Man Research and Oxford-Man Institute expand into new premises

Man Research and Oxford-Man Institute expand into new premises

Man Research Laboratory and the Oxford-Man Institute of Quantitative Finance have opened larger premises in Jericho, Oxford.

AHL’s researchers and the Oxford University academics of the OMI will continue to share purpose designed premises, creating an environment that fosters day-to-day interactions between the two groups.

AHL is one of world’s largest managed futures managers and a wholly owned subsidiary of Man Group.
 
The University of Oxford and Man Group were brought together in 2007 when Man provided the cornerstone funding for the first academic institute dedicated to quantitative finance and co-located it with its own commercial researchers. AHL’s research in Oxford is a commercial undertaking while the OMI pursues academic excellence, independent of Man. This arrangement remains the first and only co-location of its kind between Oxford University and a commercial entity.
 
“AHL is already trading billions of dollars using advanced trading concepts developed at AHL in Oxford,” says Dr Anthony Ledford, chief scientist of the MRL. “The collaboration benefits us enormously and allows us to hear about OMI’s academic theories first and share ideas with some of the world’s best quantitative finance academics; promote our name as an exciting and innovative employer within Oxford’s academic community and research our own ideas in a stimulating environment.”
 
“The OMI has added two new professors, six new faculties and post doctoral researchers and more than doubled the number of students to 19,” says Professor Neil Shephard, director of the OMI.
 
Per Mykland joins the Oxford-Man Institute as the Man Professor of Finance and Statistics from the University of Chicago where he has been professor of statistics and head of research in their quantitative finance programme.  He is an expert in the development of statistical methodology based on martingales and has carried out work introducing new strategies to precisely estimate the variation of asset prices taking into account market inefficiencies.
 
Thaleia Zariphopoulou is the first holder of the Man Professorship of Quantitative Finance at Oxford University. Professor Zariphopoulou, who took up her new post in September, was the VF Neuhaus Centennial Professor at the University of Texas at Austin, US. She is an expert in quantitative finance, portfolio management and stochastic optimisation.
 
Professor Shephard adds: “The Institute is delighted to welcome Per and Thaleia to Oxford to further strengthen our outstanding research programme. They are both outstanding scholars and their arrival underlines the continual strengthening of the Institute as the leading centre in a number of crucial areas of modern financial research.”

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