معرفی
Professor Anthony Neuberger is a faculty member at Bayes Business School, City, University of London, where he has served as Professor of Finance since 2013. Previously, he held academic positions at Warwick Business School (as Chair and Head of the Finance Group) and London Business School (as Associate Professor and Academic Director of the full-time Masters in Finance programme). His career also includes policy work at the UK Department of Energy and consulting for government departments, banks, and stock exchanges.
- PhD, London Business School
- MBA (Distinction), London Business School
- BA, University of Cambridge
Neuberger's research focuses on financial economics, particularly option pricing, market microstructure, and pension policy. His work explores volatility risk premia in currency markets, skewness in equity markets, and robust hedging strategies under model uncertainty. He has published extensively in top journals like the Journal of Finance, Review of Financial Studies, and Finance and Stochastics.
His recent articles highlight trends in currency volatility premia, equity market skewness, and liquidity risk. These works span disciplines like quantitative finance, mathematical finance, and risk management, with subfields including forward start options, stochastic volatility, and portfolio insurance.
Neuberger is a prolific author with over 20 journal articles and book chapters. His collaborations include researchers like David Hobson and Roman Kozhan, and his consulting work bridges academia and industry.
