Alban Duka

I was part of a research team that sought to establish a unified market efficiency measure for stocks listed in different stock exchanges. Main responsibilities included figuring out arbitrage opportunities that arise from the difference in the share prices´ of the same company in different markets and determining the underlying factors that explain why these differences arise.

I was responsible for developing a sustainable investment strategy based on Corporate Social Responsibility and more importantly, corporate shared values. I also analyzed the state of CSR in select countries in Asia and identified investment opportunities based on current trends in these markets.

I was responsible for providing the Risk Management team with a tool to calculate seasonality scenarios to define model reserves for inflation-linked derivatives. These scenarios are based on the most widely used estimation methods, namely monthly averages and ARIMA models.

The Helpdesk was set up by USE in order to provide MSc students with extra help with the econometrics models and applications relevant to their theses. Being one of the instructors, I helped more than 20 students with the problems they encountered in using STATA, Matlab and correctly employing econometric logic.

Advanced Econometrics, Advanced Financial Economics, Empirical Banking, Banking Risk Management Frameworks, etc.

Asset Pricing, Investments, Market Risk Management, Credit Risk Management, Stochastic Processes, Fixed Income, etc.

Statistics, Econometrics, Investments, Corporate Finance etc.