Mungo Wilson

Associate Professor of Finance

Saïd Business School
University of Oxford
Park End Street


Alongside his role at Saïd Business School, Mungo is an associate member of the Oxford Man Institute of Quantitative Finance, both in the University of Oxford. He specialises in asset pricing and mutual funds.

Having studied PPE at the University of Oxford, Mungo initially trained as a solicitor and worked at Slaughter and May, before reading for an MSc in Economics from the London School of Economics and PhD in Economics from Harvard University.

Before joining Saїd Business School in 2009, Mungo held positions as Assistant Professor in the Department of Finance at the Hong Kong University of Science & Technology, and as a Visiting Lecturer at the London School of Economics.


  • Asset pricing
  • Credit ratings
  • Macroeconomic conditions and asset prices
  • Mutual funds
  • Information transmission across markets

Read Mungo's CV.


Mungo’s research is concerned with asset pricing.

In particular, his work is centred on assessing how risk affects asset prices. He also studies mutual funds, analysing how their behaviour is affected by growth, and credit risk.

His research falls into four main areas:

  1. Credit ratings
  2. Macroeconomic conditions and asset prices
  3. Mutual funds
  4. Information transmission across markets


One central bank to rule them all(opens in new window)

  • Journal article
  • Review of Finance
  • F Brusa,
  • P Savor,
  • Mungo Wilson
  • Jens Hilscher,
  • Mungo Wilson

Earnings Announcements and Systematic Risk(opens in new window)

  • Journal article
  • The Journal of Finance
  • Jens Hilscher,
  • Joshua M Pollet,
  • Mungo Wilson

Asset pricing: A tale of two days(opens in new window)

  • Journal article
  • Journal of Financial Economics
  • Pavel Savor,
  • Mungo Wilson
See more publications


Much of Mungo’s research is of relevance to finance practitioners.

His work on asset pricing has been presented to hedge funds located in the US, Europe and Asia.

As an associate member of the Oxford-Man Institute of Quantitative Finance, Wilson is keen to take into account the commercial world of quantitative finance as well as the academic.

Mungo sits on the program committee for the Adam Smith Asset Pricing Conference, an annual meeting held at the University of Oxford. Mungo is also on program committees for European Finance Association, European Financial Management Association, Western Finance Association and CEPR Annual Spring Symposium. Mungo is also on the scientific committee for World Finance Conference.

Mungo is a reviewer for Journal of Political Economy, Journal of Finance, Journal of Financial Economics, Review of Financial Studies, Economics Letters, Management Science, Journal of Empirical Finance, Review of Finance, Journal of Financial and Quantitative Analysis and Journal of Business Finance and Accounting.

Mungo is a board member of EA Asia Absolute Return Master Fund (since 2010), EA Asia Absolute Return Fund (since 2010), EA Asia ex-Japan Dynamic Protection Feeder Fund (since 2014), EA Asia ex-Japan Dynamic Protection Master Fund (since 2014), EA Asia ex-Japan Dynamic Protection U.S. Feeder Fund (since 2014), Edinburgh Worldwide Investment Trust (since December 2016) and Neorisk Reap Asia Equity Fund (since December 2016). He is also an advisory board member for Broadwell Capital Limited (from 2015).


Mungo teaches Microeconomics to MBA and EMBA students.

The course introduces students to the core elements of modern economic theory and its applications. It exposes students to some of the tools which are necessary for work in economics, and provides a foundation for further study and research. Mungo teaches supply and demand, how industry structure affects firm profitability, price discrimination, game theory and auctions.


Mungo supervises Saϊd Business School doctoral students