The Efficient Use of Asset Return Predictability

Alex Stremme is a Lecturer in Finance at the Warwick Business School.
Event information
Date 16th November 2005
Time 1:00pm - 2:00pm
Venue ICMA Centre, Room G03/04
Event types:
Research Seminars

After graduating in Mathematics at the University of Bonn, he completed his PhD in Financial Economics at the London School of Economics. After spending two years as Visiting Assistant Professor at New York University's Stern School of Business, he joined the Warwick Business School in 2000. Alex's research interests include the pricing and risk management of derivative securities, and agency conflicts in delegated fund management. Most recently, he has been working on a series of projects in the area of Conditional Asset Pricing, focusing on tests of asset pricing models, implications of asset return predictability, and conditional portfolio performance measurement. One of his most recent papers has been accepted for presentation at the 2006 Boston meeting of the American Finance Association. Alex's teaching expertise covers most areas of Finance, at undergraduate, MSc and MBA levels, including Derivative Securities, Asset Pricing, Corporate Finance, and Investment Management. Alex is also active as a part-time consultant, giving executive training seminars to corporate clients including Goldman Sachs, Morgan Stanley, JP Morgan, Credit Suisse First Boston, and many others.

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