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Supervised by

David Happersberger

Research Student

David Happersberger

The Management School Lancaster University Bailrigg Lancaster LA1 4YX

LA1 4YX

United Kingdom

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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