معرفی
Kristoffer Glover is a Senior Lecturer in the Finance Discipline Group at the University of Technology Sydney (UTS Business School). He holds CFA and FRM certifications and leads key programs like the CFA University Affiliation Program and CAIA Academic Partnership. His research focuses on cross-disciplinary finance, statistics, and mathematics, addressing topics such as financial economics, derivative pricing, and quantitative portfolio management. Glover serves as PhD Coordinator for Finance and actively engages in funded research projects, including quickest detection strategies for financial processes and optimal capital reserve strategies for banks.
Research Interests:
- Financial Economics
- Dynamic Corporate Finance
- Derivative Pricing & Risk Management
- Quantitative Portfolio Management
- Optimal Stopping Problems
- Stochastic Processes in Finance
Funded Research:
- "Quickest Detection Strategies for a Changing Ornstein-Uhlenbeck Process with Application to Pairs Trading" (2016)
- "Optimal Capital Reserve Strategies for a Bank and its Regulator" (2014)
Advisory Roles:
- PhD Coordinator, Finance Department
- CFA University Affiliation Program Director
- CAIA Academic Partnership Director
Publications: Over 39 peer-reviewed articles in leading journals such as Mathematics of Operations Research, Journal of Economic Dynamics and Control, and Finance Research Letters, focusing on stochastic modeling, optimal stopping, and financial market dynamics.
