Research

The principal focus of the LFE is the quantitative analysis of financial markets using mathematical, statistical, and computational models and methods. Research projects fall into five distinct subject areas:

Foundations of Financial Behavior and Adaptive Markets

The Adaptive Markets Hypothesis is an interdisciplinary approach to reconciling the Efficient Markets Hypothesis with human behavior.
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Risk Management and Systemic Risk

Identifying methods for measuring and managing both systemic and standard types of risk in the financial system.
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Healthcare Finance

Exploring new business models and financial vehicles for raising and deploying funds to support biomedical research and drug development in a scalable and profitable manner.
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Big Data and Financial Technology

Focusing on both positive and negative aspects of big data and financial technology in an attempt to identify and measure the magnitude of emerging problems as well as develop new technologies to address them.
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Capital Markets and Asset-Market Dynamics

Dispelling the myths about hedge funds by developing more sophisticated risk analytics and conducting extensive empirical research to document risk/reward characteristics across time and over various market environments.
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