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Feb 10

Research Topic Wanted

Posted by abiao at 11:33 | Others | Comments(0) | Reads(9997)
I have been struggling to find a suitable research topic for my PhD in finance these days, initially I chose to research on convertible bond underpricing considering multiple features other paper might fail to do so, but later on I realized the potential margin contribution is small with more knowledge on this field, indeed a few latest paper dealing with this issue already.

Do you happen to have an interesting topic that you or your colleagues want to work on while without enough time and resources? then probably you are able to help me by telling me what the topic is about to "abiao @ mathfinance.cn" (remove space). The topic needs to be:
1, applicable as a thesis topic;
2, about derivative pricing (equity, fx or IR), trading strategy, portfolio construction or quantitative risk analysis.

The benefits for both of us:
1, I find a sexy research topic to kill my boring overseas doctor life;
2, you get an update about the progress of the topic also attracting you from period to period;
3, a problem is solved hopefully.

I know it is hard to find a topic in this way, but I do appreciate any comment or hint or suggestion, especially from industry side.

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