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Faculty & Research


Lucie Tepla

Senior Affiliate Professor of Finance


Additional Information
Research Areas
  • Portfolio Choice and Risk Management
  • Credit Risk
Teaching Areas
  • Corporate Financial Policy
  • Derivatives
  • Financial Economics
  • Credit Derivatives
  • Structured Credit


PhD in Engineering-Economic Systems and Operations Research from Stanford University, USA, MBA (Finance and Accounting) from William E. Simon Graduate School of Business, University of Rochester, NY, USA and BA in Management Science with Computing from the University of Kent in the UK. Lucie Tepla's research interests include portfolio investment, derivatives, term-structure modelling and risk management. Recent publications include: 'Optimal portfolio investment with borrowing and short sale constraints' and 'Optimal Investment with Minimum Performance Constraints'. Lucie Tepla has taught graduate level and executive education classes in Investment Science at Stanford University. She has worked for BZW, Credit Suisse and Cornerstone Research, a litigation-consulting firm.

Lucie Tepla directs the Transition to General Management programme.