Core programme faculty

Core programme faculty is comprised of EDHEC Business School senior economics and finance professors who design and deliver the majority of core PhD in Finance courses and act as primary dissertation advisers to PhD candidates. Core programme faculty also offer elective courses linked to their expertise and research interests.

Giuseppe Bertola, PhD in Economics (MIT)

EDHEC Business School
Professor of Economics

Centre for Economic Policy Research
Director, Labour Economics Programme
Fellow, International Macroeconomics Programme

Specialist in macroeconomics of labour, and financial market structures and institutions.

Giuseppe Bertola joined EDHEC Business School as Professor of Economics in 2011. He has held faculty positions with the University of Turin, the European University Institute, and Princeton University. He has advised such international organisations as the European Commission and the European Central Bank. His research focuses on labour and financial market structures and institutions in an international comparative perspective. He has published widely in leading economics journals such as American Economic Review, European Economic Review, International Economic Review, Journal of Money, Credit and Banking, and Review of Economic Studies. He has received numerous research awards and grants and edited for various journals. He serves as Labour Economics Programme Director of the Centre for Economic Policy Research.

Ekkehart Boehmer, MA in Economics and PhD in Finance (Georgia)

EDHEC-Risk Institute
Member

EDHEC Business School
Professor of Finance

Specialist in equity market micro-structure and the economics of trading.

Ekkehart Boehmer joined EDHEC Business School as Professor of Finance in January 2011. He was previously the John B. Rogers Professor of Banking and Finance at the University of Oregon Lundquist College of Business and prior to that, the holder of the Nichols Professorship of Finance at Texas A&M University Mays Business School. He has also held positions in the financial industry, as Director of Research at the New York Stock Exchange and Senior Economist at the U.S. Securities and Exchange Commission. His research focuses on equity markets with emphasis on micro-structure, short-selling, market efficiency, and initial public offerings. He has also researched corporate governance and mergers and acquisitions. He has published in leading journals, including Journal of Finance, Journal of Financial and Quantitative Analysis, Journal of Financial Economics, Journal of Financial Intermediation, and Review of Financial Studies.

Frank Fabozzi, MA and PhD in Economics (CUNY)

EDHEC Business School
Professor of Finance

EDHEC-Risk Institute
Member

Specialist in fixed-income analysis, investment management, and structured finance.

Frank Fabozzi joined EDHEC Business School as Professor of Finance in August 2011. Prior to that, he was Professor in the Practice of Finance and Becton Fellow at the Yale School of Management, having previously been Visiting Professor of Finance and Accounting at the MIT Sloan School of Management. His research focuses on structured products and the measurement, modelling, and management of risk. His work has appeared in leading journals, including the Journal of Finance, the Journal of Financial and Quantitative Analysis, and Operations Research. He has been the Editor of the Journal of Portfolio Management since 1986. In 2002, he was inducted into the Fixed Income Analysts Society’s Hall of Fame for his lifetime contributions to the advancement of fixed-income analysis and portfolio management. He has edited and/or authored over one hundred books and is the eponymous manager of an authoritative series of finance books for practitioners and academics. In 2007, he received the C. Stewart Sheppard Award from the CFA Institute for his outstanding contribution to the education of professional investors. He advises financial institutions and US government agencies and is on the board of directors of the BlackRock family of closed-end funds.

René Garcia, MiM (ESSEC), MA in Economics (Montréal), PhD in Economics (Princeton)

EDHEC-Risk Institute
Academic Director, PhD in Finance

EDHEC Business School
Professor of Finance

Specialist in asset pricing theory, portfolio and risk management, and financial econometrics.

René Garcia is Professor of Finance at EDHEC Business School and the Academic Director of the EDHEC-Risk Institute PhD in Finance programme. He was previously a professor at the Université de Montréal and the scientific director of the interuniversity research centre CIRANO. His research interests in finance revolve around the valuation of financial assets, portfolio management, and risk management. In econometrics, he is interested in non-linear models, in particular regime-switching models. He has published in leading journals including Econometrica, Journal of Econometrics, Journal of Finance, Management Science, and Review of Financial Studies. He co-founded the Journal of Financial Econometrics, for which he serves as editor-in-chief. Professor Garcia has received numerous research grants, held the Hydro-Québec chair in integrated risk management and financial mathematics, and was recently awarded a three-year endowment by the AXA Research Fund.

Stéphane Gregoir, Eng (École Polytechnique de Paris), MSc in Economics (ENSAE), MSc in Applied Mathematics and PhD in Economics (Paris IX)

EDHEC Business School
Professor of Economics, Associate Dean for Research
Director of the EDHEC Economics Research Centre

Specialist in macroeconomics and econometrics, in particular in time-series methods applied to modelling of the business cycle or evaluation of economic policies.

Stéphane Gregoir is Professor of Economics and Associate Dean for Research at EDHEC Business School, and Director of the EDHEC Economics Research Centre. Previously he was director of the economics and statistics research centre CREST and senior officer at the French national institute for statistics and economic studies (INSEE). While at INSEE, he also carried out academic research and teaching activities. He has been a regular lecturer at École Polytechnique de Paris since 2000 and at ENSAE since 1999. His research work relates principally to macroeconomics and econometrics. He has also worked on the theoretical analysis of expectation formation and was awarded the Tjalling C. Koopmans Prize for his contribution to econometric theory. He has published in leading journals, including Econometric Theory, Journal of Econometrics, and Journal of Economic Dynamics and Control, and served as editor for the Econometrics Journal of the British Royal Economic Society. He chairs the scientific committee of the Notaires-INSEE housing prices indexes and was recently awarded a three-year endowment by the AXA Research Fund.

Robert Kimmel, MSc in Computer Science (Columbia), MBA and PhD (Chicago)

EDHEC-Risk Institute
Assistant Academic Director for Asia, PhD in Finance

EDHEC Business School
Professor of Finance

Specialist in term structure of interest rate modelling, stochastic process estimation, and asset pricing.

Robert Kimmel is Professor of Finance at EDHEC Business School and the Assistant Academic Director of the EDHEC-Risk Institute PhD in Finance programme for Asia. He was previously with the Ohio State University Fisher College of Business, having joined from Princeton University where he worked in the department of economics and at the Bendheim Center for Finance. His research interests have to do with non-linear models of the term structure of interest rates, estimation of continuous-time stochastic processes, and theoretical asset pricing models. He has published in top finance journals, notably in the Journal of Financial Economics, and refereed for more than twenty leading journals in financial economics, financial econometrics, and quantitative methods.

Abraham Lioui, MSc in Finance and MA in Economics (Paris I), MA in Probability and Stochastic Processes (Paris VI), PhD in Management (ESSEC & Paris I)

EDHEC-Risk Institute
Assistant Academic Director for Europe, PhD in Finance

EDHEC Business School
Professor of Finance

Specialist in portfolio and asset pricing theory, derivatives and risk management

Abraham Lioui is Professor of Finance at EDHEC Business School and the Assistant Academic Director of the EDHEC-Risk Institute PhD in Finance programme for Europe. He was previously at the department of economics at Bar Ilan University where he held the Vice Chair position. His research interests in finance revolve around the valuation of financial assets, portfolio management, and risk management. His economics research looks at the relationship between monetary policy and the stock market. He has published in leading journals, including Ecological Economics, Journal of Banking and Finance, Journal of Economic Dynamics and Control, Journal of International Money and Finance, and Management Science. He is regularly invited to the programme committee of the European Finance Association’s annual conference. Interview

Florencio López-de-Silanes, MA and PhD in Economics (Harvard)

EDHEC-Risk Institute
Programme Director, Fund Governance and Performance

EDHEC Business School
Professor of Finance

Inter-American Investment Corporation, Advisor

Specialist in international corporate finance and financial markets, legal reform, and privatisation.

Florencio López-de-Silanes is Professor of Finance at EDHEC Business School. At EDHEC-Risk Institute, he conducts a programme on fund governance and performance. He has previously held faculty positions at University of Amsterdam, Yale, Harvard, and ITAM. His research interests and main publications are in the areas of international corporate finance and financial markets, legal reform, and privatisation. He has been an advisor on these topics to several governments, international institutions, and corporations. He has published widely in leading economics and finance journals, including American Economic Review, Journal of Economic Literature, Journal of Finance, Journal of Political Economy, and Quarterly Journal of Economics. He has been repeatedly distinguished for research achievements. Since November 2004, he has been one of the three most cited researchers in the area of economics and business according to ESI Statistics.

Lionel Martellini, MiM (ESCP-EAP), MSc in Economics (ENSAE), MSc in Statistics (Paris VI), PhD in Finance (Berkeley)

EDHEC-Risk Institute
Scientific Director

EDHEC Business School
Professor of Finance

FTSE, Member of the Global Advisory Board

Specialist in asset allocation, derivatives, fixed income modelling, and alternative investment.

Lionel Martellini is Professor of Finance at EDHEC Business School and the Scientific Director of EDHEC-Risk Institute. He was previously on the faculty of the University of Southern California. He has served as a consultant to various institutional investors, investment banks, and asset management firms on questions related to risk management, alternative investment strategies, and asset allocation decisions. His research on asset management, portfolio theory, derivatives valuation, fixed income products, and alternative investment has appeared in leading journals, including Journal of Economic Dynamics and Control, Journal of Mathematical Economics, Journal of Portfolio Management, Management Science, and Review of Financial Studies. He has been awarded the Inquire Europe First Prize in 2009/2010 for his work. He sits on the editorial boards of various journals including Journal of Alternative Investments and Journal of Portfolio Management.

Pierre Mella-Barral, MSc in Engineering (ENSAM), MSc in Project Analysis (York), MPhil in Finance and PhD in Economics (Cambridge)

EDHEC-Risk Institute
Member

EDHEC Business School
Professor of Finance

Specialist in corporate finance, continuous-time valuation models, and real options.

Pierre Mella-Barral is Professor of Finance at EDHEC Business School. He has previously held faculty positions at HEC Paris, London Business School, and the London School of Economics. His research interests revolve around asset valuation and corporate finance, with specific emphasis on incorporating banking and corporate finance issues into the framework of dynamic valuation models and adapting concepts borrowed from strategy to shed light on how firms select their organisational form. He has published in leading journals such as Finance, Journal of Banking and Finance, Journal of Business, Journal of Finance, and Review of Financial Studies. Interview

Raman Uppal, MA in Finance, MBA, and PhD in Finance (UPenn)

EDHEC Business School
Professor of Finance

Centre for Economic Policy Research
Research Fellow

Specialist in portfolio selection, asset pricing, risk management, and exchange rates.

Raman Uppal joined EDHEC Business School as Professor of Finance in 2011. He was formerly Professor of Finance and Chair of the Finance Subject Area at the London Business School, having previously worked at the University of British Columbia. He has held visiting positions at K.U. Leuven, MIT, and LSE, and has served as co-director of the Financial Economics Programme of the Centre for Economic Policy Research. His research focuses on optimal portfolio selection and asset allocation in dynamic environments, valuation of securities in capital markets, risk management, and exchange rates. He has published widely in leading journals such as Journal of Economic Theory, Journal of Finance, Journal of Financial and Quantitative Analysis, Management Science and Review of Financial Studies, and has received numerous grants and awards for his research work. He currently serves as editor for Journal of Banking and Finance and advisory editor for Review of Finance. Interview

Affiliate Programme Faculty

The rich academic networks of the programme’s core faculty have been tapped to assemble an outstanding cadre of affiliate faculty. Affiliate programme faculty design and deliver elective courses which correspond to their areas of expertise and act as dissertation advisers to PhD candidates.

Yacine Aït-Sahalia, Eng (Ecole Polytechnique de Paris), MSc in Economics (ENSAE), PhD in Economics (MIT)

Princeton University
Otto A. Hack 1903 Professor of Finance and Economics
Director of the Bendheim Center for Finance

National Bureau of Economic Research
Research Associate

Specialist in financial econometrics, continuous-time modelling, and derivatives pricing.

Yacine Aït-Sahalia is the Otto A. Hack 1903 Professor of Finance and Economics and Director of the Bendheim Center for Finance at Princeton University. Prior to joining Princeton in 1998, he was Professor of Finance at the University of Chicago Graduate School of Business. He has published in leading journals such as Econometrica, Journal of the American Statistical Association, Journal of Finance, Journal of Financial Economics, and Review of Financial Studies, and has been distinguished for research and teaching excellence. He is an Elected Fellow of the American Statistical Association, the Institute of Mathematical Statistics, and the Econometric Society. He currently serves as associate editor of Econometrica, Finance and Stochastics, Journal of Econometrics, Journal of Finance, and Journal of Financial Econometrics. Interview

Torben Andersen, MA in Economics and Mathematics (Aarhus), MPhil and PhD in Economics (Yale)

Northwestern University
Nathan S. and Mary P. Sharp Distinguished Professor of Finance, Kellogg School of Management

National Bureau of Economic Research
Research Associate

Centre for Research in Econometric Analysis of Economic Time Series
International Fellow

Specialist in volatility modelling with applications to asset pricing, portfolio choice, yield curve modelling and risk management.

Torben Andersen is the Nathan and Mary Sharp Professor of Finance at the Northwestern University Kellogg School of Management. He has published in asset pricing, empirical finance, and market microstructure in leading journals, including the American Economic Review, Econometrica, Journal of the American Statistical Association, Journal of Finance, and Journal of Financial Economics. His current work explores the use of high-frequency data for volatility forecasting, portfolio choice and risk management. He is an Elected Fellow of the Econometric Society, has been the editor-in-chief for the Journal of Business and Economic Statistics and an associate editor of Econometric Theory, Journal of Finance, Review of Financial Studies, and Management Science. He has also served as consultant to financial firms and central banks.

Federico M. Bandi, Laurea and MA in Economics (Bocconi), MA, MPhil and PhD in Economics (Yale)

Johns Hopkins University
Professor of Economics and Finance, Carey Business School

EDHEC-Risk Institute
Affiliate Professor

Specialist in time series econometrics, continuous-time asset pricing, and market microstructure.

Federico M. Bandi is Professor of Economics and Finance at the Johns Hopkins Carey Business School and Affiliate Professor at EDHEC-Risk Institute. He was previously Associate Professor of Econometrics and Statistics and the David W. Johnson Professor at the Booth School of Business, having joined the University of Chicago upon completion of his PhD. His research focuses on financial econometrics, continuous-time asset pricing, empirical asset pricing, and empirical market microstructure. He has publlished in leading journals, including Econometrica, Journal of Business and Economic Statistics, Journal of Econometrics, Journal of Financial Economics, and Review of Economic Studies. He has also been distinguished for teaching excellence. He currently serves as associate editor of Econometric Theory, the Econometrics Journal, the Journal of Business and Economic Statistics, and the Journal of Financial Econometrics.

Ravi Bansal, MA in Economics (Delhi School of Economics), PhD in Economics (Carnegie Mellon)

Duke University
J.B. Fuqua Professor of Finance, Fuqua School of Business

National Bureau of Economic Research
Research Associate

Federal Reserve Board
Visiting Scholar

Specialist in asset pricing, liquidity, and climate change.

Ravi Bansal is the J.B. Fuqua Professor of Finance at the Fuqua School of Business, having joined Duke University upon completion of his PhD. He has also held visiting positions at Stanford University and the Wharton School. His research focuses on asset pricing, macroeconomics, liquidity, and climate change. He has published widely in leading economics and finance journals, including American Economic Review, Journal of Political Economy, Journal of Finance, Review of Economic Studies, and Review of Financial Studies. He has also been distinguished for research and teaching excellence. In 2004, his work on long-run risks won the prestigious Smith-Breeden award given by the American Finance Association and the Journal of Finance. He currently serves as associate editor of the Journal of Econometrics, the Journal of Financial Econometrics, and the Journal of Financial Markets. He also serves as the director of the PhD programme in finance at Duke. Interview

Tim Bollerslev, MSc in Economics & Mathematics (Aarhus), PhD in Economics (San Diego)

Duke University
Juanita and Clifton Kreps Professor of Economics, Department of Economics
Professor of Finance, Fuqua School of Business

National Bureau of Economic Research
Research Associate

Specialist in time-series econometrics and empirical finance.

Tim Bollerslev is the Juanita and Clifton Kreps Professor of Economics at Duke University where he also holds an appointment as Professor of Finance at the Fuqua School of Business. Before joining Duke University in 1998, he held positions in the economics department and Kellogg Graduate School of Management at Northwestern University and at the University of Virginia. He has published widely in leading journals, including American Economic Review, Econometrica, Journal of Finance, Journal of Political Economy, and Review of Economic Studies. His GARCH model has revolutionised the way academics and practitioners measure and forecast volatility. He is an Elected Fellow of the Econometric Society and currently serves as co-editor for the Journal of Applied Econometrics. Interview

Mikhail Chernov, MSc in Statistics (Moscow), PhD in Business Administration (Penn State)

London School of Economics
Professor of Finance

Centre for Economic Policy Research
Research Affiliate, Financial Economics Programme

Bank of England
Academic Consultant

Specialist in derivatives, fixed income, asset pricing, and financial econometrics.

Mikhail Chernov is Professor of Finance at the London School of Economics. He was previously an Associate Professor of Finance at London Business School. Prior to that, he was the Roderick S. Cushman Associate Professor of Business and an Associate Professor of Finance at Columbia Business School, having joined Columbia University upon completion of his PhD. His research focuses on asset pricing, derivatives, fixed income and financial econometrics; he has published on these topics in leading journals, including Journal of Econometrics, Journal of Finance, Journal of Financial Economics, Management Science, and Review of Financial Studies. He serves as associate editor for Journal of Finance, Journal of Financial and Quantitative Analysis, Journal of Business and Economic Statistics, and Journal of Econometrics.

Peter Christoffersen, MA and PhD in Economics (UPenn)

University of Toronto
Professor of Finance, Rotman School of Management

New York University
Research Fellow, Volatility Institute, Stern School

University of Pennsylvania
Research Fellow, Wharton Financial Institutions Center

Specialist in volatility modelling and back-testing procedures.

Peter Christoffersen is Professor of Finance at the University of Toronto Rotman School of Management. Prior to that, he was Associate Professor of Finance and a Leibovitch faculty scholar at McGill University. He has held visiting positions at the Copenhagen Business School, the European Central Bank, and the University of Copenhagen. He has also worked as an economist at the International Monetary Fund, where he did research on emerging financial markets. His work focuses on volatility modelling for option valuation and back-testing procedures for risk management systems. He has published in leading journals, including Econometric Theory, Journal of Econometrics, Journal of Financial Economics, Management Science, and Review of Economics and Statistics. He has received numerous research grants and awards, and has been distinguished for excellence in teaching and doctoral supervision. He serves as associate editor of the Journal of Applied Econometrics and the Journal of Financial Econometrics.

Rama Cont, Eng (Ecole Polytechnique de Paris), MSc in Theoretical Physics (ENS), MSc in Mathematical Analysis and Modelling (Paris VI), PhD in Mathematics (Paris XI)

Columbia University
Associate Professor, Department of Operations Research
Director, Center for Financial Engineering

French National Center for Scientific Research
Senior Researcher

Specialist in stochastic modelling of financial markets, computational methods in finance, and credit risk modelling.

Rama Cont is Associate Professor and Director of the Center for Financial Engineering at Columbia University. He is also a Senior Researcher of the French National Centre for Scientific Research (CNRS) at the Probabilities and Random Models Laboratory hosted by the University of Paris (Paris VI). Prior to that, he worked as CNRS Research Scientist at École Polytechnique de Paris. He has held visiting faculty positions at Princeton and Osaka University. His research focuses on stochastic modelling and computational methods in finance, inverse problems and model uncertainty, random graphs and social networks. He has published in leading journals, including Journal of Mathematical Economics, Mathematical Finance, and Operations Research. He is the 2010 recipient of the Louis Bachelier Prize awarded biennially by the French Academy of Sciences. He serves as associate editor to various journals including Operations Research and Quantitative Finance. He is a founding partner of Finance Concepts, a risk management advisory firm based in Paris and New York. Interview

Jaksa Cvitanic, MSc in Mathematics (Zagreb), MPhil and PhD in Statistics (Columbia)

California Institute of Technology
Professor of Mathematical Finance, Division of the Humanities and Social Sciences

Specialist in stochastic methods applied to dynamic asset allocation, valuation, financial strategy and optimal contract definition.

Jakša Cvitanić is Professor of Mathematical Finance at the California Institute of Technology. Prior to joining Caltech in 2005, he held positions as Professor of Mathematics and Economics at the University of Southern California and Associate Professor of Statistics at Columbia University. His research work focuses on the application of stochastic methods to a wide variety of market and corporate finance issues. He has published in leading journals, including Journal of Economic Theory, Journal of Financial Economics, Journal of Mathematical Economics, Management Science, and Review of Financial Studies, and has received numerous research grants. He currently serves as co-editor or associate editor for seven journals, including Annals of Finance, Finance and Stochastics, Mathematical Finance, and Asia-Pacific Financial Markets. Interview

Sanjiv R. Das, MBA (IIM Ahmedabad), ICWAI, MSc in Computer Science (Berkeley), MPhil and PhD in Finance (NYU)

Santa Clara University
Professor of Finance, Leavey School of Business

Specialist in default risk modelling, derivative pricing models, portfolio theory, and venture capital.

Sanjiv R. Das is Professor of Finance and Chair of the finance department at the Santa Clara University Leavey School of Business. He previously held faculty appointments as Associate Professor at Harvard and Berkeley. Prior to joining academia, he worked for six years in derivatives with Citibank. His research centres on the modelling of default risk, derivative pricing models, portfolio theory, and venture capital. He has published widely in leading journals, including Journal of Econometrics, Journal of Finance, Journal of Financial and Quantitative Analysis, Review of Economics and Statistics, and Review of Financial Studies. He has been distinguished for excellence in research and teaching. He edits various academic journals and is notably senior editor of Journal of Investment Management, co-editor of Journal of Derivatives, and associate editor of Management Science.

Jérôme Detemple, MiM (ESSEC), MSc in Finance (Paris IX), PhD in Finance (UPenn), PhD in Economics (Strasbourg I)

Boston University
Professor and Everett W. Lord Distinguished Faculty Scholar, School of Management

Specialist in quantitative methods applied to derivatives pricing, consumption-portfolio choice, and asset pricing.

Jérôme Detemple is Professor and Everett W. Lord Distinguished Faculty Scholar in the finance and economics department at Boston University School of Management. He previously held faculty appointments at McGill and Columbia. His research interests currently centre on American-style derivative securities, asset pricing and market frictions, consumption-portfolio choice, managerial contracts, and numerical methods. He has published widely in leading leading journals, including Econometrica, Journal of Econometrics, Journal of Economic Theory, Journal of Finance, and Review of Financial Studies. He currently serves as associate editor of Management Science and as co-editor of Mathematical Finance.

Francis X. Diebold, PhD in Economics (UPenn)

University of Pennsylvania
Paul F. and Warren S. Miller Professor of Economics, School of Arts and Sciences

National Bureau of Economic Research
Research Associate

Specialist in financial and macroeconomic modelling, forecasting and risk management

Francis X. Diebold is Paul F. and Warren S. Miller Professor of Economics at the University of Pennsylvania as well as Professor of Finance, Professor of Statistics, and Co-Director of the Financial Institutions Center at its Wharton School. He has published extensively in econometrics, forecasting, finance, and macroeconomics in such leading journals as American Economic Review, Econometrica, Journal of Political Economy, Management Science, and Review of Economic Studies. He is an Elected Fellow of the Econometric Society and the American Statistical Association, and the recipient of numerous awards for research and teaching excellence. He serves on the editorial advisory boards and editorial boards of a variety of journals, including International Economic Review, Journal of Portfolio Management, and Macroeconomic Dynamics. He has advised financial firms, central banks, and policy organisations around the world, served as Executive Director at Morgan Stanley Investment Management, and as Economist at the Board of Governors of the Federal Reserve System under Paul Volcker and Alan Greenspan. Interview

Harrison Hong, PhD in Economics (MIT)

Princeton University
John Scully '66 Professor of Economics and Finance

American Finance Association
Director

Specialist in behavioural finance, market efficiency, and social interactions and markets.

Harrison Hong is the John Scully ’66 Professor of Economics and Finance at Princeton University. He was previously on the faculty of the Graduate School of Business at Stanford University. His research has covered such topics as behavioural finance and stock market efficiency, asset pricing and trading under market imperfections, incentives and biases in decision making, organisational form and performance, and social interaction and markets. He has published in leading journals, including American Economic Review, Journal of Economic Perspectives, Journal of Financial Economics, Quarterly Journal of Economics, and the RAND Journal of Economics. In 2009 he was awarded the American Finance Association’s Fischer Black Prize, given biennially to the person under forty who has contributed the most to finance. He is associate editor of the Journal of Finance. Interview

António S. Mello, MBA and MA in Economics (Columbia), PhD in Economics (London)

University of Wisconsin-Madison
Frank Graner Chair in Finance

Specialist in valuation, financial policy, corporate risk management and international finance.

António S. Mello holds the Frank Graner Chair in Finance at the University of Wisconsin-Madison. He has taught at various institutions including MIT. Prior to joining academia, He was Chief Economist of the Central Bank of Portugal and a member of the Monetary Policy Sub-Committee of the Committee of the European Central Bank Governors. He has consulting experience with governments, international institutions, private financial institutions, and corporations worldwide. He is former director of a private equity firm and currently sits on the investment committee of a real estate investment trust. His research centres on corporate financial strategy and hedging, arbitrage, and liquidity. He has published in leading journals, including Journal of Finance, Journal of Financial and Quantitative Analysis, Journal of International Economics, Management Science, and Review of Financial Studies.

Nicholas Polson, MA (Oxford), PhD (Nottingham)

University of Chicago
Professor of Econometrics and Statistics, Booth School of Business

Specialist in simulation methods, financial econometrics, and Bayesian inference.

Nicholas Polson is Professor of Econometrics and Statistics at the University of Chicago Booth School of Business. Prior to joining the University of Chicago in 1991, he taught at Carnegie Mellon and Nottingham University. He conducts research on Markov Chain Monte Carlo methods, particle learning, and Bayesian inference. He is credited for having added new algorithms and methodologies to these fields. He has published in leading journals, including Journal of the American Statistical Association, Journal of Business and Economic Statistics, Journal of Econometrics, Journal of Finance, and Review of Financial Studies. He is associate editor of the Journal of the American Statistical Association.

Tarun Ramadorai, MPhil in Economics (Cambridge), PhD in Business Economics (Harvard)

University of Oxford
Reader in Finance, Saïd Business School

Centre for Economic Policy Research
Research Affiliate, Financial Economics Programme

Oxford-Man Institute for Quantitative Finance
Executive Committee Member

Specialist in hedge funds, capital markets, and international finance.

Tarun Ramadorai a Reader in Finance at the Saïd Business School, having joined the University of Oxford upon completion of his PhD. He has recently held a visiting faculty position at London Business School. He has also served as a consultant to various financial institutions. His research focuses on capital markets, international finance and hedge funds; he has published on these topics in leading journals, including the Journal of Finance, Journal of Financial Economics, and Review of Financial Studies. He has received numerous research grants and has been awarded best paper prizes by Inquire UK and the European Finance Association.

Pietro Veronesi, Laurea in Economics (Bocconi), MSc in Econometrics and Mathematical Economics (LSE), PhD in Economics (Harvard)

University of Chicago
Roman Family Professor of Finance, Booth School of Business

National Bureau of Economic Research
Research Associate

Center for Economic and Policy Research
Research Fellow

Specialist in asset pricing, Bayesian inference, and equilibrium models of return predictability.

Pietro Veronesi is Professor of Finance at the University of Chicago Booth School of Business, which he joined after completing his PhD. His research focuses on equilibrium models of market volatility and asset pricing under Bayesian uncertainty, with applications to stocks, bonds and derivative securities. He has published in leading journals, including American Economic Review, Journal of Finance, Journal of Political Economy, Quarterly Journal of Economics, and Review of Financial Studies. He has been distinguished for excellence in research and teaching. He has earned best paper awards from the Western Finance Association, the European Finance Association, Journal of Financial Economics, Journal of Finance, and Review of Financial Studies. He is co-editor of Review of Financial Studies, and associate editor of Journal of Financial Econometrics. Interview

Fernando Zapatero, MA Law and MA Business Administration (ICADE), PhD in Finance (Columbia)

University of Southern California
Professor of Finance and Business Economics, Marshall School of Business and College of Letters and Sciences

Specialist in applied quantitative methods, portfolio management, and asset pricing.

Fernando Zapatero is Professor of Finance and Business Economics at the University of Southern California Marshall School of Business and in the economics department of the University’s College of Letters and Sciences. He is also the Chair of the business school’s department of finance and business economics. Prior to joining USC in 1998, he held appointments as faculty with ITAM, University of Texas at Austin, and ICADE, as well as visiting faculty at Berkeley. His research centres on applied quantitative methods, portfolio management and asset pricing. He has published numerous articles in leading journals, including Econometrica, Journal of Finance, Journal of Financial and Quantitative Analysis, Management Science, and Review of Financial Studies. He currently serves as associate editor for Annals of Finance, Journal of Economic Dynamics and Control, Mathematical Finance, and Mathematics and Financial Economics.

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