Photo of I-Chen Lu

Accepting PhD Students

PhD projects

Portfolio optimization Investment strategy Fuzzy programming

20192019

Research output per year

If you made any changes in Pure these will be visible here soon.

Personal profile

Biography

I-Chen is currently employed as a Lecturer in Finance at the Faculty of Business and Law, University of Northampton. She has previously held an academic position at York St John University and worked in the Risk Management Department for Taiwan Life Insurance Co., Ltd. She holds a PhD in Finance from Loughborough University and an MPhil in Management Mathematics from University of Birmingham. She is also a Fellow of the Higher Education Academy.

Research Interests

Areas of current research interest include optimization techniques, with emphasis on the application of the robust optimization model in asset management and the development of optimization models for practical problems with large data sets, portfolio management with asymmetric risk measures, fuzzy programming for portfolio management, with emphasis on using ambiguous linguistic data in numerical modelling,  and impacts of stock market stability systems in investment management.

Teaching Interests

ACC2022 Financial Intermediation

ACC3007 International Money and Finance

ACC3016 International Trade Finance

 

*Quantitative analysis

*Portfolio Management

*Strategic Corporate Finance

Education/Academic qualification

PhD, Loughborough University

Award Date: 14 Jul 2015

MPhil, University of Birmingham

Award Date: 14 Jul 2010

Master, University of Hull

Award Date: 31 Aug 2006

Bachelor, University College London

Award Date: 30 Aug 2003

Fingerprint Dive into the research topics where I-Chen Lu is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Research Output

Asset allocation with multiple analysts’ views: a robust approach

Lu, I-C., Li, B. & Tee, K-H., 1 May 2019, In : Journal of Asset Management. 20, 3, p. 215-228 14 p.

Research output: Contribution to JournalArticle

Open Access
File
  • Activities

    • 1 Oral presentation

    Robust Portfolio Management with Multiple Financial Analysts

    I-Chen Lu (Speaker)
    29 Nov 2014

    Activity: Academic Talks or PresentationsOral presentationResearch

    File