Svetlana Bryzgalova, London Business School
Svetlana Bryzgalova is Assistant Professor of Finance at LBS. Svetlana has an MRes/PhD from London School of Economics, and previously worked as Assistant Professor of Finance at Stanford Graduate School of Business. Her research is focused on empirical asset pricing and relies on recent advances in econometrics and machine learning to provide insights on the performance of trading strategies, model validation, and estimation. She is also interested in retail trading and the market microstructure of the options market. Her research was published in The Journal of Finance, The Review of Financial Studies, and Journal of Financial Economics, and was featured by Bloomberg, The Economist, The Wall Street Journal, and Financial Times.
Álvaro Cartea, University of Oxford
Álvaro Cartea is Professor of Mathematical Finance in the Mathematical Institute, University of Oxford and director of the Oxford Man Institute of Quantitative Finance. Before coming to Oxford, Álvaro was Reader in Mathematical Finance at University College London. Previously, he was the JP Morgan Lecturer in Financial Mathematics, Exeter College, University of Oxford. Álvaro obtained his doctorate from the University of Oxford in 2003. Álvaro is a member of the Editiroal Boards of Market Microstructure and Liquidity, Journal of Commodity Markets and Journal of Energy Markets.
Matthias Hanauer is an Executive Director of Quantitative Research at Robeco and an affiliated postdoctoral researcher at the Technical University of Munich (TUM). His areas of expertise include empirical asset pricing and stock selection research. As a spin-off of his research, Matthias has published in leading peer-reviewed finance journals, including the Journal of Banking and Finance, Finance Research Letters, the Financial Analysts Journal, and the Journal of Portfolio Management. His work has been recognized with several awards, including the Annual Bernstein Fabozzi/Jacobs Levy Award for Best Article. Matthias joined Robeco in February 2014 after submitting his doctoral dissertation. He holds a habilitation degree in Finance, a PhD in Finance (summa cum laude), and a diploma degree in Business Administration, all from TUM, and is a CFA® charterholder.
Semyon Malamud, Swiss Federal Institute of Technology
Semyon Malamud is an Associate Professor of Finance at the Swiss Federal Institute of Technology in Lausanne and the Director of the Financial Engineering Section. He holds a Senior chair at the Swiss Finance Institute, is a Lamfalussy fellow of the European Central Bank, and a Research Fellow of the Centre of Economic Policy Research (CEPR) and the Bank for International Settlements. He is also an Associate Editor at the Journal of Finance. Semyon’s research has been published in top economics and finance outlets, including Econometrica, the American Economic Review, the Journal of Finance, the Review of Financial Studies, and the Journal of Financial Economics. His research has also been recognized with several awards, including the joint INQUIRE Europe- INQUIRE UK prize, the Dauphine-Amundi Chair in Asset Management award, the Europlace Institute of Finance award, and the ETF Academy Award.
Andrew J. Patton, Duke University
Andrew Patton is the Zelter Family Distinguished Professor of Economics and Professor of Finance at Duke University. His research interests lie in financial econometrics, with an emphasis on forecasting volatility and dependence, forecast evaluation methods, and empirical asset pricing. His research has appeared in a variety of academic journals, including Econometrica, Journal of the American Statistical Association, Journal of Finance, Journal of Financial Economics and Review of Financial Studies. He is a past president of the Society for Financial Econometrics and has served on the editorial boards of leading journals in econometrics and finance, and on the Federal Reserve Board’s Model Validation Council. Patton has previously taught at the London School of Economics, University of Oxford, New York University, and UNSW Sydney. He completed his undergraduate studies in finance and statistics at the University of Technology, Sydney, and his PhD in economics at the University of California, San Diego.