Dr Jaideep S Oberoi

Lecturer in Finance

About

Jaideep is a member of the finance area at KBS. He taught on the MSc in Finance, Investment and Risk in the School of Mathematics, Statistics and Actuarial Science before moving to KBS in September 2016.

Jaideep has a PhD in Finance from the Desautels Faculty of Management at McGill University, a Masters in Economics from Concordia University, and an honours undergraduate in economics from the University of Delhi. He also has a PGCHE from the University of Kent, and is a Fellow of the Higher Education Academy.
He has also worked as an economic analyst, and conducts occasional consulting assignments for financial industry firms on behalf of the University.

Jaideep's blog is at https://blogs.kent.ac.uk/jaideepoberoi/

Research Interests

Jaideep has research interests in several fields in finance. He has published work on corporate risk management and financial risk management. His current research also focuses on issues related to demographic change and their impact on asset prices, risk sharing arrangements, and pension plans.

Teaching

Jaideep currently teaches financial risk management and financial economics in the MSc programmes in Finance. He has previously taught investments as well as corporate finance.

Supervision

Current supervisees

  • Aniketh Pittea (committee member with Pradip Tapadar) – The relationship between ageing and asset prices, and its impact on pension plans
  • Mark Sinclair-McGarvie (Jointly supervised with Professor Jim Griffin) - Bayesian approaches to model risk

Past supervisees

  • Samuel Oduro (Jointly supervised with Professor Jim Griffin) - Bayesian econometric modelling of asymmetric information, bid-ask spread and volatility
  • Evangelia Mitrodima - Essays on the modelling of quantiles for forecasting and risk estimation
  • Dhirendra (Bill) Sakaria - (Second supervisor) Application of Dynamic Factor Modelling to Financial Contagion

Publications

Also view these in the Kent Academic Repository

Article

  • Andrews, D., Oberoi, J., Wirjanto, T. and Zhou, C. (2018). Demography and Inflation: An International Study. North American Actuarial Journal [Online] 22:210-222. Available at: https://doi.org/10.1080/10920277.2017.1387572.
  • Oberoi, J. (2017). Interest rate risk management and the mix of fixed and floating rate debt. Journal of Banking and Finance [Online] 86:70-86. Available at: https://doi.org/10.1016/j.jbankfin.2017.09.001.
  • Andrews, D. and Oberoi, J. (2015). Home equity release for long term care financing: an improved market structure and pricing approach. Annals of Actuarial Science [Online] 9:85-107. Available at: http://dx.doi.org/10.1017/S1748499514000268.

Monograph

  • Griffin, J., Mitrodima, E. and Oberoi, J. (2018). Robustly Modelling the Scale and Shape Dynamics of Stock Return Distributions. tbc. Available at: https://dx.doi.org/10.2139/ssrn.2777214.

Conference or workshop item

  • Nica, M. and Oberoi, J. (2018). Self Dealing and Optimal Compensation. In: 4th International Conference on Applied Theory, Macro and Empirical Finance. Available at: http://amef2018.uom.gr/.
  • Bonnar, S., Curtis, L., Leon-Ledesma, M., Oberoi, J., Rybczynski, K. and Zhou, C. (2018). Population Structure and Asset Values. In: 4th International Conference on Applied Theory, Macro and Empirical Finance. Available at: http://amef2018.uom.gr/.
  • Griffin, J., Mitrodima, G. and Oberoi, J. (2018). Robustly modelling the scale and shape dynamics of stock return distributions. In: 2018 IAAE International Association for Applied Econometrics Conference. Available at: http://iaae2018.org/.
  • Oberoi, J. (2018). Discussion of: Institutional Investors and Home-Biased REITs by Gianluca Mattarocci and Lucia Gibilaro. In: European Financial Management Association Annual Conference. Available at: https://www.efmaefm.org/0EFMAMEETINGS/EFMA%20ANNUAL%20MEETINGS/2018-Milan/2018%20meetings.php.
  • Andrews, D. and Oberoi, J. (2018). From traditional reverse mortgages to broader home equity participation. In: European Financial Management Association Annual Conference. Available at: https://www.efmaefm.org/0EFMAMEETINGS/EFMA%20ANNUAL%20MEETINGS/2018-Milan/2018%20meetings.php.
  • Nica, M. and Oberoi, J. (2018). Self Dealing and Optimal Compensation. In: European Financial Management Association Annual Conference. Available at: https://www.efmaefm.org/0EFMAMEETINGS/EFMA%20ANNUAL%20MEETINGS/2018-Milan/2018%20meetings.php.
  • Nica, M. and Oberoi, J. (2018). Self Dealing and Optimal Compensation. In: Financial Management Association 2018 Annual Conference. Available at: https://www.fma.org/san-diego.
  • Oberoi, J. (2018). Consumption based asset pricing. In: Financial Management Association 2018 Annual Conference. Available at: https://www.fma.org/san-diego.
  • Oberoi, J. (2017). Discussion of: Firms' Capital Structure Choices and Endogenous Dividend Policies by Hursit Celil and Mengyang Chi. In: Financial Management Association Latin America Conference. Available at: http://fmaconferences.org/MexicoCity/ConferenceProgram.htm.
  • Bonnar, S., Curtis, L., Leon-Ledesma, M., Oberoi, J., Rybczynski, K. and Zhou, C. (2017). Population Structure and Asset Values. In: 31st International Congress of Actuaries. Available at: https://ica2018.com/.
  • Andrews, D. and Oberoi, J. (2017). Home Equity Release for UK Seniors: A Twenty-First Century Product Design. In: 31st International Congress of Actuaries. Available at: https://ica2018.com/.
  • Oberoi, J., Bonnar, S. and Maynard, A. (2017). Predicting Long-Term Asset Returns Using Demographic Data. In: 31st International Congress of Actuaries. Available at: https://ica2018.com/.
  • Doshi, H. and Oberoi, J. (2016). The ETF-Index Volatility Spread. In: 10th International Conference on Computational and Financial Econometrics. Available at: http://www.cfenetwork.org/CFE2016/.
  • Griffin, J., Mitrodima, G. and Oberoi, J. (2016). Robustly Modelling the Scale and Shape Dynamics of Stock return Distributions. In: Financial Management Association Latin America Conference. Available at: http://fmaconferences.org/MexicoCity/ConferenceProgram.htm.
  • Andrews, D. and Oberoi, J. (2015). Home Equity Release: An Improved Market Structure and Pricing Approach. In: Actuarial Teachers' and Researchers' Conference.
  • Griffin, J., Mitrodima, G. and Oberoi, J. (2015). Decomposing the scale and shape dynamics of stock return distributions: A joint quantile model. In: Quantitative Methods in Finance Conference. Available at: http://cfsites1.uts.edu.au/qfrc/news-events/events-detail.cfm?ItemId=37007.

Thesis

  • Oduro, S. (2016). Bayesian Econometric Modelling of Informed Trading, Bid-Ask Spread and Volatility.
  • Mitrodima, E. (2015). Essays on the Modelling of Quantiles for Forecasting and Risk Estimation.

Other

  • Tapadar, P., Alai, D., Sweeting, P., Oberoi, J. and Wood, N. (2017). Actuarial Teachers and Researchers Conference 2017. [N/A]. Available at: https://blogs.kent.ac.uk/atrc/.

Research report (external)

  • Diana, A., Griffin, J., Oberoi, J. and Yao, J. (2019). Machine-Learning Methods for Insurance Applications - a Survey. [Online]. Society of Actuaries. Available at: https://www.soa.org/resources/research-reports/2019/machine-learning-methods/.
  • Andrews, D., Oberoi, J., Wirijanto, T. and Zhou, C. (2016). Investigating the Link Between Population Aging and Deflation. [Online]. Society of Actuaries. Available at: https://www.soa.org/Files/Research/research-2016-aging-final-report.pdf.

Confidential report

  • Oberoi, J. (2016). Illiquidity Premium: A Survey. Not for publication.
  • Alai, D., Oberoi, J. and Tapadar, P. (2016). Review of a Mortality Projection Model. Not for publication.
  • Oberoi, J. and Tapadar, P. (2016). International Personal Wealth Flows: A Report on Selected Countries. Not for publication.

Forthcoming

  • Oberoi, J., Pittea, A. and Tapadar, P. (2019). A graphical model approach to simulating economic variables over long horizons. Annals of Actuarial Science.
  • Andrews, D. and Oberoi, J. (2016). Waterloo International Workshop on the Implications of Aging on Asset Values. [N/A]. Available at: https://uwaterloo.ca/statistics-and-actuarial-science/events/waterloo-international-workshop-implications-aging-asset.
Showing 30 of 40 total publications in KAR. [See all in KAR]