Latest News
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
22/07/2017
10th Annual Paul Woolley Centre Conference
30/06/2017
Breaking the 'curse of the benchmarks'
05/04/2016
Does ‘Momentum’ Investing Create Stock Bubbles?
05/04/2016
Latest Publications
Exploited by Complexity
Due to their complex features, structured financial products can hurt the average investor. Are certain investors particularly vulnerable? Using...
No 70
Resolving the Excessive Trading Puzzle: An Integrated Approach Based on Surveys and Transactions
The literature has provided over a dozen explanations for the widely documented excessive trading puzzle of retail investors trading so much that it...
No 69
Asset Pricing with Index Investing
We theoretically analyze how index investing affects financial markets using a dynamic exchange economy with heterogeneous investors and two Lucas...
No 68
