Financial Engineering and Firm Value: A Study of Split-Capital Closed-End Funds in the UK

Gordon Gemmill is Professor of Finance at the Cass Business School, City University, UK.
Event information
Date 15th October 2002
Time 1:00pm - 2:00pm
Venue ICMA Centre, Room G03/04
Event types:
Research Seminars

He has been at the Business School since 1977, and at various times has been Head of the Department of Banking and Finance, Director of the MBA Finance and Director of the Master of European Business programmes. Currently he is chairman of the validation committee for MScs at ESCP-EAP in Paris/Berlin/London/Madrid. Recent derivatives research has been on volatility smiles and implied distributions for index options. His main active interest is in closed-end funds (investment trusts) and the pricing of assets for which arbitrage is relatively weak. Other research interests include modelling credit risk, and the organisation of markets (i.e. microstructure) and what determines bid/ask spreads. Website: http://www.staff.city.ac.uk/g.gemmill

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