Founder Global Macro Demographics and Honorary Elected Fellow IFoA

Amlan Roy

Research Associates

Founder Global Macro Demographics and Honorary Elected Fellow of the Institute and Faculty of Actuaries (IFoA).

Amlan’s areas of research span: Macroeconomics, Asset Pricing, Portfolio Theory, Demographics & Retirement.

Personal website

Publications

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Discussion Papers

Bayesian Inference and Asset Pricing

This paper tests portfolio efficiency in a multivariate context using Bayesian techniques and extends the Bayesian portfolio efficiency literature by...

August 1995

DP 213

Amlan Roy

Discussion Papers

Multicountry Comparisons of the Consumption Based Capital Asset Pricing Model: Germany, Japan and USA

This paper presents a series of empirical tests of the traditional Consumption Based Capital Asset Pricing Model using data from the German, Japanese...

July 1995

DP 209

Amlan Roy

Amlan Roy

Publications

Discussion Papers

Bayesian Inference and Asset Pricing

Discussion Papers

Multicountry Comparisons of the Consumption Based Capital Asset Pricing Model: Germany, Japan and USA

News

“The whole world is in the same boat”: Charles Goodhart inte ...

Report on Greek economy co-authored by FMG Co-Director Dimit ...

Job Vacancy - Research Assistant

Events

The Fourth Annual International Capital Markets Conference 2 ...

Adam Smith Workshop Spring 2024

Seminars

Mobile Money, Interoperability, and Financial Inclusion

Central Bank’s Balance Sheet and Treasury Market Disruptions

Processing Financial Advice: Experimental Evidence on Active ...

Publications

An Unconventional FX Tail Risk Story

The Uneven Path Towards Women’s Rights in Argentina

On the use of artificial intelligence in financial regulatio ...