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Speakers

Short Biography

Rui Albuquerque, Boston University 

Rui Albuquerque is Associate Professor of Finance at the School of Management of Boston University and Visiting Full Professor of Finance at the Portuguese Catholic University in Lisbon. He is also affiliated with the Center for Economic and Policy Research and the European Corporate Governance Institute.
 
Professor Albuquerque’s research was awarded the 2011 Broderick Prize for Excellence in Research Scholarship, the 2008 Smith Breeden Distinguished Paper Prize, the 2003 Lamfalussy Fellowship by the European Central Bank, along with several other prizes from KPMG, BSI and ECGI. He is currently a Dean’s Research Fellow at Boston University. His research has appeared in the top academic journals including The Journal of Finance, The Journal of Financial Economics, The Review of Economic Studies, and The Review of Financial Studies.
 
Professor Albuquerque holds a B.A. (magna cum laude) in Economics from the Portuguese Catholic University, and M.A. and Ph.D. degrees in Economics from the University of Rochester.

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Marcelo Fernandes, Queen Mary, University of London

Marcelo Fernandes holds a PhD in Management Science from the Solvay Business School of the Universite Libre de Bruxelles since 1999. He is a professor at Queen Mary's School of Economics and Finance int he UK and at the Sao Paulo School of Economics of the Getulio Vargas Foundation in Brazil. Past appointments include a Jean Monnet Fellowship at the European University Instutite in Fiesole, Italy and an assistant professorship at the Graduate School of Economics of the Getulio Vargas Foundation in Rio de Janeiro, Brazil. His research interests are mainly in financial econometrics, empirical finance and nonparametric theory.

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Thierry Foucault, HEC Paris

Thierry Foucault is Professor of Finance at HEC, Paris and a research fellow of the Centre for Economic Policy (CEPR). His research focuses on the determinants of financial markets liquidity and the industrial organization of the securities industry. His work has been published in top-tier scientific journals, including the Journal of Finance, the Journal of Financial Economics, and the Review of Financial Studies. He acts as co-editor of the Review of Finance since 2009 and he is an Associate Editor of the Journal of Finance and the Review of Asset Pricing Studies. He received research awards from the Europlace Institute of Finance in 2005 and 2009, the annual research prize of the HEC Foundation in 2006 and 2009, and the 2009 Analysis Group award for the best paper on Financial Markets.

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Nikolaus Hautsch, Humboldt-Universität zu Berlin 

Nikolaus Hautsch is Professor of Economics at Humboldt-Universität zu Berlin. He received his PhD in Economictrics in 2003 from the University of Konstanz. From 2004-2007 he joined the Department of Economics of the University of Copenhagen. He is deputy director of the Center for Applied Statistics and Economics (CASE) at Humboldt-Universität zu Berlin and is project head within the Collaborative Research Center 649 "Economic Risk" at Humboldt-Universität zu Berlin funded by the German Science Foundation. Moreover, he is research fellow of the Center for Financial Studies (CFS) Frankfurt and member of the Danish Center for Accounting and Finance. His research focuses on the econometrics of high-frequency financial data, market microstructure analysis, the modelling of volatility, covariances and liquidity, information processing on financial markets, term structure modeling as well as dynamic factor models. He publishes in well-established journals in the area of finance and econometrics. Hautsch had visiting positions a the University of Technology, Sydney, the University of Melbourne and the Université Catholique de Louvain.

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Ulrich Hege , HEC Paris 

Ulrich Hege is Professor of Finance and holder of the FBF Chair in Corporate Finance at HEC Paris. Previously, he has held positions at Tilburg University (Netherlands) and ESSEC (Paris), and was also a visiting professor at London Business School and New York University. A native of Germany, he holds a master’s degree from the University of Frankfurt and a Ph.D. from Princeton University. He has extensively published on topics such as acquisitions and divestitures, private equity, venture capital, joint ventures, corporate governance, debt restructuring, and bankruptcy. His research has been published in the Review of Financial Studies, Journal of Business, Review of Finance, Rand Journal of Economics, Harvard Business Review, and other international journals.

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Terrence Hendershott, University of California, Berkeley


Terrence Hendershott completed his PhD at the Graduate School of Business at Stanford University and currently holds the Cheryl and Christian Valentine Chair as an associate professor at the Haas School of Business at the University of California at Berkeley. His research interests include information technology's impact and role in financial markets and the structure and regulation of financial markets. His writing has appeared in national newspapers and magazines and his academic work has been published in numerous scholarly journals. He has consulted for various financial markets and investment firms.

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Asger Lunde, Aarhus University

Asger Lunde holds a Ph.D. in economics (Aarhus University). He is Professor, at the Department of Economics and Business, Aarhus University, Denmark.
He is research fellow at the Center for Research in Econometric Analysis of Time Series (CREATES) in Aarhus, Denmark and a member of the Oxford-Man institute for Quantitative Finance, Oxford, UK.. His current
research interest addresses several aspects concerning volatility measurement and modeling. In a parallel research agenda, he investigates the effect of data
mining on model evaluation and model selection.

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Neil Shephard, University of Oxford

Neil Shephard has been a statutory Professor of Economics at Oxford University since 2006. He served as the founding director of Oxford-Man Institute from 2007-11. He is a Council Member of the Society of Financial Econometrics and has been an Associate Editor of Econometrica since 2002. Neil is a member of the advisory boards or research associate of econometric research centres at Aarhus University, New York University and Singapore Management University. With Colin Mayer he founded Oxford University’s masters’ degree in Financial Economics and from 2006-07 chaired the Oxford Financial Research Centre. His research interests are mainly focused on econometrics with particular interests in financial volatility, dependence, high frequency financial data and simulation based inference. He received his doctorate from LSE and was elected a Fellow of the Econometric Society in 2004, a Fellow of the British Academy in 2006 and was awarded an honourary doctorate by Aarhus University in 2009.

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