Phelim Boyle

• Fellow of the Royal Society of Canada, 2019.
• Knight Distinguished Lecturer, University of Manitoba, 2012.
• Gold Medal Research Award, UK Institute of Actuaries, 2008.
• Financial Engineer of the Year, International Association for Quantitative Finance  2006.
• Research Professor, University of Waterloo, 2006.
• Centennial Gold Medal, International Actuarial Association, 1995.
• INA Medal for Distinguished Research, Italian Academy of Science, 1989.
• First winner of David Halmstad Award, Best paper in actuarial science worldwide, 1980.

I welcome enquires from potential graduate students who are passionate about research.

• Boyle, Phelim P. , Yuchen Mei and Johnny Li  (2019),  Improved Risk Sharing and Borrowing in Mortgage Design, accepted for publication   North American Actuarial  Journal.
• Boyle, Phelim P.,  and Thierno B. N’Diaye (2018), Correlation Matrices with the Perron- Frobenius  Property,  The Electronic Journal of Linear Algebra, 34, 240-268.
• Boyle, Phelim P., David Melkuev,  Shuai Yang and Johnew Zhang  (2018), Short   Positions in the First Principal Component, North American Actuarial  Journal, 22(2),  223-251.
• Boyle, Phelim P. and Stephen Szaura  (2015), Leverage and Closed End Bond Funds ,  Journal of Fixed Income. 24(4), 47-59. 
• Boyle, Phelim P.  (2014), Positive weights on the Efficient Frontier,  North American Actuarial  Journal ,  18(4), 462-477.
• Boyle, Phelim P. and Joseph Kim, (2012), Designing a Counter-Cyclical Insurance Program for Systemic Risk, Journal of Risk and Insurance,  79(4),963-993.
• Boyle, Phelim P., Lorenzo Garlappi, Raman Uppal and Tan Wang (2012), Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification, Management Science, 58,2,253-272.
• Boyle, Phelim P., Ranjini. Jha, J. Shannon  Kennedy and Weidong Tian  (2011), Optimal Stock and Option Proportions in Executive Compensation, Quarterly Journal of Finance, 1(1), 169-203.