skip to content

Cambridge Endowment for Research in Finance (CERF)


Previously Funded Projects

CERF has supported a great number of projects on finance within the University.

Some of the previously funded projects during 2001 - 2013 include:

  • Strategic Scenarios for the World Economy and Economic Policy Co-Ordination in the Developing World, Prof Wynne Godley, Dr Alex Izurieta & Dr Tarik Mouakil (CFAP)
  • Large Complex Banking Organizations, Dr. Gyongyi Loranth (CJBS)
  • The Enogenous Formation of Financial Networks, Drs. Pramila Krishnan, Emanuela Sciubba & Gyongyi Loranth (CJBS)
  • Real Options in Partnerships, Dr. Nicos Savva (CFAP)
  • Asymptotic Methods for the Implied Volatility Smile, Dr Peter K. Friz (Maths)
  • Herding in Financial Markets: An Experimental Test, Prof Hashem Pesaran (CIMF)
  • Model Uncertainity in Risk and Asset Management for Portfolios with a Large Number of Assets, Prof Hashem Pesaran & Dr. Paolo Zaffaroni (CIMF)
  • Transatlantic Financial Services Regulatory Dialogue, Prof Eilis Ferran (3CL)
  • Finance, Industry and Economic Development, Prof Philip Arestis (REF)
  • Diversification and Aggregate Merger Activity, Dr Flavio Toxvaerd (Econ)
  • IPO Market Regimes and Venture Capital Activity and Performance, Dr William Janeway & Prof Michael McKenzie (CERF & RMIT)
  • Expected Stock Returns: A Reconsiliation of Consumption and Household Portfolio Choice, Dr Sule Alan & Dr Steffan Ball (Econ)
  • Financial Markets and Developing Countries, Prof Ajit Singh (CFAP)
  • Financial Networks, Dr Ana Babus (CFAP)
  • Dynamic Engine for Bayesian Inference, Prof Chris Rogers (CFR)
  • Questioning credible commitment: Rethinking the Glorious Revolution and the Rise of Financial Capitalism, Dr D'Maris Coffman (CFH)
  • Household Finance, Dr Sule Alan (Econ)
  • Risk and Time Preference Experiments in the English Longitudinal Study of Aging, Dr. Sule Alan & Tom Crossley (Econ)
  • Financial Crises and Financial Re-Regulation in Historical Perspective, Dr Luca Einaudi (CHE)
  • Dr Lyudmyla Hvozdyk (CFAP): Identifying Jumps Across Asset Markets
  • Dr Mardi Dungey (CFAP): International Financial Contagion
  • Dr Mardi Dungey (CFAP): Market Liquidity, Correlation and International Financial Crises
  • Dr. M. Tugrul Vehbi (CFAP): Global Macroeconomic Modeling and Asset Markets
  • Prof. Ajit Singh & Malaysian Commonwealth Studies Centre: Financial Markets and Developing Countries
  • Dr. Andy Cosh (CBR): The Impact of the Aftermath of the Credit Crunch on Small and Medium-Sized Businesses
  • Dr. Simon Taylor and Andreas Markou (CJBS): Uncovering the Advanced Data Capabilities of Banks: Can a 'Smart Estimate' from High Quality Data Providers Yield Superior Returns Compared to 3rd Party Aggregator Data?