Degrees and Honours
MPhil, MA, PhD
Research Interests
Michael’s research interests relate to predictability in asset prices and how this can be used to price assets, test asset pricing models and construct portfolios which optimise the risk-return trade-off.
Teaching Interests
Michael directs studies in Economics at Downing, and supervises in Mathematics & Statistics, Econometrics, Macroeconomics and Finance for the College. He also supervises dissertations in Empirical Finance.
Select Publications
Please see Michael’s SSRN author page at https://ssrn.com/author=2680657.