Alfonso  Dufour

Alfonso Dufour

Associate Professor, Henley Business School

Alfonso Dufour is an Associate Professor of Finance at Henley Business School. He is Programme Co-Director of MSc Finance and Financial Technology (FinTech).

Alfonso holds a Laurea in Economia e Commercio (cum laude) from the University of Venice, Italy and an MA and a PhD in Economics, both from the University of California, San Diego.

His research interest spans issues in financial econometrics, market design and structure, empirical market microstructure. He has written articles about forecasting models for transaction prices; measures of market liquidity; and methods for comparing and contrasting alternative market structures. Currently, he is studying the effects of market fragmentation on the quality of European markets.

His paper ‘Time and the price impact of a Trade’ (with Robert F. Engle) was short-listed for the Smith-Breedon best paper prize in the Journal of Finance for 2001.

He is Course Convenor of the Derivative Securities — Pricing and Trading module on the BSc programme and of the Trading and Exchanges module on the MSc programme.