Our first-of-its kind program owes its reputation and global acceptance to the outstanding contributions of our volunteer faculty who are dedicated teachers and researchers passionate about advancing research at the intersection of economics, finance, and applied mathematics, as well as mentoring and engaging the young and bright top-tier students whom we welcome to the program every year.
Our faculty are active in research and publish their findings in academic and professional journals. Below, you will find a few of their recent publications. Our program has strengths in theory, applied theory, and empirical work, in such fields as microeconomics, econometrics and statistics, finance and financial engineering, macroeconomics, operations research, machine learning, and allied fields.
Recent research and publications
| Publication Title | Journal |
| The probability to reach an agreement as a foundation for axiomatic bargaining | Econometrica |
| God insures those who pay formal insurance and religious offering in Ghana | Quarterly Journal of Economics |
| Robust Measures of Earnings Surprises | Journal of Finance |
| Markov Switching Panel with Endogenous Synchronization Effects | Journal of Econometrics |
| Bayesian Graphical Models for Structural Vector Autoregressive Processes | Journal of Applied Econometrics |
| Modeling Risk Contagion in the Italian Zonal Electricity Market | European Journal of Operational Research |
| Dynamically Consistent Objective and Subjective Rationality | Economic Theory |
| Exchange Rate Shocks and the Dynamics of International Asset-Backed Securities | Journal of Structured Finance |
| Efficient Gibbs sampling for Markov switching GARCH models | Computational Statistics and Data Analysis |
| Default Count-based Network Models for Credit Contagion | Journal of the Operational Research Society |
| Affine processes under parameter uncertainty | Probability, Uncertainty and Quantitative Risk |
| Interest premium and external position: A state-dependent approach | Journal of International Financial Markets, Institutions and Money |
| Choquet expected discounted utility | Economic Theory |
| A topological approach to delay aversion | Journal of Mathematical Economics |
| Vickrey Meets Alonso: Commute Scheduling and Congestion in a Monocentric City | Journal of Urban Economics |
| Entrepreneurship: structural transformation, skills, and constraints | Small Business Economics |
| Economic Uncertainty Before and During the COVID-19 Pandemic | Journal of Public Economics |
| Insider Trading, Stock Return Volatility, and Option Market’s Pricing of the Information Content of Insider Trading | Journal of Banking and Finance |
| Stock returns on option expiration dates: Price impact of liquidity trading | Journal of Empirical Finance |
| Measuring Time and Risk Preferences in an Integrated Framework | Games and Economic Behaviour |