Oxford-Man Institute of Quantitative Finance

Research Director: Neil Shepherd, neil [dot] shephard [at] economics.ox.ac.uk

From the Institute’s Website: The Institute intends to serve as the world’s leading centre for academic research in quantitative finance, with a particular emphasis on alternative investments.  It is an interdisciplinary initiative across the University, involving engagement with its major divisions and departments, including researchers from the Departments of Economics, Engineering Science, and Statistics, as well as the Mathematical Institute, the Computing Laboratory and the Saïd Business School.  More…

Working Papers, Published Papers