Faculty

Distinguished Program Faculty at the Tepper School of Business include:

Marvin Goodfriend
Professor of Economics; Chairman, The Gailliot Center for Public Policy
Chairman, The gailliot Center for Public Policy Research interests include the macroeconomic fluctuations, monetary theory and policy, banking and financial markets, economic development.

Burton Hollifield
Professor of Financial Economics
Research interests include asymmetric information in financial markets, insider trading, limit order markets, portfolio theory, asset pricing.

Alan H. Meltzer
The Allan H. Meltzer University Professor of Political Economy
Research interests include the history of U.S. monetary policy, size of government, macroeconomics, international financial reform. Founder and chairman of the Shadow Open Market Committee. Has served as a consultant on economic policy for the Congress, U.S. Treasury, Federal Reserve, the World Bank and the U.S. and foreign governments. Chairman, International Financial Institution Advisory Commission, U.S. Congress, 1999 –2000.

Duane J. Seppi
The BNY Mellon Professor of Finance, Head, M.S. in Computational Finance Program; Professor of Financial Economics
Research interests include market microstructure, energy and commodity derivative valuation, financial engineering, game theory.

Chester S. Spatt
Pamela R. and Kenneth B. Dunn Professor of Finance; Director, Center for Financial Markets
Research interests include taxation and asset allocation with an emphasis on tax-deferred investing, estate planning and how taxation of capital gains and losses impacts investor realization behavior and asset pricing; economics of securities and financial market regulation; pricing and hedging of fixed income securities with an emphasis on mortgage contracting and valuation; equilibrium models of forward curves for commodities; market microstructure including the effect of information and strategic behavior on market processes, the interaction between the order flow and order book in security markets, and the effect of the pre-opening on pricing.

Christopher Telmer
Associate Professor of Financial Economics
Teaching and research interests include models of international fixed-income pricing, the determinants of real exchange rates and the effects of labor market risk on optimal portfolio choice and equilibrium asset prices. Professor Telmer has served as an educational consultant in Japan, The Russian Federation, Ukraine and New York City. He has been a visiting scholar in Japan, Spain, Sweden and in the Federal Reserve System. His research articles have been published in top economic and finance journals, including The Journal of Finance, The American, Economic Review and the The Journal of Political Economy. In 1995 he was awarded the Undergraduate Teaching Award by the Department of Industrial Management at The Tepper School of Business.

Distinguished Program Faculty of HEC Lausanne, the Faculty of Business and Economics at the University of Lausanne, and Swiss Finance Institute affiliated academic institutions include:

Pierre-Marie Glauser
Professor of Taxation, HEC Lausanne, the Faculty of Business and Economics at the University of Lausanne
Partner of Oberson Advocats Geneva
Research interests include corporate tax issues, mergers & acquisitions, and financial restructuring.
 
Thorsten Hens
Professor of Financial Economics
Director of the Swiss Banking Institute
University of Zurich
Swiss Finance Institute Research Fellow
Research interests include behavioral finance and evolutionary finance.

Eric Jondeau
Professor of Finance, HEC Lausanne, the Faculty of Business and Economics at the University of Lausanne
The econometric modelling of asset prices, the portfolio allocation under non-normality, and the estimation of rational expectations modeling. Research interests include empirical asset pricing and pension funds.  

Michael Rockinger
Professor of Finance, HEC Lausanne, the Faculty of Business and Economics at the University of Lausanne
Research interests include the econometric modeling of financial assets, portfolio allocation, and numerical methods for finance.

Norman Schürhoff
Professor of Finance, HEC Lausanne, the Faculty of Business and Economics at the University of Lausanne
Swiss Finance Institute Senior Chair
Research interests include dynamic corporate finance, real options theory, taxation, empirical market microstructure, and financial intermediation.

Christian Wolff
Professor of Finance, University of Luxemburg, Director Luxemburg School of Finance
Research interests include risk management and fund management for investment funds, hedge funds and pension funds.