Professor Richard Harris
PhD, MSc, BSc, MSc
Expertise
I am a Professor of Finance in the School of Accounting and Finance at the University of Bristol.
Current positions
Professor of Finance
School of Accounting and Finance - Business School
Contact
Press and media
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Biography
I am a Professor of Finance in the Business School at the University of Bristol. I was previously a Professor of Finance at the University of Exeter, and have held visiting positions at Imperial, LSE, Warwick, and at universities in Belgium, China, New Zealand, Norway, Sweden and Russia.
I hold a BSc in Economics from UCL, an MSc in Economics from Birkbeck College, University of London and a PhD in Economics from the University of Exeter. I also have an MSc in Chinese Language, Business and International Relations from the University of Sheffield. I am a Fellow of the Higher Education Academy and a member of the Chartered Institute for Securities and Investment.
I have extensive consulting experience in the finance sector, working with investment banks, hedge funds, mutual funds, wealth management companies and regulators. Before becoming an academic, I worked as a software developer in the finance industry.
Research interests
I have been a Professor of Finance at the University of Bristol since 2019. My current research interests are in financial econometrics, portfolio management, volatility modelling, risk measurement and empirical asset pricing. I have successfully supervised more than 20 PhD students in these and other fields. I have extensive consultancy experience, working with investment banks, mutual funds, hedge funds, wealth management companies and regulators. Prior to becoming an academic, I spent seven years as a systems programmer and then application software developer for Lloyds Bank plc.
My Google Scholar page is here and my SSRN page is here .
My CV is here.
Projects and supervisions
Research projects
Fintech Research Network
Principal Investigator
Role
Co-Investigator
Managing organisational unit
School of Engineering Mathematics and TechnologyDates
01/02/2024 to 31/07/2024
Developing an Integrated and Intelligent Algo-trading System
Principal Investigator
Role
Co-Investigator
Managing organisational unit
Computer Science, Electrical and Electronic Engineering and Engineering Maths School TeamDates
01/01/2023 to 31/07/2023
Publications
Recent publications
01/05/2024Cryptocurrency Replication with Machine Learning
International Review of Financial Analysis
Average Tail Risk and Aggregate Stock Returns
Journal of International Financial Markets, Institutions and Money
Maximally Predictable Currency Portfolios
Journal of International Money and Finance
Portfolio Optimization with Behavioural Preferences and Investor Memory
European Journal of Operational Research
A component Markov Regime-switching autoregressive conditional range model
Bulletin of Economic Research
Teaching
I deliver the MSc elective unit EFIMM0049 Financial Modelling. This is a very practical course that is concerned with the implementation of financial models in Excel and Visual Basic. I also teach on the BSc core unit EFIM30057 Risk Management, which is concerned with the techniques of practical risk management using Excel and R.
I have previously taught courses in investments, corporate finance, derivatives, applied financial econometrics and econometric theory.
