Research at Quantitative Methods in Management
The prime areas of emphasis in research of Quantitative Methods in Management are:
- The mathematics of finance
- The optimal management of renewable natural resources
- Real options applications on the real estate market
- Risk management techniques
- Optimal control and stopping of Markov processes
Research projects
Analysis of the House Price-Income Relationship
Janne Engblom with Elias Oikarinen et al.
A spatial equilibrium model of the relationship between house prices and personal income is estimated. Using data for the 50 largest U.S. Metropolitan Statistical Areas (MSAs) modern panel analysis tools are applied. Methods allow geographic heterogeneity and control for spatial dependence.