Dennis UmlandtUniversity of Trier
I am postdoctoral researcher in the research group Quantitative Finance and Risk Analysis at the University of Trier .
My research focuses on understanding the sources and dynamics of financial risk premia. Besides developing econometric methods for estimating dynamic asset pricing models, I am particularly interested in the risk factor and intermediation structure of foreign exchange markets.
Semih ÜslüJohns Hopkins University
Semih Üslü joined the Johns Hopkins Carey Business School in 2016. He is an Assistant Professor of Finance in the research track with expertise in the areas of asset pricing, market microstructure, and search theory. Prof. Üslü's research agenda aims to advance our understanding of market liquidity by providing coherent dynamic equilibrium models, which are explicit about the trading frictions that make liquidity relevant for the determination of prices, allocations, and welfare. His existing research explains how heterogeneity in market participants’ various characteristics affect their strategies in bilateral trade in OTC markets, their choice of trading venue, and their optimal inventory and portfolio management. Prof. Üslü is also the recipient of several research awards and was elected to be a member of the Finance Theory Group in 2019.