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Simon Smith

Formerly at Lancaster University

Simon Smith

Research overview

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.     

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