David Happersberger - Research Portal | Lancaster University

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Affiliations

Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy

Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy

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David Happersberger

Honorary Researcher, Research Student

David Happersberger

Accounting and Finance

The Management School

LA1 4YX

Lancaster

E-mail: Show email

Research Interests

Financial Econometrics, Return Volatility Modeling, Asset Allocation, Portfolio Management, Risk Management

Current Teaching

AcF 324 - Quantitative Finance (Undergraduate), AcF 501 - Quantitative Methods for Finance (Postgraduate)

Current Research

Estimating Portfolio Risk for Tail Risk Protection Strategies

Supervised By

Ingmar Nolte, Harald Lohre (external, Invesco Quantitative Strategies)

Research Grants

LUMS Doctoral Studentship, 2015-2019; ESRC Award Studentship, 2015-2019; LUMS Conference Grant Scheme 2017

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Publications & Outputs

Published
Advancing Systematic and Factor Investing Strategies using Alternative Data and Machine Learning
Happersberger, D., 2022, Lancaster University. 204 p.
Research output: Thesis › Doctoral Thesis
E-pub ahead of print
Estimating Portfolio Risk for Tail Risk Protection Strategies
Happersberger, D., Lohre, H. & Nolte, I., 3/02/2020, (E-pub ahead of print) In: European Financial Management. 26, 4, p. 1107-1146 40 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review

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Activities

Doctoral Workshop on Applied Econometrics
Activity: Participating in or organising an event types › Participation in workshop, seminar, course
8th CEQURA Conference on Advances in Financial and Insurance Risk Management
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
3rd KoLa Workshop on Finance and Econometrics
Activity: Participating in or organising an event types › Participation in workshop, seminar, course

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