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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
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Humphrey Battcock
(Finance)
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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 |
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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
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Dr
Kate Doornik
(Finance)
Economics
of contracts and organizations, law and economics
kate.doornik@sbs.ox.ac.uk
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Prof Judith Freedman
(Law)
taxation, corporate governance and small businesses
judith.freedman@worcester.oxford.ac.uk |
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Dr
Joshua
Getzler (Law) Trusts,
duties of investment agents, capital market structure, mutual
funds, pensions joshua.getzler@law.ox.ac.uk |
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Prof.
Michael Giles
Numerical analysis of PDE and Monte Carlo methods for option pricing
giles@comlab.oxford.ac.uk |
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Dr Alexander Gümbel
(Finance)
Delegated portfolio management
alexander.guembel@sbs.ox.ac.uk
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Dr Ben Hambly
(Mathematics)
High dimensional
american options, interest rate
and credit risk modelling, credit derivatives
hambly@maths.ox.ac.uk |
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Dr. Sam Howison
(Mathematics)
Market models, exotic options,
transaction costs, free boundary problems, american options
howison@maths.ox.ac.uk
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Dr
Tim Jenkinson
(Finance)
Initial public offerings, securitization, private equity, the cost of
capital
tim.jenkinson@sbs.ox.ac.uk
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Dr
Ian Jewitt (Economics)
Principal agent theory, information disclosure, auction theory
ian.jewitt@nuffield.oxford.ac.uk
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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
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Howard Jones
(Finance)
Corporate finance, primary markets
howard.jones@sbs.ox.ac.uk
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Prof Albert
Kyle
(Finance)
Investment, corporate finance, continuous-time
finance
pk3@duke.edu |
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Jeremy Large (joining in October 2005)
(Economics)
Financial econometrics and
theory
jeremy.large@nuf.ox.ac.uk |
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Prof
Colin Mayer
(Finance)
Corporate
finance, taxation, financial systems,
corporate governance, financial regulations
colin.mayer@sbs.ox.ac.uk
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Dr Alan Morrison
(Finance)
Banking, bank
regulation, secondary debt markets
alan.morrison@sbs.ox.ac.uk
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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
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Ms Jennifer Payne (Law)
Company law, corporate finance,
insolvency
jennifer.payne@merton.ox.ac.uk |
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Dr Tarun Ramadorai
(Finance)
Asset
pricing, international finance, applied time series analysis
tarun.ramadorai@sbs.ox.ac.uk
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Dr Celine Rochon (Finance)
International
finance, monetary economics, market microstructure, strategic market
games
celine.rochon@sbs.ox.ac.uk
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Dr Silvia Rossetto
(Finance)
Real
options, IPOs, corporate governance
silvia.rossetto@wbs.ac.uk
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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
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Christine
Seal (OFRC Secretary)
(Finance)
Social
and economic history of 19th century, poor relief and
welfare
christine.seal@sbs.ox.ac.uk |
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Dr William Shaw
(Mathematics)
Derivatives, especially path-dependent, complex variables, applied electromagnetics
shaww@maths.ox.ac.uk |
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Professor
Neil Shephard
(Economics)
Econometric, stochastic volatility, Levy
processes, high frequency financial time series, options |
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Dr
Kevin K Sheppard
(Economics)
Financial econometrics, realized covariance, GARCH, long run risk-return tradeoffs
kevin.sheppard@economics.ox.ac.uk
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Dr
Leonard Smith (Mathematics)
Operational
weather risk, pricing weather derivatives, nonlinear forecast methods &
data analysis
lenny@maths.ox.ac.uk |
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Dr
Oren Sussman
(Finance)
Macrofinance,
insolvency, corporate financing
oren.sussman@sbs.ox.ac.uk
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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
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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
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Dr
Nir Vulkan
(Finance)
Economics of electronic
commerce, economic market design, information economics, game theory
nir.vulkan@sbs.ox.ac.uk |
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Prof Bill Wilhelm
(Finance)
Corporate
finance, financial intermediation
bill.wilhelm@virginia.edu
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Prof
Philip Wood (Law)
International
and comparative financial law
philip.wood@allenovery.com |
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Dr
L.Y. Yueh
(Economics)
Law and
economics, intellectual property rights, Chinese economy
linda.yueh@economics.oxford.ac.uk |
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Dr
Katja S. Ziegler
(Law)
European
and national regulatory law, competition law
katja.ziegler@iecl.ox.ac.uk
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Matthias
Ederer (Finance)
Empirical
asset pricing, lead-lag effect of stock
returns
matthias.ederer@nuffield.oxford.ac.uk
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Maciej Firla-Cuchra
(Finance)
Corporate finance, securitisations, market
segmentation, behavioral finance,
structured finance, emerging markets
maciej.cuchra@sbs.ox.ac.uk
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Neil Firth
(Mathematics)
High dimensional
american
options, barrier options, Monte
Carlo, CDO modelling
firth@maths.ox.ac.uk |
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Burcu Hacibedel (Finance)
Asset pricing, emerging markets finance
and event studies (index inclusion)
burcu.hacibedel@sbs.ox.ac.uk |
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Filippo Ippolito
(Finance)
Takeovers, Takeover Defenses, Optimal debt structure
filippo.ippolito@sbs.ox.ac.uk |
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Daniel Jones
(Mathematics)
Behavioural
finance, derivatives pricing
jonesdn@maths.ox.ac.uk
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Trang
Le
(Finance)
Corporate
investment, financing constraints
trang.le@merton.oxford.ac.uk |
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Glen
Loutzenhiser
(Law)
Tax
and Corporate Law, taxation of small business, employee share schemes
glen.loutzenhiser@law.ox.ac.uk |
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Michael Mitton
(Mathematics)
Derivative pricing and
optimal execution of portfolio trades in frictional markets mitton@maths.ox.ac.uk |
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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 |
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Omer Suleman
(Physics)
Microstructure exchange rate dynamics, option pricing and financial
econometrics
o.suleman1@physics.ox.ac.uk
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Dr Hannes Wagner
(Finance)
Corporate finance, equity carve-outs, financial
regulation, initial public offerings
hwagner@bwl.uni-muenchen.de
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Linus Wilson
(Economics)
Corporate
finance, financial contracting
linus.wilson@economics.oxford.ac.uk |
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