Faculty profiles
Stephen Schaefer
MA (Cambridge) PhD (London)
Professor of Finance
- Subject area:
- Finance
Publications
The Foundations of Continuous Time Finance (Edward Elgar, 2001); Non-Linear Value at Risk, European Finance Review (1999); The Direct and Compliance Costs of Financial Regulation (with J R Franks and M Staunton), Journal of Banking and Finance(1997); The Term Structure of Real Interest Rates and the Cox, Ingersoll and Ross Model, Journal of Financial Economics (1994).
Research interest
Derivative instruments, options/futures/forwards/swaps, investment management, asset pricing theory, portfolio selection, capital markets, market regulation, interest rates, term structure.
Other activities
Associate Editor, European Finance Review, Journal of Fixed Income, Non-executive director, Leo Fund Managers, Member, Moody's Advisory and Academic Research Committee.
Formerly
Assistant Professor of Finance, Graduate School of Business, Stanford University; Visiting appointments at Universities of British Columbia, Cape Town, Chicago, California (Berkeley) and Venice; Independent Board Member, The Securities and Futures Authority.
