David Happersberger
Honorary ResearcherResearch Interests
Financial Econometrics, Return Volatility Modeling, Asset Allocation, Portfolio Management, Risk Management
Current Teaching
AcF 324 - Quantitative Finance (Undergraduate), AcF 501 - Quantitative Methods for Finance (Postgraduate)
Current Research
Estimating Portfolio Risk for Tail Risk Protection Strategies
Supervised By
Ingmar Nolte, Harald Lohre (external, Invesco Quantitative Strategies)
Research Grants
LUMS Doctoral Studentship, 2015-2019; ESRC Award Studentship, 2015-2019; LUMS Conference Grant Scheme 2017
Doctoral Workshop on Applied Econometrics
Participation in workshop, seminar, course
8th CEQURA Conference on Advances in Financial and Insurance Risk Management
Participation in conference -Mixed Audience
3rd KoLa Workshop on Finance and Econometrics
Participation in workshop, seminar, course
EFM 2020 Top Download Award
Prize (including medals and awards)
- Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy