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?

Latest news

PhD advisor and co-author of CERF post-doc Xinyu Hou wins Nobel Prize in Economics

11 October 2022

Philip H Dybvig from Washington University is (joint with Bernanke and Diamond) a recipient of this year’s Nobel Memorial Prize in Economic Sciences for his research on banks and financial crises. Prof. Dybvig is the former PhD advisor of Dr Xinyu Hou who is currently a post-doctoral researcher at the Cambridge Endowment...