Faculty

From Department of Banking and Finance, CBS

Assoc. Prof. Sunti Tirapat
Ph.D., Finance
University of Wisconsin-Madison

Anant Chiarawongse
Ph.D., Economics
University of Chicago

Manapol Ekkayokkaya
Ph.D., Economics
University of Durham

Nuttawut Jenwittayaroj
Ph.D., Finance
Nanyang Technological University

Anirut Pisedtasalasai
Ph.D., Finance
University of Exeter

Ruttachai Silacharoen
Ph.D., Finance
The Australian National University

Sira Suchintabandid
Ph.D., DRO (Decision, Risk, and Operations)
Columbia University

Suparatana Tanthanongsakkun
Ph.D., Finance
The Australian National University

Thaisiri Watewai
Ph.D., IEOR (Industrial Engineering and Operations Research)
University of California, Berkeley

From Department of Statistics, CBS

Assistant Prof. Seksan Kiatsupaibul
Ph.D., IOE (Industrial and Operations Engineering)
University of Michigan, Ann Arbor

From Department of Mathematics, Faculty of Science

Paisan Nakmahachalasint
Ph.D., Physics
University of California, Los Angeles

Songkiat Sumetkijakan
Ph.D., Mathematics
University of Maryland, College Park

Kittapat Wong
Ph.D., Mathematics
University of Illinois at Urbana-Champaign

Visiting Professor

Krishna N Paudyal
Professor in Finance
Leeds University Business School

Selected publications

Chiarawongse, A., Kiatsupaibul, S., Tirapat, S., and Van Roy, B. Portfolio selection with qualitative input. Accepted for publication, Journal of Banking and Finance.

Lim, A.E.B., Shanthikumar, J.G., and Watewai, T., 2011. Robust asset allocation with benchmarked objectives. Mathematical Finance, Vol.21, No.4, 643-679.

Charoenwong, C., Ding, D.K., and Jenwittayaroje, N., 2010. Price movers on the Stock Exchange of Thailand: Evidence from a fully automated order-driven market. Financial Review 45, 761-783.

Charoenwong, C., Jenwittayaroje, N., Buen Sin Low, 2009. Who knows more about future currency volatility? The Journal of Futures Markets Vol.29 No.3, 270-295.

Ekkayokkaya, M., Holmes, P., Paudyal, K., 2009. Limited information and the sustainability of unlisted-target acquirers' returns. Journal of Business Finance and Accounting 36, 2009, 1201-1227.

Ekkayokkaya, M., Holmes, P., Paudyal, K., 2009. The Euro and the changing face of European banking: evidence from mergers and acquisitions. European Financial Management Vol.15, No.2, 451-476.

Antoniou, A., Guney, Y., Paudyal, K., 2008. The determinants of capital structure: Capital market-oriented versus bank-oriented institutions. Journal of Financial and Quantitative Analysis, Vol. 43 No.1, 59-92.

Nimmanunta, K., Chiarawongse, A., Tirapat, S., 2008. On pricing CDOs with Meixner distributions. Journal of Fixed Income, Vol.18 No.1, 86-99.

Glasserman, P., Suchintabandid, S., 2007. Correlation expansions for CDO pricing. Journal of Banking and Finance 31, 1375-1398.

Tirapat, S., Kiatsupaibul, S., 2007. Credit value at risk via credit scoring model. Proceedings of the 2007 INFORMS Simulation Society Research.

Harris, Richard D.F., Pisedtasalasai, A., 2006. Return and volatility spillovers between large and small stocks in the U.K.  Journal of Business Finance and Accounting 33(9) & (10), 1556-1571.