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A Multi-Factor Approach to Identify Global Sectors

Event information
Date 22 May 2002
Time 13:00-14:00 (Timezone: Europe/London)
Venue ICMA Centre, Room G03/04
Event types:
Research Seminars

She is responsible for Quantitative Equity Research. Her research interests focus on multi-factor stock selection models and tactical asset allocation issues. She has a Ph.D. in Finance from the Financial Options Research Centre at the University of Warwick and before that completed the doctoral courses in Finance at London Business School. Her thesis concerned an investigation of the fundamental multi- factor (BARRA) approach to model security returns and an examination of the model to predict equity risk and stock returns.