Prof Ser-Huang Poon

Professor

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Research interests

Theoretical and empirical aspects of:
  • Mutual funds and market traded portfolios in Gender Diversity and Socially Responsible Investment
  • Volatility surface dynamics for opton pricing and risk management
  • Asset pricing; credit and default risk premium in CDS and in options, premium for (idiosyncratic real, risk neutral) high moments 

Note: I will consider new PhD candidates only in the area of gender diversity and socially responsibile investment.

Projects

Research and projects

No current projects are available for public display