Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy

Responsibility, Risk and Return: Sustainable Investing for a Resilient Future
Nolte, I. (Principal Investigator), Kolokolova, O. (Principal Investigator), Lohre, H. (Principal Investigator) & Vidya Babu, S. (PhD Student)
1/10/25 → 31/03/30
Project: Research
Effect of Social Media on Cryptocurrency Pricing and its Economic Consequences
Pham, M. (Co-Investigator)
8/01/24 → …
Project: Research
Systematic Avenues to Sustainable Investing
Nolte, I. (Principal Investigator), Yao, C. (Principal Investigator), Lohre, H. (Principal Investigator) & He, L. (PhD Student)
1/10/22 → 30/09/26
Project: Research

Regime-Aware Risk Parity: Conditioning the Covariance Matrix on Macroeconomic and Stock Market Regimes
de Longis, A., Happersberger, D., Hixon, S., Lian, H. & Nolte, I., 5/01/2026, (Accepted/In press) In: Journal of Portfolio Management.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Bear Factor and Hedge Fund Performance
Ho, T., Kagkadis, A. & Wang, G., 30/06/2025, In: Journal of Empirical Finance. 82, 101611.
Research output: Contribution to Journal/Magazine › Journal article › peer-review

Open Access
Belief Distortions and Disagreement about Inflation
Fasani, S., Patella, V., Pagano Giorgianni, G. & Rossi, L., 16/05/2025, Lancaster: The Department of Economics, (Economics Working Papers Series).
Research output: Working paper

Open Access
File

2025 Lancaster-Manchester-Warwick-Oxford Joint PhD Workshop on Finance and Econometrics
Nolte, I. (Organiser)
16/06/2025 → 17/06/2025
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
Lancaster Workshop on Empirical and Theoretical Macoeconomics
Soccorsi, S. (Organiser)
14/03/2025 → 15/03/2025
Activity: Participating in or organising an event types › Participation in workshop, seminar, course
Guest Lecture: 3D Investing: Jointly Optimizing Return, Risk, and Sustainability
Pham, M. (Organiser)
24/11/2024
Activity: Participating in or organising an event types › Participation in workshop, seminar, course

AFA 2018 Doctoral Student Travel Grant
Yan, J. (Recipient), 2018
Prize: Prize (including medals and awards)
Australian Research Council Grant
Morley, J. (Recipient), 2013
Prize: Prize (including medals and awards)
Australian Research Council Grant
Morley, J. (Recipient), 2019
Prize: Prize (including medals and awards)

Collaborations and top research areas from the last five years