Bio

Charles-Cadogan research interests span several topics: in financial economics, decision theory, and econometrics theory. Among other peer reviewed outlets, within the last 5-years his research has been published in Journal of Mathematical Economics, Journal of Investment Strategies, Financial Research Letters, Handbook of High Frequency Trading, Systems Research and Behavioral Science, and Proceedings of American Statistical Association, Business & Economics Section. He has served as a referee for journals in decision theory, pattern recognition, economics, mathematics, and finance. His work was presented at leading international peer reviewed conferences in econometrics theory, financial economics, mathematical finance and decision theory. His current research activities include but are not limited to: construction of a credit risk index with myopic loss aversion to credit default; empirical stochastic processes for portfolio performance evaluation; behavioural consumption based asset pricing; early warning system for distance to default and firm bankruptcy induced by leverage and executive stock option contracts; behavioural probability models for irrational exuberance and financial market instability; performance evaluation of high frequency traders; construction of a Lie algebra for risk attitudes with application to rare economic disasters.