Research
Latest Publications:
The Bank of England is now using the option-implied market expected return measure proposed in research by NDIGI Faculty Fellow John Loudis (with Fousseni Chabi-Yo), as part of their risk-monitoring toolkit.
Research by Andrea Tamoni (NDIGI Faculty Fellow), Riccardo Sabbatucci, and Songi Xiao has been selected as a finalist for the ICPM Research Award, and will be presented to the ICPM Research Council at the Research Award Finalist Event, scheduled to take place at the Rotman School of Management in Toronto on September 3, 2025.