Research Ineterests
I believe that great theories stem from academia. Intuition that is common in industry is not sufficient to solve fundammental issues in finance. At universities, professors are intersted in great theories. In the workplace, managers are interested in practical results. I quite enjoy developing theoretical papers with applications to real world problems. Working in capital markets for many years, I found interesting the change in persepective when carrying out research projects. My aim is to combine academic rigour with market intuition in coming up with real breakthrough.
I have interest in the following fields of scientific research:
- Commodity Markets Analysis and Modelling
- Fiancial and Physical Asset Pricing
- Portfolio Optimization
- Asset Liability Management
- Real Option Theory
- Probability Theory
View my research on my SSRN Author page:
http://ssrn.com/author=483006
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21.02.