Research Areas
The faculty in the Department of Finance is committed to developing original, high-quality research in finance, and they produce cutting-edge research and analyse finance industry topics in most areas of finance.
Asset management is an umbrella term and encompasses alternative investments, asset and liability management, dynamic asset allocation and portfolio choice, intertemporal household choice, financial markets, life cycle models and saving, personal finance, quantitative trading, real estate, responsible investing, and sustainable investing.
Asset pricing and econometrics are broad-based areas and include applied econometrics, asset pricing, big data, data analytics, derivatives, econometric modelling, empirical option pricing, financial econometrics, financial economics, financial risk and volatility, financial markets and the macroeconomy, fiscal policy, information and market efficiency, international finance, international macrofinance, market microstructure, mathematical finance, mathematical statistics, forecasting, monetary and fiscal policy, monetary economics, network analysis, OTC markets, quantitative methods, theory of finance, and time series models for macroeconomics and finance.
The areas of banking and financial intermediation include banking, banking monitoring and supervision, big data, blockchain, credit risk, cryptocurrencies, development economics, financial crises and regulation, financial development and access, financial literacy, financial planning and sustainability, fintech, government policies and regulation, insurance, international banking regulation, investment banking, and ratings.
The realm of behavioral finance includes behavioral economics, behavioral finance, behavior of economic agents, experiments, mechanism design, information and knowledge, neuroeconomics, and the psychological and cognitive factors involved in decision making in financial markets.
Corporate finance is a broad area that includes applied microeconomics, bankruptcy and financial distress, capital structure, competition and antitrust, corporate finance, corporate governance, corporate valuation, debt financing, entrepreneurship, family firms, industrial organization, institutional investors, law and finance, mergers and acquisitions, machine learning, private equity and venture capital, privatizations, project and infrastructure finance, restructuring, shareholder activism, strategy and finance, structured finance, and sustainable finance.
Fintech (short for financial technology) is a term to include, among other, the fast-evolving research areas of blockchain and cryptocurrencies, machine learning, big data in finance, peer-to-peer lending, robo-advising in financial decision making, and the role of digital technology for banking and financial development.