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Welcome

The Centre for Quantitative Research in Financial Economics focuses on the fundamental problems in quantitative finance and economics using econometrics, statistics, and machine learning. Our objective is to provide new insights into the workings of the economy and financial markets using the latest methodology for economic and financial analysis and decision making. The centre also aims to facilitate research, particularly research leading to real-world impact, as well as cross-collaboration through its regular seminars and workshops, which host some of the top international researchers in economics and finance.

News and Upcoming Events

Keynote Speaker: Albert Menkveld, Vrije Universiteit Amsterdam
17 January 2023, Seminar with Florian Wegert, University of Neuchâtel
'Hedge Funds and the Positive idiosyncratic Volatility Effect'
Keynote Speaker: Dacheng Xiu, Chicago Booth
Keynote Speaker: Dimitri Vayanos, London School of Economics
10 June 2024, Seminar with Robert Kosowski, Imperial College London

University student
At QRFE we aim to better our understanding of risks and uncertainty by leveraging the extensive data brought by the Information Age.

Arzé Karam
Centre Director

Explore Our Research Centre

Our members are highly inter-disciplinary in the named research areas and work extensively together generating a broad spectrum of publications.

  • Our Current Projects

    Find out more about our range of projects focusing on the fundamental problems in quantitative finance and economics.
    Man at computer with image overlaid by graphs
  • Our People

    Get in touch with our outstanding team of researchers.
    Durham Cathedral from the river
  • Our Events

    Quantitative Research in Financial Economics (QRFE) research centre focuses on all aspects of quantitative and empirical financial modelling.
    Data and Economic Growth conceptual picture, man in front of graphics

Our Current Projects

Find out more about our range of projects focusing on the fundamental problems in quantitative finance and economics.
Man at computer with image overlaid by graphs

Our People

Get in touch with our outstanding team of researchers.
Durham Cathedral from the river

Our Events

Quantitative Research in Financial Economics (QRFE) research centre focuses on all aspects of quantitative and empirical financial modelling.
Data and Economic Growth conceptual picture, man in front of graphics

Get in Touch

If you would like find out more about the Centre for Quantitative Research in Financial Economics, please email our team.

Durham University Business School

Mill Hill Lane 
Durham DH1 3LB, UK 

Telephone: 
+44 (0)191 334 5200