Dr Smith joined Lancaster University in September 2015 after receiving his PhD. from the University of Bristol.  He has spent two terms (2016-2017) as a visiting scholar at the University of California San Diego during which he has developed joint projects with Professor Allan Timmermann. 

Smith combines economic theory, data, and cutting-edge econometrics to better understand movements in asset prices thus enabling more informed decisions regarding portfolio allocation, risk management, and future return forecasts.  Smith has a particular interest in forecasting panel data and has developed new methods for estimating structural breaks.