David Happersberger
Honorary Researcher
<糖心Vlog>Research Interests
Financial Econometrics, Return Volatility Modeling, Asset Allocation, Portfolio Management, Risk Management
<糖心Vlog>Current Teaching
AcF 324 - Quantitative Finance (Undergraduate), AcF 501 - Quantitative Methods for Finance (Postgraduate)
<糖心Vlog>Current ResearchEstimating Portfolio Risk for Tail Risk Protection Strategies
<糖心Vlog>Supervised ByIngmar Nolte, Harald Lohre (external, Invesco Quantitative Strategies)
<糖心Vlog>Research GrantsLUMS Doctoral Studentship, 2015-2019; ESRC Award Studentship, 2015-2019; LUMS Conference Grant Scheme 2017
Participation in workshop, seminar, course
Participation in conference -Mixed Audience
Participation in workshop, seminar, course
Prize (including medals and awards)
- Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy