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Professor Radu S. Tunaru

Professor of Finance and Risk Management

Head of ICMA Centre for Finance
Head of the Finance and Accounting Department, Henley Business School, University of Reading

Radu Tunaru

Specialisms

  • Structured Finance, 
  • Model Risk, 
  • Real-Estate Finance, 
  • Risk Management, 
  • Empirical Finance

Professor of Finance and Risk Management

Reference: Fabozzi, F. J., Shiller, R. J. and Tunaru, R. S. (2020) A 30-year perspective on property derivatives: what can be done to tame property price risk? Journal of Economic Perspectives, 34 (4). pp. 121-145. ISSN 1944-7965 doi: https://doi.org/10.1257/jep.34.4.121
Henley faculty authors:
Professor Radu S. Tunaru
Reference: Barunik, J., Bevilacqua, M. and Tunaru, R. (2022) Asymmetric network connectedness of fears. Review of Economics and Statistics, 104 (6). pp. 1304-1316. ISSN 1530-9142 doi: https://doi.org/10.1162/rest_a_01003
Henley faculty authors:
Professor Radu S. Tunaru
Reference: Bevilacqua, M., Tunaru, R. and Vioto, D. (2023) Options-based systemic risk, financial distress, and macroeconomic downturns. Journal of Financial Markets, 65. 100834. ISSN 1386-4181 doi: https://doi.org/10.1016/j.finmar.2023.100834
Henley faculty authors:
Professor Radu S. Tunaru
Reference: Azevedo, A., Colak, G., El Kalak, I. and Tunaru, R. (2024) The timing of voluntary delisting. Journal of Financial Economics, 155. 103832. ISSN 1879-2774 doi: https://doi.org/10.1016/j.jfineco.2024.103832
Henley faculty authors:
Professor Radu S. Tunaru
Reference: Lazar, E. , Qi, S. and Tunaru, R. (2024) Measures of model risk for continuous-time finance models. Journal of Financial Econometrics. ISSN 1479-8417 doi: https://doi.org/10.1093/jjfinec/nbae001
Henley faculty authors:
Professor Emese Lazar - Professor Radu S. Tunaru