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People at OFRC

 

This is a list of the current members of the Oxford Financial Research Centre. Click on a name to go straight to that person's homepage.

 

 

 

Faculty

 

Humphrey Battcock

Humphrey Battcock (Finance)

Prof Stephen Bond (Economics)

Applied microeconometrics, econometric methods for panel data, employment, investment and financial behaviour of firms, corporate taxation

steve.bond@nuffield.ox.ac.uk

Dr Clive Bowsher (Economics)

Econometric modelling of high frequency financial data, multivariate point process and functional time series models, econometric forecasting for financial decision analysis

clive.bowsher@nuffield.ox.ac.uk

Kate Doornik

Dr Kate Doornik (Finance)

Economics of contracts and organizations, law and economics

kate.doornik@sbs.ox.ac.uk 

Prof Judith Freedman (Law)

taxation, corporate governance and small businesses

judith.freedman@worcester.oxford.ac.uk

Dr Joshua Getzler (Law)

Trusts, duties of investment agents, capital market structure, mutual  funds, pensions 

joshua.getzler@law.ox.ac.uk

Prof. Michael Giles 

Numerical analysis of PDE and Monte Carlo methods for option pricing

giles@comlab.oxford.ac.uk

Alexander Gümbel

Dr Alexander Gümbel (Finance)

Delegated portfolio management

alexander.guembel@sbs.ox.ac.uk

Dr Ben Hambly (Mathematics)

High dimensional american options, interest rate and credit risk modelling, credit derivatives

hambly@maths.ox.ac.uk

Dr. Sam Howison (Mathematics)

Market models, exotic options, transaction costs, free boundary problems, american options

howison@maths.ox.ac.uk

Tim Jenkinson

Dr Tim Jenkinson (Finance)

Initial public offerings, securitization, private equity, the cost of capital

tim.jenkinson@sbs.ox.ac.uk

Dr Ian Jewitt (Economics)

Principal agent theory, information disclosure, auction theory

ian.jewitt@nuffield.oxford.ac.uk

Prof Neil F Johnson (Physics)

Complex systems and networks, inter-disciplinary projects in finance, economics, social and biological sciences

n.johnson@physics.oxford.ac.uk  

Howard Jones

Howard Jones (Finance)

Corporate finance, primary markets

howard.jones@sbs.ox.ac.uk

Albert Kyle

Prof Albert Kyle (Finance)

Investment, corporate finance, continuous-time finance

pk3@duke.edu

Jeremy Large (joining in October 2005) (Economics)

Financial econometrics and theory

jeremy.large@nuf.ox.ac.uk

Colin Mayer

Prof Colin Mayer (Finance)

Corporate finance, taxation, financial systems, corporate governance, financial regulations

colin.mayer@sbs.ox.ac.uk

Alan Morrison

Dr Alan Morrison (Finance)

Banking, bank regulation, secondary debt markets

alan.morrison@sbs.ox.ac.uk

Han Ozsoylev

Dr Han Ozsoylev (Finance)

Asset pricing theory, market microstructure theory, role of information and social interactions in economic decisions

han.ozsoylev@sbs.ox.ac.uk

Ms Jennifer Payne (Law)

Company law, corporate finance, insolvency

jennifer.payne@merton.ox.ac.uk 

Tarun Ramadorai

Dr Tarun Ramadorai (Finance)

Asset pricing, international finance, applied time series analysis

tarun.ramadorai@sbs.ox.ac.uk

Dr Celine Rochon (Finance)

International finance, monetary economics, market microstructure, strategic market games

celine.rochon@sbs.ox.ac.uk

picture of Silvia

Dr Silvia Rossetto (Finance)

Real options, IPOs, corporate governance

silvia.rossetto@wbs.ac.uk 

Dr  Dan Sarooshi (Law)

World Trade Organization, regulation of financial services under the WTO's General Agreement on Trade in Services

dan.sarooshi@law.ox.ac.uk

 

Christine Seal (OFRC Secretary) (Finance)

Social and economic history of 19th century, poor relief and welfare

christine.seal@sbs.ox.ac.uk

 

Dr William Shaw (Mathematics)

Derivatives, especially path-dependent, complex variables, applied electromagnetics

shaww@maths.ox.ac.uk 

Neil Shephard

Professor Neil Shephard (Economics)

Econometric, stochastic volatility, Levy processes, high frequency financial time series, options

Dr Kevin K Sheppard (Economics)  

Financial econometrics, realized covariance, GARCH, long run risk-return tradeoffs

kevin.sheppard@economics.ox.ac.uk

Dr Leonard Smith (Mathematics)

Operational weather risk, pricing weather derivatives, nonlinear forecast methods & data analysis

lenny@maths.ox.ac.uk

Oren Sussman

Dr Oren Sussman (Finance)

Macrofinance, insolvency, corporate financing

oren.sussman@sbs.ox.ac.uk

Dimitrios Tsomocos

Dr Dimitrios Tsomocos (Finance)

Banking and regulation, incomplete asset markets, systemic risk, financial instability and issues of new financial architecture.

dimitrios.tsomocos@sbs.ox.ac.uk

Jos van Bommel

Dr Jos van Bommel (Finance)

Interaction between financial markets and managers' investment decisions, IPOs, private equity, venture capital and international finance.

Jos.vanBommel@sbs.ox.ac.uk

Nir Vulkan

Dr Nir Vulkan (Finance)

Economics of electronic commerce, economic market design, information economics, game theory

nir.vulkan@sbs.ox.ac.uk

Bill Wilhelm

Prof Bill Wilhelm (Finance)

Corporate finance, financial intermediation

bill.wilhelm@virginia.edu

Prof Philip Wood (Law)

International and comparative financial law

philip.wood@allenovery.com

Dr L.Y. Yueh (Economics)

Law and economics, intellectual property rights, Chinese economy

linda.yueh@economics.oxford.ac.uk

 

Dr Katja S. Ziegler (Law)

European and national regulatory law, competition law 

katja.ziegler@iecl.ox.ac.uk

 

 

 

 

 

DPhil Students 

 

Matthias Ederer (Finance)

Empirical asset pricing, lead-lag effect” of stock returns

matthias.ederer@nuffield.oxford.ac.uk

Maciej Firla-Cuchra (Finance)

Corporate finance, securitisations, market segmentation, behavioral finance, structured finance, emerging markets

maciej.cuchra@sbs.ox.ac.uk 

 

Neil Firth (Mathematics)

High dimensional american options, barrier options, Monte Carlo, CDO modelling

firth@maths.ox.ac.uk

Burcu Hacibedel (Finance)

Asset pricing, emerging markets finance and event studies (index inclusion)

burcu.hacibedel@sbs.ox.ac.uk

Filippo Ippolito (Finance)

Takeovers, Takeover Defenses, Optimal debt structure

filippo.ippolito@sbs.ox.ac.uk

 

Daniel Jones (Mathematics)

Behavioural finance, derivatives pricing

jonesdn@maths.ox.ac.uk

Trang Le (Finance)

Corporate investment, financing constraints

trang.le@merton.oxford.ac.uk 

Glen Loutzenhiser (Law)

Tax and Corporate Law, taxation of small business,  employee share schemes

glen.loutzenhiser@law.ox.ac.uk 

 

Michael Mitton (Mathematics)

Derivative pricing and optimal execution of portfolio trades in frictional markets

mitton@maths.ox.ac.uk

Kaluba Sianga (Law)

Financial regulation, with focus on investment services, jurisdictions of EU, US, Canada, Australia, South Africa and other Sub Saharan countries, South American countries

kaluba.sianga@law.ox.ac.uk 

Omer Suleman (Physics)

Microstructure exchange rate dynamics, option pricing and financial econometrics

o.suleman1@physics.ox.ac.uk

Dr Hannes Wagner (Finance)

Corporate finance, equity carve-outs, financial regulation, initial public offerings

hwagner@bwl.uni-muenchen.de

Linus Wilson (Economics)

Corporate finance, financial contracting

linus.wilson@economics.oxford.ac.uk