GREG B DAVIES, PhD
Head of Behavioural and Quantitative Investment Philosophy
Based in London, Greg B Davies leads a global team of behavioural and quantitative finance specialists, and is responsible for the design and global implementation of Barclays’ Investment Philosophy.
He is an Associate Fellow at Oxford University’s Saïd Business School, and his first book, Behavioral Investment Management, was published in January.
He holds an undergraduate degree from the University of Cape Town, an MPhil in Economics, and a PhD in Behavioural Decision Theory, both from Cambridge University.
Greg can be contacted on greg.davies2@barclays.com
Publications
Book
Davies, Greg B. and Arnaud de Servigny. 2012. Behavioral Investment Management: An Efficient Alternative to Modern Portfolio Theory. McGraw-Hill.
Book Chapter
Egan, Daniel, Greg B. Davies, and Peter Brooks. 2011. Comparisons of risk attitudes across individuals in Wiley Encyclopedia of Operations Research and Management Science.
Selected Articles
Davies, Greg. 2003. The realities of spending. Argent.
Davies, Greg B. 2006. Rethinking risk attitude: aspiration as pure risk. Theory and Decision.
Davies, Greg B. and Steven E. Satchell. 2007. The behavioral components of risk aversion. Journal of Mathematical Psychology.
Otto, Philipp, Greg B. Davies, and Nick Chater. 2007. Note on ways of saving: mental mechanisms as tools for self-control? Global Business and Economics Review
Otto, Philipp, Greg B. Davies, Nick Chater, and Henry Stott. 2009. From spending to understanding: analyzing customers by their spending behavior. Journal of Retailing and Consumer Services.
Vlaev, Ivo, Nick Chater, Rich Lewis, and Greg B. Davies. 2009. Reason-based judgments: using reasons to decouple perceived price-quality correlation. Journal of Economic Psychology.
PETER BROOKS, PhD
Head of Behavioural Finance, Asia Pacific
Based in Singapore, Peter provides specialist knowledge to our Asian businesses in Singapore, Hong Kong, India and Japan. He focuses on the psychology and attitudes of investors in emerging economies.
He provides research commentary on how investor attitudes are affected by prevailing market conditions and how this links to investor behaviours. He frequently shares his insight in the leading business newspapers across Asia.
He holds a M.Sc. in Economics and Econometrics, and a Ph.D. in Behavioural and Experimental Economics, from the University of Manchester.
Peter can be contacted on peter.brooks@barclaysasia.com
Publications
Book Chapter
Egan, Daniel, Greg B. Davies, and Peter Brooks. 2011. Comparisons of risk attitudes across individuals, in Wiley Encyclopedia of Operations Research and Management Science.
Brooks, Peter, Daniel Egan and Greg B. Davies. 2012. Individual Investor Preferences and Behavior, in Davies, Greg B. and Arnaud de Servigny. 2012. Behavioral Investment Management: An Efficient Alternative to Modern Portfolio Theory. McGraw-Hill.
Selected Articles
Brooks, Peter, and Horst Zank. 2005. Loss averse behavior. Journal of Risk and Uncertainty.
Isoni, Andrea, Peter Brooks, Graham Loomes, and Robert Sugden. 2011. Do markets reveal preferences – or shape them. CBESS Working Paper Series, University of East Anglia.
Brooks, Peter, Simon Peters, and Horst Zank. 2011. Risk behaviour for gain, loss and mixed prospects. Schoolof Economics Discussion Paper Series, University of Manchester.
EMILY HAISLEY, PhD
Investment Philosophy & Behavioural Finance
Emily Haisley joined the Behavioural Finance team in September 2010. Her background is in academic research and teaching at the intersection of psychology, economics and organizational behaviour.
Emily’s research has been published in academic journals and has received citations in the popular press. Her research partners have included McKinsey & Co., Google, PNC Bank and the U.S. Department of Health and Human Services.
Prior to joining Barclays she was a Post-Doctoral Associate at the School of Management of Yale University. She received a PhD in Organizational Behaviour from Carnegie Mellon University and an undergraduate degree in Psychology from Brown University.
Emily can be contacted on emily.haisley@barclays.com
Under Submission
Choi, James, Emily Haisley, Jennifer Kurkoski and Cade Massey. 2012. Small cues change savings choices. Invited submission at Review of Financial Studies.
Publications
Haisley, Emily, Christine Kaufman and Martin Weber. 2012. The role of experience sampling and graphical displays on one’s investment risk appetite. Management Science.
Haisley, Emily, Kevin Volpp, Thomas Pellathy and George Loewenstein. 2011. Promoting Completion of Health Risk Assessments with Lottery Incentives. American Journal of Health Promotion.
Haisley, Emily and George Loewenstein. 2010. It is not what you get but when you get it: The effect of gift sequence on deposit balances and customer sentiment in a commercial bank. Journal of Marketing Research.
Haisley, Emily and Roberto Weber. 2010. Self-serving interpretations of ambiguity and other-regarding behavior. Games and Economic Behavior.
Haisley, Emily, Romel Mostafa and George Loewenstein. 2008. Myopic risk seeking: The impact of narrow decision bracketing on lottery play. Journal of Risk and Uncertainty.
Haisley, Emily, Romel Mostafa and George Loewenstein. 2008. Subjective relative income and lottery ticket purchases. Journal of Behavioral Decision Making.
Goodman, Paul and Emily Haisley. 2007. Social comparison processes in an organizational context: New directions. Organizational Behavior and Human Decision Processes.
Book Chapter
Loewenstein, George and Emily Haisley. 2008. The economist as therapist: Methodological ramifications of ‘light’ paternalism in Perspectives on the future of economics: Positive and normative foundations.
SHWETA AGARWAL
Behavioural Finance Research Consultant
Based in London, Shweta works periodically for the Behavioural Finance team at Barclays and helps to develop and implement commercial models that integrate mathematical techniques with real world behaviour. She focuses on building quantitative tools for portfolio recommendation.
Shweta is currently a PhD student (AXA Research Fellowship) at the London School of Economics in the Management Science group. She is pursuing research on decisions under risk and uncertainty and its implications for risk management.
Shweta holds a M.A. in Mathematics from the University of Cambridge and a M.Sc. (Distinction) in Decision Sciences from the London School of Economics.
Shweta can be contacted on shweta.agarwal@barclays.com
Publications
Book Chapter
Davies, Greg B. and Shweta Agarwal. 2012. “Behaviouralizing” Risk/Return Optimization, in Davies, Greg B. and Arnaud de Servigny. 2012. Behavioral Investment Management: An Efficient Alternative to Modern Portfolio Theory. McGraw-Hill.
ROBERT BROWN
Head of Global Research & Investments, UK, EMEA, Asia
Robert is Head of Global Research and Investments, UK, EMEA and Asia. He is a member of the Barclays Management Committee for Wealth and Investment Management. Robert has a Masters in Business Administration from Harvard Business School, a Ph.D. in Solid State Physics from Cambridge University and a B.Sc. in Physics with Solid State Electronics from Exeter University.
THOMAS LEE
Head of Global Research & Investments, Americas
Thomas Lee is Head of GlobalResearch & Investments for Barclays in the Americas. He is also a member of the Barclays Management Committee for Wealth and Investment Management.
Tom holds a BS from Cornell University and a JD from Emory University School of Law.
ANTONIA LIM, CFA
Global Head of Quantitative Research
Based in London, Antonia Lim leads the global quantitative research team, and is responsible for the design of Barclays' asset allocation policy and the products and tools implementing its Investment Philosophy.
She has over a decade of experience in wealth management and prior to joining Barclays was Head of Quantitative Research for Kleinwort Benson Bank focusing on strategic and tactical asset allocation and fund selection.
Antonia holds a Masters in Physics from the University of Oxford where she was awarded an academic scholarship. Her masters specialisation centred on option hedging strategies.
