Alex Triantis is dean of the Robert H. Smith School of Business at the University of Maryland. Triantis joined the Smith School in 1995, first as a visiting associate professor, then an associate professor of finance, professor of finance, chair of the finance department and co-founder of the Center for Financial Policy, and now as the eighth dean of the Smith School of Business. Smith is a highly ranked business school with multiple undergraduate, MBA and EMBA rankings in the top 25 of various publications.
Professor Taranto is interested in empirical corporate finance. Recent areas of research include the underpricing of initial public offerings, the effect of capital structure on the announcement effects of dividend initiation and secondary equity offerings. His recent paper showing how insiders who have stock options can benefit from IPO underpricing won the Best Paper Award from the Conference on Entrepreneurial Finance and Business Ventures. Professor Taranto has taught at MIT's Sloan School of Management and at the Wharton School at the University of Pennsylvania.
Lemma W. Senbet is the William E. Mayer Chair Professor of Finance at the Smith School of the University of Maryland and the founding director of the school's Center for Financial Policy. He is the incoming Executive Director of the African Economic Research Consortium (AERC). Professor Senbet was Chair of the Finance Department, 1998-2006, and his tenure saw rapid transformation of the department into world class.
Dr. Rossi is an Executive-in-Residence and Professor of the Practice at the Robert H. Smith School of Business, University of Maryland. Prior to entering academia, Dr. Rossi had nearly 25 years’ experience in banking and government, having held senior executive roles in risk management at several of the largest financial services companies.
Alberto Rossi is an Assistant Professor of Finance at the Smith School of Business, University of Maryland at College Park.
His research interests include theoretical and empirical asset pricing, portfolio choice and financial econometrics. His recent work concentrates on optimal investment strategies in the presence of information costs, model combination approaches for portfolio choice, and the risk-return trade-off in financial markets. He also studies pension fund performance and stock return predictability.
Dr. Prabhala's research interests include empirical corporate finance and financial econometrics. He has written on several topics including self-selection, event studies, payout policy, executive compensation, financial fraud, mergers and acquisitions, venture capital, and IPOs. His work has been published in the major finance journals including Journal of Finance, Journal of Financial Economics, and Review of Financial Studies. Dr.
Rich Mathews conducts theoretical research in the areas of corporate finance, industrial organization, and corporate governance. In one line of research, he studies the strategic implications of inter-firm relationships such as mergers, alliances, and private trades of minority equity stakes. In another, he studies the corporate governance implications of anonymous trading by hedge funds, large shareholders, and corporate managers.
"Max" Maksimovic is the William A. Longbrake Chair in Finance & Chair of the Department of Finance. His recent research focuses on how a firm's organizational structure affects the flow of resources across its divisions. He has also worked on how competition in high technology industries determines the timing of initial public offerings. Maksimovic is interested in international finance, specifically in how a country's legal and institutional environment influences the financing and investment by firms.
Dilip Madan is Professor of Finance at the Robert H. Smith School of Business. He specializes in Mathematical Finance. Currently he serves as a consultant to Morgan Stanley, Meru Capital and Caspian Capital. He has also consulted with Citigroup, Bloomberg, the FDIC and Wachovia Securities. He is a founding member and Past President of the Bachelier Finance Society. He received the 2006 von Humboldt award in applied mathematics, was the 2007 Risk Magazine Quant of the year, received the 2008 Medal for Science from the University of Bologna and held the 2010 Eurandom Chair.
Professor Loewenstein's research interests include asset pricing, portfolio selection, and employee compensation valuation and design. His recent work focuses on asset pricing when there are limits to arbitrage, portfolio selection when investors face transactions costs, and valuation of employee stock options. His work has appeared in the Journal of Finance, Review of Financial Studies, the Journal of Economic Theory and elsewhere.