Financial Econometrics, Factor Investing, Asset Allocation, Portfolio Management, Currency Management
AcF 324 - Quantitative Finance (Undergraduate), AcF 501 - Quantitative Methods for Finance (Postgraduate), AcF609/AcF629 – Financial Econometrics (Postgraduate)
Sandra Nolte, Harald Lohre (external, Invesco Quantitative Strategies)
An Integrated Approach to Currency Factor Management
LUMS Doctoral Studentship, 2017-2021; ESRC Award Studentship, 2017-2021; Research Training Support Grant, ESRC 2019; LUMS Conference Grant Scheme 2018,2019.
