTsAI, ACCC, FinTech Index) publicly available at https://sites.google.com/view/cryptocurrency-indices/home .

Christian Schlagمشاهده پروفایل

استاد

• Equilibrium Asset Pricing
• Derivative Securities
• Empirical Capital Market Research
• +۳ مورد دیگر

Christian Schlag is a Professor at the Finance Department of Goethe University Frankfurt’s Faculty of Economics and Business , where he also serves as Dean. He leads the Chair of Derivatives and Financial Engineering and coordinates young researchers at the Leibniz Institute for Financial Research SAFE. His research focuses on equilibrium asset pricing, derivative securities, and empirical capital market analysis. Research Trends : Schlag’s recent work explores volatility dynamics, climate risk in asset pricing, return predictability, and investor behavior. His 2023 publications examine time-varying consumption growth risk, equity factors, and individual stock volatility models. Earlier studies (2021–2015) address pricing kernels, welfare costs of temperature volatility, and model mis-specification in hedging. Student Placements : Former advisees hold positions at institutions like the European Central Bank, INSEAD, Australian National University, and Warwick Business School. His Chair of Derivatives and Financial Engineering collaborates with networks across Europe, North America, and Asia.

Isabelle Mejeanمشاهده پروفایل

استاد

• international macroeconomics
• international trade

Isabelle Mejean serves as Professor in the Department of Economics at Sciences Po, specializing in international macroeconomics and international trade. Her prior academic appointments include Ecole Polytechnique, CEPII (Centre d'Etudes Prospectives et d'Informations Internationales), and the IMF Research Department. Education: PhD in Economics, University of Paris 1-Panthéon-Sorbonne (2006) Mejean's research explores micro-foundations of global trade systems, emphasizing firm-level adaptations to geopolitical shifts, environmental regulations, and supply chain disruptions. Her work bridges macroeconomic phenomena with granular trade data, investigating how carbon taxes reshape supply networks, how trade fragmentation affects economic security, and how labor market structures influence volatility resilience. This approach reveals critical mechanisms behind inflation transmission and policy spillovers across borders. Analysis of her 2022-2025 publications shows consistent focus on empirical trade dynamics using French manufacturing datasets and global firm networks. Key trends include quantifying carbon leakage through supply chains, mapping shock propagation in firm-to-firm trade, and evaluating de-risking strategies amid geopolitical tensions. Her research directly informs contemporary debates on climate-trade policy coherence and energy security. Scientific Awards: No awards documented in source material. Advising and Grants: Doctoral supervision activities and research funding sources remain unspecified in available records. Labs and Teams: Affiliation with specific research collectives or laboratories is not referenced in current institutional profiles.

Asaf Bernsteinمشاهده پروفایل

دانشیار

• Empirical Corporate Finance
• Household Finance
• Climate Finance
• +۵ مورد دیگر

Asaf Bernstein is an Associate Professor of Finance at the University of Colorado Boulder’s Leeds School of Business, a Faculty Scholar, Co-Director of the Center for Research on Consumer Financial Decision Making, and a Research Associate at the National Bureau of Economic Research. He earned his Ph.D. in Financial Economics from MIT in 2016 and served as Senior Academic Advisor on Climate Issues to the U.S. Securities and Exchange Commission during 2021-22. Education: Ph.D. Financial Economics, Massachusetts Institute of Technology, 2016 B.S. Economics & Mathematics, Harvey Mudd College Research Focus: Bernstein’s work lies at the intersection of policy and finance, using plausibly identified empirical designs to study financial regulation, climate risk, household balance-sheet dynamics, and the real effects of credit markets. His current agenda spans macro-prudential policy, public-pension wealth transmission, historical introduction of credit ratings, and partisan sorting under climate change. Publication Trends: Across more than a dozen forthcoming or published papers, Bernstein consistently exploits natural experiments—regulatory shocks, historical clearinghouses, Dutch amortization reform, Great-Depression bank distress, SLR exposure—to quantify how financial frictions affect prices, allocations, and innovation. The corpus maps broadly onto household finance, corporate finance, and climate-finance fields, with frequent overlap in real-estate and financial-history contexts. Honors & Awards: 2019 AQR Insight Distinguished Paper Award 2016 AQR Top Finance Graduate Award (global top-six PhD honor) 2022 Brattle Group Distinguished Paper Prize, Journal of Finance 2018 Northern Finance Association Best Paper in Risk Management Kahle Family Research Award Grants & Advising: While specific grant amounts are not disclosed, his projects have been supported by data access from Dutch administrative panels, U.S. credit-bureau micro-data, and historical securities archives. He advises PhD students in empirical finance and climate-economics and collaborates extensively across Leeds, NBER, MIT, and Stanford networks. Centers & Labs: Bernstein co-leads the Center for Research on Consumer Financial Decision Making at Leeds, an interdisciplinary lab linking finance, real-estate, and public-policy scholars to external regulatory partners including the SEC, Federal Reserve, and FINRA.

• Behavioral Finance
• Corporate Finance
• Financial Technology
• +۶ مورد دیگر

Arman Eshraghi is a Professor of Finance and Investment at Cardiff Business School , with 15 years of academic and industry experience. He founded the Cardiff Fintech Research Group , leads the Digital Transformation Innovation Institute 's fintech theme, and co-directs the Behavioral Finance Working Group . He serves as Editor-in-Chief of International Review of Economics and Finance and Senior Editor in multiple journals. Key academic appointments: Cardiff University (2018–present), University of Edinburgh (2013–18) International fellowships: Development Bank of Japan, University of Canterbury (New Zealand), UCL Industry engagement: Federal Reserve Bank (NY), Alan Turing Institute, CFA Society UK, CityUK Research Focus: Behavioral finance, corporate finance, financial technology, and interdisciplinary accounting. His work examines retail investor psychology, fund manager behavior, CEO decision-making, and fintech impacts on financial markets. He has published in Review of Financial Studies , Harvard Business Review , and Financial Times . Scientific Contributions: EFMD Global, Emerald Literati, and European Financial Group awards Keynote speaker at global conferences (New York, London, Mumbai, Frankfurt) Media citations in Financial Times , BBC , Forbes , and Bloomberg Teaching & Leadership: Delivers award-winning MSc/MBA/PhD courses in UK, Europe, and Asia. Holds a Postgraduate Certificate in Academic Practice and Fellow of AdvanceHE. Designed executive programs for firms including Aetna CVS Health and Scottish Widows. Research Leadership: Co-organizes international conferences like the Cardiff Financial Technology Conference and European Financial Management Association Meeting . Supervises PhD students on topics spanning fintech, behavioral finance, and CEO lifestyle impacts.

Christopher Polkمشاهده پروفایل

استاد

• Asset Pricing
• Asset Management
• Behavioral Finance
• +۱ مورد دیگر

Christopher Polk is Professor of Finance at LSE and former Head of the Finance Department. His research on asset pricing and investment strategies has received numerous awards including the Fama-DFA Prize for best paper in capital markets. Polk developed influential models integrating stochastic volatility into intertemporal asset pricing theory and has made significant contributions to understanding value investing cycles. He currently teaches Sustainable Finance and Impact Investing while leading research on factor premia variation across business cycles. Fama-DFA Prize (2018) AQR Insight Award (2014) Jensen Prize (2002) Q Group Research Award Inquire Europe Research Award