Professor of Finance
JM Keynes Fellow in Financial Economics, University of Cambridge
MSc, PhD (University of Liverpool)
My research interests include international finance, empirical asset pricing, currency markets, asset management, microstructure, the interaction between macroeconomics and financial markets, especially the effects of monetary and exchange rate policy on asset prices. I was previously Director of Currency Research in the Fixed Income and Currency Team of AXA Investment Managers.
I’m a member of the Finance subject group at Cambridge Judge Business School, which focuses on the investment and financial decisions of firms and institutions.
News and insights
Three Cambridge Judge faculty – Lucio Sarno, Raghavenda Rau and Elroy Dimson – are cited in study as among the most prolific authors of papers in top finance journals.