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Cambridge Endowment for Research in Finance (CERF)

 

 

Prior to his doctoral study, Alex has worked as an equity derivatives trader for four years at the Australian and New Zealand Banking Group Ltd focusing on vanilla and light-exotic structured products trading around Asia-Pacific single stocks and various global indices.

Research interest:

Behavioural finance, with particular interests in prospect theory and probability weighting; portfolio selection under transaction costs; and more generally mathematical finance.

Research Update - August 2018

Research Update - April 2018

Research Update - August 2017

Research Update - April 2017