Darrell Duffie

Darrell Duffie is a Director at Dimensional Fund Advisors. Prior to this, they were an Assistant Professor of Finance at Cass Business School from July 2015 to June 2020, where they were responsible for research, teaching, and consultancy in asset pricing, systematic trading strategies, statistical arbitrage, risk management, and market inefficiencies.

Duffie has won 1st prize at the 2018 Chicago Quantitative Alliance (CQA) academic competition for their paper on Short-term Momentum in US and international equities. Darrell has also presented their research at some of the world’s top business schools and buy/sell side firms. In addition, Duffie is a co-organiser of the annual conference on Corporate Policies and Asset Prices (COAP). Keynote speakers at this event have included Neng Wang, Hui Chen, Stefan Nagel, and Ray Ball.

Duffie’s teaching responsibilities have included Derivatives Trading and Hedging (FR2211; '15-'19), Risk Analysis and Modelling (FR2208, '15-'19), Fixed Income (SMM539; '17-'19), and Quantitative Methods (SMM074; '19-).

Before their time at Cass Business School, Duffie was a PHD Researcher at Copenhagen Business School from July 2010 to May 2015. Darrell was also a Teaching Assistant at Københavns Universitet - University of Copenhagen from September 2009 to September 2011.

Darrell Duffie has a Doctor of Philosophy - PhD from Copenhagen Business School in Financial Economics. Darrell also did PhD Exchange Programs in Finance, General from both Stanford University and Princeton University. Lastly, they have a Master’s Degree in Mathematics-Economics from Københavns Universitet - University of Copenhagen and a Bachelor’s Degree in MathematicsEconomics from the same school. Darrell Duffie also has a Danish high-school certificate (STX) in Mathematical-scientific from Tårnby Gymnasium.