Research output per year
Research output per year
Accepting PhD Students
PhD projects
Portfolio optimization
Investment strategy
Fuzzy programming
Research activity per year
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.
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.
ACC2022 Financial Intermediation
ACC3007 International Money and Finance
ACC3016 International Trade Finance
*Quantitative analysis
*Portfolio Management
*Strategic Corporate Finance
PhD, Robust portfolio management with multiple financial analysts, Loughborough University
Award Date: 14 Jul 2015
MPhil, Robust portfolio optimisation, University of Birmingham
Award Date: 14 Jul 2010
Master, Arbitrage pricing in multi-asset currency markets under transaction costs, University of Hull
Award Date: 31 Aug 2006
Bachelor, University College London
Award Date: 30 Aug 2003
Research output: Contribution to Journal › Article › peer-review
Lu, I.-C. (Speaker)
Activity: Academic Talks or Presentations › Oral presentation › Research