Roberto Gomez Cram

Assistant Professor of Finance

PhD (Wharton)

Dr Roberto Gomez-Cram’s research interests include asset pricing, applied time series econometrics and investments. Dr Roberto previously worked as an Assistant Economist at the Central Bank of Mexico. He holds a PhD in Finance from the Wharton School at the University of Pennsylvania.

2020

How important are inflation expectations for the nominal yield curve?

Gomez-Cram R; Yaron A

Review of Financial Studies 2020 In Press

2020

Late to Recessions: Stocks and the Business Cycle

Gomez-Cram R

Working Paper

2018

Stock return predictability: riding the risk premium

Gomez-Cram R

Social Sciences Research Network


Teaching portfolio

Our teaching offering is updated annually. Faculty and programme material are subject to change.

  • Masters Degrees core courses

    A key part of our Masters programmes curriculum.

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    • Investment Fundamentals
      This is a rigorous foundations course in investment analysis covering the basics of fixed income, equity and derivative securities as well as modern portfolio theory (how to invest across different securities/assets or asset classes). The focus is on understanding how to value securities, how to measure/manage the risk of these securities, the relationship between risk and return and the practical application of these concepts. Asset Management: Consider how to allocate wealth into different asset classes and investment strategies. You’ll explore the contribution of fixed income in equity portfolios and the role of alternative investments. Focus on long-term investing with a coherent modelling of assets and liabilities, and performance evaluation; look into recent development of more complex investment products; and compare and contrast them with traditional fund structures. This will include the limits to arbitrage and the costs of implementing actual trading
      PROGRAMMES WITH THIS CORE COURSE
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