Program Committee

13th Annual SoFiE Conference. Hosted by University of California, San Diego's Rady School of Management

Committee Chair

Federico Bandi,

Johns Hopkins Carey Business School

Federico M. Bandi  is the inaugural appointee to the James Carey Endowed Professorship in Business at the Johns Hopkins Carey Business School. An expert in the areas of financial econometrics, continuous-time asset pricing, time series econometrics, and empirical market microstructure, Bandi joined the Carey Business School in 2009. He previously served as the David W. Johnson Professor at the University of Chicago Booth School of Business. He has published research articles in the foremost journals on econometrics and finance, and he has served as a co-managing editor of the Journal of Financial Econometrics and as an associate editor of Econometric Theory, the Journal of Business and Economic Statistics, and the Econometrics Journal. Bandi received his Ph.D. in economics from Yale University.

 

Committee Co-Chairs

Christian Gourieroux,

University of Toronto and Toulouse School of Economics

Christian Gourieroux is a professor of economics at the University of Toronto, specializing in the fields of econometrics, finance, and insurance. With over four decades of university teaching experience, Gourieroux has held previous academic positions at ENSAE Paris, the Paris IX University, and Lille I University. He also served as the director for the Center for Research in Economics and Statistics at the French National Institute for Statistics and Economic Studies. His has written 17 books and his research has been published in various academic journals, including the Journal of Banking and Finance, the European Economic Review, and International Economic Review. Outside his academic career, Gourieroux also held consultation positions at the Canadian Imperial Bank of Commerce, DEXIA Bank, and Credit Agricole Group. Gourieroux holds a Ph.D. from the University of Rouen.

George Tauchen,

Duke University

George Tauchen is a professor of economics at Duke University. Tauchen has been a member of faculty at Duke since 1977, where he is an expert in the field of econometrics and financial economics. Tauchen is a fellow of the Econometric Society, a fellow of the American Statistical Association,  fellow of the Journal of Econometrics, founding fellow of the Society for Financial Econometrics, founding fellow of the International Association for Applied Econometrics (IAAE), and fellow of the International Engineering and Technology Institute (IETI). His academic work has been published in various academic journals, including the Journal of Econometrics, Journal of the American Statistical Association, and Journal of Financial Econometrics. His editorial positions also include time spent on the Journal of Dynamic Macroeconomics, Journal of Empirical Science, and Journal of Business and Economic Statistics. Tauchen holds a Ph.D. from the University of Minnesota.

Lan Zhang,

University of Illinois at Chicago

Lan Zhang is a professor of finance at the University of Illinois at Chicago. With two decades of teaching experience, including positions at Oxford University and Carnegie Mellon University, she is an expert in the fields of financial econometrics, market microstructure, and statistical arbitrage and trading. A member of the Council of Society for Financial Econometrics, Zhang has been recognized by the U.S. National Science Foundation through her work for statistical inference. She has been a part of the American Finance Association, Bachelier Finance Society, and the European Finance Association. Her work has also been published in the Journal of the American Statistical Association, Journal of Econometrics and Econometrica. Zhang holds a Ph.D. in statistics from the University of Chicago.

 

Committee Members

First Name:Last Name:Institution:
TorbenAndersenNorthwestern University
YacineAit-SahaliaPrinceton University
CaioAlmeida Princeton University
HeatherAndersonMonash University
DavidBatesThe University of Iowa Iowa City
LucaBenzoniFederal Reserve Bank of Chicago
TimBollerslevDuke University
ChristianBrownleesUPF Barcelona
LaurentCalvetEDHEC Business School
MarineCarrascoUniversity of Montreal
AnnaCieslakDuke University
RiccardoColacitoUniversity of North Carolina, Chapel Hill
PierreCollin-DufresneEPFL
ValentinaCorradiUniversity of Surrey
FulvioCorsiUniversity of London
DrewCrealUniversity of Notre Dame
VeronikaCzellarEDHEC Business School
FrankDe JongTilburg University
WalterDistasoImperial College
DobrislavDobrevFederal Reserve Board
BjornErakerUniversity of Wisconsin, Madison
YanqinFanUniversity of Washington, Seattle
JianqingFanPrinceton University
MarceloFernandesSao Paulo School of Economics
NicolaFusariJohns Hopkins Carey Business School
PatrickGagliardiniUniversity of Lugano
RenéGarciaUniversity of Montreal
EricGhyselsUniversity of North Carolina, Chapel Hill
SílviaGonçalvesUniversity of Montreal
NikolayGospodinovFederal Reserve Bank of Atlanta
MassimoGuidolinUniversita' Bocconi
PeterHansenUniversity of North Carolina
JoelHasbrouckNew York University
NikolausHautschUniversity of Vienna
StanHurnQueensland University of Technology
RaviJagannathanNorthwestern University
Christopher S.JonesUniversity of Southern California
LindaKhalafCarleton University
IlzeKalninaNC State University
RaymondKanUniversity of Toronto
BryanKellyYale University
FrankKleibergenUniversity of Amsterdam
Siem JanKoopmanVrije Universiteit Amsterdam
KimKristensenAarhus University
SebastienLaurentAix-Marseille Université
SuzanneLeeGeorgia Tech Scheller College of Business
JiaLiDuke University
YingyingLiHong Kong University of Science and Technology
HaitaoLiCheung Kong Graduate School of Business
Robin L.LumsdaineAmerican University
LorianoManciniEPFL
CeciliaManciniUniversità degli Studi di Verona
NourMeddahiToulouse School of Economics
MarceloMedeirosPUC-Rio
PerMyklandUniversity of Chicago
AndrewPattonDuke University
BenoitPerronUniversity of Montreal
AlbertoPlazziUniversità della Svizzera italiana
EricRenaultUniversity of Warwick
RobertoRenòUniversità degli studi di Verona
CesareRobottiUniversity of Warwick
MichaelRockingerUniversity of Lausanne
MathieuRosenbaumUniversity Pierre et Marie Curie (Paris VI)
OlivierScailletGFRI
JuliaSchaumburgVrije Universiteit Amsterdam
PaulSchneiderUniversity of Lugano & Swiss Finance Institute
ZhaogangSongJohns Hopkins Carey Business School
ShupingShiMacquarie University
AllanTimmermannUniversity of California, San Diego
ViktorTodorovNorthwestern University
FabioTrojaniUniversity of Geneva & Swiss Finance Institute
RossenValkanovUniversity of California, San Diego
RasmusVerneskovCopenhagen Business School
AndreaVedolinBoston University
Bas J.M.WerkerTilburg University
MichaelWolfUniversity of Zurich
Jing CynthiaWuUniversity of Notre Dame
DachengXiuUniversity of Chicago
JunYuUniversity of Chicago
PaoloZaffaroniImperial College London
Jean-MichelZakoianCREST
LanZhangUniversity of Illinois at Chicago
ZhengjunZhangUniversity of Wisconsin, Madison
XinghuaZhengHKUST
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