Alex Stremme
Professor (Finance), Associate Dean (Finance MSc Programmes) at Warwick Business School
Biography
Warwick Business School
Research Interests
Asset Pricing (Time-Varying Risk Premia); Return Predictability (Dynamic Asset Allocation); Hedge Funds (Performance Evaluation / Replication), Executive Compensation (Bonus Schemes / Stock Options).
Education
- Doctor of Philosophy (Ph.D.) The London School of Economics and Political Science (LSE) (1993 — 1999)
- Diplom Rheinische Friedrich-Wilhelms-Universität Bonn (1985 — 1992)
Publications
Journal Articles
- Abhyankar, A., Basu, D. and Stremme, A. (2012) "The optimal use of return predictability : an empirical study", Journal of Financial and Quantitative Analysis, Volume 47, Number 05, 973-1001
- Basu, D., Oomen, R. and Stremme, A. (2010) "International dynamic asset allocation and return predictability", Journal of Business Finance & Accounting, Vol.37, No.7-8, 1008-1025
- Basu, D., Oomen, R. and Stremme, A. (2010) "How to time the commodities markets", Journal of Derivatives & Hedge Funds , Vol.16, No.1, 1-8
- Abhyankar, A., Basu, D. and Stremme, A. (2007) "Portfolio efficiency and discount factor bounds with conditioning information: an empirical study", Journal of Banking & Finance, Vol.31, No.2, 419-437
Companies
- Professor (Finance), Associate Dean (Finance MSc Programmes) Warwick Business School (2017)
- Professorial Teaching Fellow (Finance), Assistant Dean (Finance MSc Programmes Warwick Business School (2000)
- Trainer/Facilitator ACF Consultants Ltd (2001 — 2016)
- Executive Training d-fine GmbH (2003 — 2012)
- (Visiting) Assistant Professor (Finance) NYU Stern School of Business (1998 — 2000)
- (Temporary) Lecturer (Finance) The London School of Economics and Political Science (LSE) (1996 — 1999)
- (Part-Time) Quant/Consultant HSBC (1994 — 1998)
Videos
学术视频 Exchange Study with me| 🇬🇧Study in UK Warwick Business School 英国华威留学-金融篇 谢谢金融课后陪我等校车的朋友 #时间标价
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