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Research

Research Interests

Climate-Finance & Sustainable Investing, Quantitative Finance & Portfolio Optimization, Pension & Retirement Systems, Financial Econometrics & Risk Modeling, Liability Driven Investments, Actuarial Science.

 

Publications and Manuscripts:

  1. Dadzie-Dennis, R., Feng, M., and Hardy, M. (2025). Modeling Transition and Physical Risks in Pension Plan Investment Strategies: A Multivariate Normal Regime Switching Approach. Revise & Resubmit
  2. Dadzie-Dennis, R., Feng, M., and Hardy, M. (2025). Empirical Analysis of Climate-Smart and Traditional Portfolios with Emphasis on Metric Sequencing and Out-of-Sample Performance. Under Review
  3. Dadzie-Dennis, R. and Wirjanto, T.S. (2025). A Feasibility Study of Climate Portfolio Construction Strategies. Under Review
  4. Dadzie-Dennis, R., Feng, M., and Hardy, M. (2025+). Evaluating the Resilience of Pension Glidepaths in a Climate-Sensitive Economy. Working Paper

 

Academic Presentations:

  1. 60th Actuarial Research Conference - York, Canada (July, 2025)
    • Title: Evaluating the resilience of pension glidepaths in a climate-sensitive economy
  2. The 2nd Actuarial, Finance, Risk and Insurance Congress - Maasai Mara, Kenya (June, 2025)
    • Title: Evaluating the resilience of pension glidepaths in a climate-sensitive economy
  3. 2025 Perspectives on Actuarial Risks in Talks of Young researchers - Liverpool, UK (May, 2025)
    • Title: Evaluating the resilience of pension glidepaths in a climate-sensitive economy
  4. The 5th Waterloo Student Conference in Statistics, Actuarial Science and Finance - Waterloo, Canada (October, 2024)
    • Title: Empirical Analysis of Climate Smart Investing
  5. Weekly Seminars on Risk Management and Actuarial Science - Waterloo, Canada (October, 2024)​​​​​​​
    • ​​​​​​​​​​​​​​Title: Modeling Transition and Physical Risks in Pension Plan Investment Strategies: A Multivariate Normal Regime Switching Approach
  6. The 1st Actuarial, Finance, Risk and Insurance Congress - Victoria Falls, Zimbabwe (July, 2023)​​​​​​​
    • Title: Modeling Transition and Physical Risks in Pension Plan Investment Strategies: A Multivariate Normal Regime Switching Approach

 

 

Collaborations and conversations in my research areas are always welcome!