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Portfolio optimization Investment strategy Fuzzy programming

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Personal profile


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

MPhil, University of Birmingham

Master, University of Hull

Bachelor, University College London

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.

Analysts Business & Economics
Financial analysts Business & Economics
Brokerage Business & Economics
Asset allocation Business & Economics
Portfolio management Business & Economics
Downside risk Business & Economics
Analyst recommendations Business & Economics
Risk measures Business & Economics

Research Output 2019 2019

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

Asset allocation
Financial information
Portfolio selection

Activities 2014 2014

  • 1 Oral presentation

Robust Portfolio Management with Multiple Financial Analysts

I-Chen Lu (Speaker)
29 Nov 2014

Activity: Academic Talks or PresentationsOral presentationResearch