Faculty Research Interests
This is a list of our Faculty's research interests.
■ Research ■ Faculty
| Corporate Financial Policy | Don Adams |
| Long-Term Returns and Risk | Frank Ashe |
| Optimal Asset Allocation | Frank Ashe |
| Risk Management for Fund Managers | Frank Ashe |
| Statistical Underpinnings of Portfolio Theory | Frank Ashe |
| Equity and Fixed Income Risk Premia | Dan Daugaard |
| Asset Allocation (Strategic, Tactical and Dynamic) | Dan Daugaard |
| Optimal Portfolio Construction | Dan Daugaard |
| Screened Investments (Ethical and Environmental) | Dan Daugaard |
| Asset and Liability Management for Life Insurance Companies | Dan Daugaard |
| Real time identification of profitable trading opportunities | Bernd P. Luedecke |
| Basis risk and optimal hedging | Bernd P. Luedecke |
| Monitoring, measuring and modifying the market risk on a swaps portfolio | Bernd P. Luedecke |
| Set-off and netting | Sheelagh McCracken |
| Effect of technological change on nature of intangible property | Sheelagh McCracken |
| Banking and Finance Law | Sheelagh McCracken |
| Financial Risk Management | Elizabeth Sheedy |
| Agency Theory and Risk Management | Elizabeth Sheedy |
| Risk Management for Fund Managers | Elizabeth Sheedy |
| Risk Management by Non-Financial Coorporations | Elizabeth Sheedy |
| Employee Share and Option Plans | Elizabeth Sheedy |
| Measuring and managing changing risk | Rob Trevor |
| Pricing and hedging GARCH and stochastic volatility options | Rob Trevor |
| Hedging long term options | Rob Trevor |
| Asset allocation with changing risk | Rob Trevor |
| Modelling changing correlations | Rob Trevor |
| Portfolio performance measurement | Rob Trevor |
| Executive Option Schemes | Rob Trevor |
Top of page