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40 years

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Dr John Garvey

Role: 

Lecturer in Risk Management & Insurance

Department: 
Accounting & Finance
Email: 
John.Garvey@ul.ie
Other Contact Details: 

Telephone: +353 61 213593
Fax: +353 61 213188
Room: KB2-27

Teaching Interests: 

Insurance & Reinsurance Systems
Integrated Risk Management
Quantitative Risk Management Techniques
Alternative Risk Transfer Techniques

Research Interests: 

Volatility Modelling & Forecasting
Fractional Dynamics in Asset Prices
Portfolio Optimisation and Dynamic Programming
Behavioural Economics/Finance: - Decision-Makin Under Uncertainty
Pricing Structuring Energy Supply Contracts

Personal Profile: 

Prior to taking up his position in UL, John has worked for Hibernian Life and Pensions, a subsidiary of the Aviva Insurance Group as an Investment Advisor. John also fulfilled other roles within the Aviva Group, working as a commercial underwriter in both the general insurance arm and group pensions.

 

John has a primary degree in Economics and English and a Masters Degree in Applied Economics from the National University of Ireland, Galway. In 2002, he obtained an MSc in Investment and Treasury from Dublin City University. He completed a PhD in Quantitative Finance in 2008. This research focused on modelling and forecasting asset volatility including identifying optimal forecasting methods and examining long run (fractional) patterns in asset volatility. The practical implications of long memory effects in asset volatility are identified through the implementation of a derivative strategy in discrete time.

 

John's other interests lie in behavioural economics. He is currently engaged in a number of projects that examine decision-making in uncertain environments. He is also working on applications of prediction markets in large group teaching. John's key teaching interests lie in reinsurance, financial risk management and portfolio theory. His primary focus is on the theory of risk-bearing and traditional risk transfer mechanisms such as the reinsurance market and financial derivatives. More recently, he has taught on International programmes at the Department of Economics and Accounting, University of Tampere, Finland and Karel de Grote-Hogeschool, Antwerp, Belgium.