Asset pricing and investment
Research in this area deals with calculating theoretically, and estimating empirically, returns on different assets and the relationship with diversifiable and non-diversifiable market risks. It also covers the arbitrage pricing theory and its use for the development of different models of pricing financial derivatives, the most common examples of derivatives being European call and put options.
Potential PhD topics
The School will consider any research topic that interests potential PhD students; however, students will benefit from researching in areas that align with the School's strengths. Please contact the Faculty to discuss your PhD topic.
Alternatively you may contact one of our academics below to discuss your area of interest.
