Professor Radu Tunaru
Department of Accounting and Finance
University of Sussex Business School
Professor Radu Tunaru is Professor of Finance and Risk Management at the University of Sussex Business School, having taught at the University of Kent, UK from 2010 to 2019 and at Cass Business School in London from 2004 to 2010. He is the current Head of the Accounting and Finance Department. Tunaru is on the Associate Editor Board of the Journal of Derivatives and the Journal of Portfolio Management and he served as an associate editor for the Journal of Banking and Finance. He published Model Risk in Financial Markets (World Scientific Publishing) and Real Estate Derivatives (Oxford University Press) and co-edited Preparing for the Next Financial Crisis (Cambridge University Press). He has published over 80 papers in academic journals. He co-authored several papers with Robert Shiller, the Nobel laureate for Economics in 2013. He conducted consulting for various banks, hedge-funds, start-ups and executive training houses including Lloyds and London Financial Studies.
His research interests include:
- Financial derivatives
- Real estate derivatives
- Risk management
- Model risk
- Applied financial econometrics
- Minimum capital requirements
- Systemic risk testing
- Financial networks
Personal webpage: https://profiles.sussex.ac.uk/p327862-radu-tunaru