I-Chen Lu

Accepting PhD Students

PhD projects

Portfolio optimization
Investment strategy
Fuzzy programming

20192019

Research activity per year

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, 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

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