MPhil, MA, PhD
Michael’s research interests relate to predictability in asset prices and how this can be used to price assets, test asset pricing models and construct portfolios which optimise the risk-return trade-off.
Michael directs studies in Economics at Downing, and supervises in Mathematics & Statistics, Econometrics, Macroeconomics and Finance for the College. He also supervises dissertations in Empirical Finance.
Please see Michael’s SSRN author page at https://ssrn.com/author=2680657.