Category Archives: news

Professor Roman Matousek, Kent Business School organizes a research workshop that will be held in Bloomberg London’s Office on 2 July 2014. The workshop aims to focus on the post financial crisis period and the implication of systemic changes in … Continue reading →

Dr. Silvia Stanescu was invited to speak at the 2014 ICBI Global Derivatives Conference, a prestigious quantitative finance practitioners’ conference, where she presented recent joint work with Professor Radu Tunaru on investment strategies with volatility derivatives. In the first part … Continue reading →

Tommaso Paletta has presented a poster at the prestigious Bachelier congress that was hold in Bruxelles this year. Tommaso has presented a summary of one of his papers “Pricing and Hedging Basket Options with Exact Moment Matching”, jointly with Dr. … Continue reading →

Dr Huamao Wang (SMSAS) made a presentation titled Investment for cash flows with mixed-costs guarantee and jump risk, joint with Pengfei Luo and Zhaojun Yang,at the 4th International Conference of Financial Engineering and Banking Society (FEBS), University of Surrey, on … Continue reading →

Dr Nikolaos Voukelatos from Ken Business School had a working paper presented at the 7th Financial Risks International Forum at Paris in March 2014. The paper examines the effects of tick size changes on the liquidity of options markets.

Dr Ekaterini Panopoulou (KBS) presented her paper “Hedge Fund Return Predictability; To Combine Forecasts or Combine Information” joint with S. Vrontos at the 31st French Finance Association Conference, held at Puyricard, Aix-en-Provence at the IAE Aix Graduate School of Management, Aix-Marseille … Continue reading →

Dr Nikolaos Voukelatos (KBS) had a working paper presented at the 31st Spring International Conference of the French Finance Association at Aix-en-Provence in May 2014. The paper examines the effects of tick size changes on the liquidity of options markets.

Dr Ekaterini Panopoulou from Kent Business School (KBS) presented her paper “Speculative behaviour and oil price predictability” joint with T. Pantelidis at the 10th BMRC-DEMS Conference on Macro and Financial Economics/Econometrics held at the Brunel University (May 28-30, 2014). The conference was sponsored … Continue reading →

A research paper by Dr Antonis Alexandridis has been accepted in the International work-conference on Time Series 2014. Messis, P., Alexandridis, A., Zapranis, A., “Testing and Comparing Conditional CAPM with A New Approach in The Cross-Sectional Framework”.  The paper will be … Continue reading →