CARISMA

Asset and Liability Management. Principal Investigator.
Funder: Knowledge Transfer Partnership
Duration: September 2009 - December 2011

Principal Investigator

Integrated models for portfolio planning: decision criteria and asset pricing.
Funder: Brunel University London
Duration: November 2008 -

Integrated models for portfolio planning that account for downside risk, reflected both in the scenario generation method and in the decision model.

Financial Risk Analysis. Principal Investigator.
Funder: Knowledge Transfer Partnership
Duration: January 2005 - November 2009

Principal Investigator

Stock Market Volatility, the Effect of Financial Crises. Principal Investigator.
Funder: BRIEF Award
Duration: January 2002 - February 2004

Principal Investigator