Faculty & Research

Research Center(s)

• Laboratory for Financial Engineering
• Operations Research Center

General Expertise
Arbitrage pricing theory; Asset management and pricing; Bond pricing; Capital market; China; Contagion; Currency; Derivatives; Equities; Financial engineering; Financial markets; Futures; Investment risk; Investment strategies; Market microstructure; Mutual funds; Options; Options pricing, valuation; Portfolio choice; Portfolio design and management; Security prices; Stock exchange; Stock market; Stock trading; Trading decisions; Treasuries