Candidates applying for this project will be considered for a University studentship, which will cover UK/EU tuition fees, a training support grant of £1,000 per annum and a tax-free maintenance allowance at the UKRI Doctoral Stipend rate (£15,009 in 2019-20) for a period of up to 4 years. Limited funding opportunities for outstanding Overseas candidates may be available. Some School of Management studentships require recipients to contribute annually up to a maximum of 133 hours of seminar-based teaching and assessment in years 2, 3 and 4 of study (students will not be expected to give lectures).
Levy, H. & Levy, M. (2014). The Benefits of Differential Variance-Based Constraints in Portfolio Optimization. European Journal of Operational Research, 234(2), 372-381.
Levy, M. & Roll, R. (2010). The market portfolio may be mean-variance efficient after all. The Review of Financial Studies, 23(6), 2464-2491.
Markowitz, H. (1952). Portfolio selection. Journal of Finance, 7(1), 77-91.
Ziemba, W. T. & Mulvey, J. M. (1998). Worldwide Asset and Liability Modelling, Cambridge University Press.
FTE Category A staff submitted: 64.90
Research output data provided by the Research Excellence Framework (REF)Click here to see the results for all UK universities