I am working on a number of topics in the broad areas of econometrics, finance, risk measurement and utility theory. I have an interest in both theoretical and empirical problems. Many of my research problems are motivated by practical investment issues. For example, I have recently worked on such issues as style rotation, TAA and the properties of trading rules. Simulation of option prices and forecasting exchange rates. I have strong links with Inquire (Institute for Quantitative Investment Research). This is a city-based organization that finances academic research on quantitative investment.