Research

My research interests include empirical asset pricing, option-implied information for asset allocation and economic insights from prediction markets.

Research Funding

  • (2016-2018), Developing flexible portfolio optimisation models for strategic asset allocation, funded by Seven Investment Management Ltd. (CI).
  • (2016-17), Developing an innovative, cloud-based risk management framework, funded by Seven Investment Management/ ESRC Impact Acceleration Award (CI).
  • (2015-2017), Creating and embedding an innovative uncertainty control system for asset allocation decisions, funded by Innovate UK, ESRC, EPSRC and Seven Investment Management (CI).
  • (2009-2013), PhD funding from Science Foundation Ireland as a member of the Financial Mathematics and Computation research Cluster, thesis title “Information-Efficient Investing”.

Photo taken at Arlington Park, Chicago.

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