Richard Harris

Adjunct Professor Richard Harris

+47 55 95 92 19
Financial Econometrics Empirical Finance Risk Mangement Corporate Finance


Richard Harris is Adjunct Professor at NHH alongside his position as Professor of Finance in the Xfi Centre for Finance and Investment at the University of Exeter (since 2002). He received his PhD in Finance in 1997 from the University of Exeter. Previous studies have included two Master degrees, firstly specialising in Economics from University College London and Birkbeck College and secondly, in Chinese Language, Business and International Relations, from the University of Sheffield.

Harris is a Chartered Member of the Chartered Institute for Securities and Investment and has extensive consultancy experience in the investment banking and fund management sectors, having worked at Morgan Stanley, Bank of America/Merrill Lynch and a number of hedge funds. Richard is currently an academic advisor for SLJ Macro Partners LLP, and a member of the asset allocation committee of Parmenion Capital Partners LLP.

Harris is a Fellow of the Higher Education Academy and has held visiting academic positions in the UK, Belgium, China, New Zealand, Russia and Sweden. He has publications in leading international journals including the Economic Journal, the Journal of Econometrics, the Journal of Derivatives, the Journal of Futures Markets and the Journal of Banking and Finance. His research interests lie in the areas of financial econometrics, risk measurement and portfolio management.

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Selected publications

Author(s) Title Publisher
Uchtenhagen, Hannes, Sourial, Samer, Friemann, Rosmarie, Ehnlund, Mariethe, Spetz, Anna-Lena, Harris, Richard, Madhurantakam, Chaithanya, Achour, Adnane Production, purification, crystallization and preliminary X-ray diffraction analysis of the HIV-2-neutralizing V3 loop-specific Fab fragment 7C8 Acta Crystallographica. Section F : Structural Biology and Crystallization Communications Volume 65, page 705 - 708, 2009
Harris, Richard D. F., Yilmaz, Fatih Retrieving seasonally adjusted quarterly growth rates from annual growth rates that are reported quarterly European Journal of Operational Research Volume 188 (3), page 846 - 853, 2008
Harris, Richard D. F., Stoja, Evarist, Tucker, John A simplified approach to modeling the co-movement of asset returns Journal of futures markets Volume 27 (6), page 575 - 598, 2007
Harris, Richard D. F., Guermat, Cherif Bias in the estimation of non-linear transformations of the integrated variance of returns Journal of Forecasting Volume 25 (7), page 481 - 494, 2006
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