SPEAKERS

  • Cynthia Balloch

    London School of Economics

    Cynthia is an Assistant Professor of Finance at the London School of Economics and Political Science. Her research interests are in international finance, macroeconomics, and corporate finance.

  • Michael Johannes

    Columbia Business School

    Professor Johannes’s research analyzes the empirical content of fixed-income and derivative securities pricing models. He is particularly interested in developing econometric methods to investigate models with jumps and stochastic volatility.

  • Chris Kaminker

    BlackRock

    Head of BlackRock Sustainable Investment and Research Analytics

  • Ananth Madhavan

    BlackRock

    Ananth Madhavan, PhD, Managing Director is Head of Academic Engagement for BlackRock’s External Affairs division. He is the author of an Oxford University Press book on ETFs and Index Investing and has published over 60 articles in academic and practitioner journals.

  • Paul Schneider

    University of Lugano

    Paul Schneider graduated in 2006 from the University of Vienna with a PhD in finance. After a post-doctoral position in Vienna he joined the University of Warwick in 2008 as Assistant Professor. Since 2012 he has been a professor in quantitative methods at the Faculty of Economics, USI. Dr. Schneider’s research interests include financial econometrics, statistical methods, and asset pricing.

  • Grigory Vilkov

    Frankfurt School of Management

    Grigory Vilkov is the Professor in the Department of Finance at Frankfurt School of Finance & Management. Grigory received his Diploma in finance from the Finance Academy of the Government of Russia, then got an MBA from the University of Rochester William E. Simon School, continued his study in INSEAD to get the M.Sc. and Ph.D. in Management. In 2008 he joined the Goethe University Frankfurt as Assistant Professor and stayed there until 2014, when he moved to Frankfurt School of Finance & Management. Grigory's preferred topic so far has been the use of derivative instruments and option-implied information in asset pricing and portfolio management, and general equilibrium modeling with frictions.

  • Mungo Wilson

    University of Oxford

    Mungo Wilson is Associate Professor of Finance in the Department of Finance at Saïd Business School and an associate member of the Oxford Man Institute of Quantitative Finance, both in the University of Oxford. He specialises in asset pricing and mutual funds.