Open to University of Oxford faculty, researchers and doctoral students only, the Oxford Fidelity Research Fund provides financial support for academic research projects with potential applications in the field of Asset Pricing.
Examples of topics of interest include but are not limited to: empirical evidence on sectional pricing of equities, debt, commodity and currency instruments; asset return predictability, both theoretical and empirical, across a range of asset classes; the importance of qualitative, and not just quantitative information in pricing assets; the inter-linkages between international asset markets; delegated portfolio management in mutual funds and hedge funds; the use of corporate finance information in asset pricing; liquidity and market microstructure; behavioural finance; and sovereign and corporate credit modelling.
Guidelines for Authors
Grants of up to £15,000 a piece are awarded each year. These grants are unencumbered in their usage, in the sense that they may be applied to any relevant research expense subject to standard Oxford University Policy. Support of a research project by the Oxford Fidelity Research Fund does not in any way preclude subsequent publication of the paper in a journal of the researcher's choice. Grant recipients will be potentially expected to give a seminar at Fidelity on their research findings; to present their findings in a draft paper upon completion; and to acknowledge support from the Oxford Fidelity Research Alliance.
Application Process
The research proposal should be submitted to oxford-fidelity@sbs.ox.ac.uk (no hardcopies required). The research proposal should include the following:
- A cover page with title, authors, addresses and phone numbers;
- A short abstract of no more than one page;
- A statement of research objectives and a literature review placing the study in context;
- A clear and detailed description of the research method and the expected form of the results, together with a discussion of the practical value of the project;
- A proposed timetable;
- A copy of (each) researcher's resume; (separate files)
- A related paper, if available, may be enclosed. (separate files);
- A completed Application Form (please click to here to download form)
Application Deadline
Decisions on proposals are made annually by the Oxford Fidelity Research Committee. The next deadline for submission for research proposals is 25th September 2011.
If you have any queries please contact oxford-fidelity@sbs.ox.ac.uk.