معرفی
Professor Alex Stremme holds the title of Professor of Finance at Warwick Business School (WBS), University of Warwick. He serves as Assistant Dean for Finance MSc Programmes and holds roles such as Principal Teaching Fellow since 2011. His expertise spans asset pricing, return predictability, hedge fund evaluation, and executive compensation. He teaches modules including Asset Pricing and Derivatives and Risk Management across multiple undergraduate and postgraduate programs.
Stremme earned a Diplom in Mathematics from the University of Bonn (1992) and a PhD in Financial Economics from the London School of Economics (1998). His career includes executive training roles for major financial institutions (2000-2012) and part-time consultancy at HSBC (1996-1998). His research focuses on dynamic investment strategies, risk premia, and financial market predictability.
His recent publications analyze optimal use of return predictability, commodities market timing, and international asset allocation. No scientific awards are explicitly listed, though his contributions to financial economics are notable. As a senior academic, he advises on MSc programs and contributes to WBS's academic leadership.
