Investments and asset pricing is a main research area in the Department of Accounting and Finance, with the research undertaken at the highest level of international excellence.
Research interests span a wide range of topics, from systematic and factor investing, sustainability investing, risk management, portfolio insurance, climate finance, derivative pricing and liquidity research to mutual fund and hedge fund research. A recent focus has been on the use of machine learning and artificial intelligence techniques for information reduction and investment signal extraction.
Faculty members in this area have published in leading finance and econometrics journals such as: Journal of Econometrics, Journal of Financial and Quantitative Analysis, Journal of Business and Economic Statistics, Review of Asset Pricing Studies, Journal of Financial Econometrics, Journal of Economic Behavior and Organization, Management Science, Journal of Portfolio Management, Review of Finance, Journal of Monetary Economics, Journal of Banking and Finance, Journal of Financial Markets, Journal of Empirical Finance, and many other high-quality finance and econometrics journals.
Our faculty members have attracted significant research funding from funding bodies such as the ESRC, Leverhulme and the British Council and maintain very close research networks with industry partners such as Invesco, Quoniam and Robeco. The research in this area is closely aligned with the research at the Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy. Faculty members present their work regularly at the top conference in Finance and Econometrics, including those organised by the American Finance Association, European Finance Association, Western Finance Association, Society for Financial Studies, Econometric Society, European Econometric Society, and Society for Financial Econometrics. Faculty members also host the Factor Investing conference series.
Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy
