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Dr Andrew Mason

Lecturer in Finance

Qualifications: PhD, BSc

Email:
Phone: Work: 01483 68 3093
Room no: 68 MS 02

Office hours

Tues: 3.30pm-4.30pm

Fri: 10.30am-12.30pm

Please e-mail for an appointment as priority is given to those who have booked appointments

Further information

Biography

Andrew gained more than 20 years hands on experience in the financial sector, in Investment Management and Investment Banking, prior to returning to academia. This includes positions as Economist and Investment Strategist at leading investment banks Nomura and Citicorp before moving into investment management. Andrew held senior investment management roles at leading pension funds including USS, one of the UK’s largest funds, and U.S. mutual fund Kemper. He was a top performance ranked investment manager by WM (UK) and Lipper (US). He was also Head of Equities at Philips Pension Fund, one of the largest pension funds in Europe and has experience of asset allocation and specialist mandates including hedge funds and private equity.

PhD ‘Equity Investment Philosophies, Investment Styles & Investment Processes’ from Southampton University

Research Interests

Equity Investment Styles, Performance Measurement, Asset Allocation, Mutual Funds, Hedge Funds.

Research Collaborations

CASS & University of Southampton

Publications

Journal articles

  • Mason A, McGroarty FJ, Thomas SH. (2012) 'Style Analysis for Diversified US Equity Funds'. The Journal of Asset Management,
    doi: 10.1057/jam.2012.6

    [ Status: Accepted ]
  • Skinner FS, Mason A. (2011) 'Covered interest rate parity in emerging markets'. Elsevier International Review of Financial Analysis, 20 (5), pp. 355-363.
    doi: 10.1016/j.irfa.2011.06.008
    Full text is available at: http://epubs.surrey.ac.uk/127270/

Conference papers

  • Mason A, Thomas S, McGroarty F. (2012) 'Complementary or Contradictory: Combining Returns Based and Characteristics Based Investment Style Analysis'. Hamburg: EFM 2012 Symposium on Asset Management
  • Mason A. (2011) 'Revealed Preferences and Investment Outcomes: Characteristic Based Style Analysis and Market Phases'. Rome, Italy: 18th Annual Conference of the Multinational Finance Society
  • Mason A. (2010) 'Investment Philosophies and Investment Beliefs Determine Investment Outcomes'. Chicago, IL.: 2nd Annual Meeting of the Academy of Behavioral Finance & Economics
  • Mason A. (2010) 'Combined Returns Based and Characteristics Based Style Analysis: Greater Than the Sum of the Parts?'. Barcelona, Spain: 17th Annual Conference of the Multinational Finance Society
  • Mason A, McGroarty FJ, Thomas S. (2009) 'The New Debate for Returns Based Style Analysis; RBSA or BFI?'. Rethymno, Crete: 16th Annual Conference of The Multinational Finance Society
  • Mason A, Thomas S. (2008) 'Portfolio Characteristics and Equity Investment Styles: A Multidimensional Approach'. Orlando, Florida: 15th Annual Conference of the Multinational Finance Society

Book chapters

  • Mason A. (2012) 'Equity Investment Styles'. in Baker HK, Filbeck G (eds.) Portfolio Theory and Management Oxford University Press
    [ Status: In preparation ]

Other publications

  • Mason A, Thomas S, McGroarty FJ. (2011) Complementary or Contradictory? Combining Returns Based & Characteristics Based Investment Style Analysis.
  • Mason A, Thomas S, McGroarty FJ. (2011) Combining Returns Based and Characteristics Based Style Analysis for US Diversified Equity Funds.
  • Mason A, Thomas S, McGroarty FJ. (2011) Returns Based Style Groups and Benchmarking.

Teaching

Financial Risk Management (UG level 3) 

Business Finance (UG level 2)

Corporate Finance (UG level 2)

Previous Teaching includes Investment Management (MSc) & Economics for Business (MBA)

Departmental Duties

Editor Subject Group Newsletter

Programme Leader MSc Financial Services Management

Affiliations

Member Financial Management Association
Member Multinational Finance Society

Other

Representative of the University on theifs School of Finance Academic Standards & Quality Committee