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Latest News
Dimitri Vayanos wins ERC Advanced Grant
26/04/2022
Paul Woolley Centre scholars
27/09/2021
Latest research: Asset pricing implications of value-weighted indexing
12/01/2021
Congratulations to PWC scholar Kilian Huber for earning the AQR Top Finance Graduate Award
08/06/2018
Action must be taken to stop quants exploiting weakness
17/07/2017
Latest Publications
Delegation Chains
We ask why we observe multiple layers of decision-making in fund management with investors, sponsors, fund managers, and consultants, even if...
No 88
Bond Funds and Credit Risk
We show that supply-side effects arising from the bond holdings of open-end mutual funds affect corporate credit risk. In our model, funds exposed to...
No 87
Dynamic Asset-Backed Security Design
Borrowers obtain liquidity by issuing securities backed by current period payoff and resale price of a long-lived collateral asset. They are privately...
No 86
