Dr Linh Hoang Nguyen

Job: Lecturer in Accounting and Finance

Faculty: Business and Law

School/department: Faculty of Business and Law

Research group(s): Finance and Banking Research Group

Address: Hugh Aston Building

T: 0116 257 7220

E: linh.nguyen@dmu.ac.uk

W: dmu.ac.uk

 

Personal profile

Linh Nguyen did the PhD in Finance at the University of Exeter and had extensive experience in the hedge fund industry. He worked with Spinnaker Capital Limited and Broad Reach Investment Management LLP before joining DMU as a lecturer in Accounting and Finance. His research interest includes asset pricing, risk modelling, portfolio optimisation and management, computational finance. He has been a CFA Charterholder since 2012.

Research group affiliations

DMU Finance and Banking research group

Publications and outputs 

Harris, R.D., Nguyen, L. and Stoja, E., 2016. Systematic tail risk. Bank of England Staff Working Paper No. 637

Harris, R.D., Nguyen, L. and Stoja, E., 2015. Extreme downside risk and financial crises. Bank of England Staff Working Paper No. 547

Nguyen, L., Nguyen, L. X. D., Adegbite, E., 2017. Does Mean-CVaR outperform Mean-Variance? A practical perspective. Working paper. Available at SSRN: https://ssrn.com/abstract=3143827

Nguyen, L., Nguyen, L. X. D., Tan, L., 2018. Tail risk connectedness between US industries. Working paper. Available at SSRN: https://ssrn.com/abstract=3183044

Research interests/expertise

Asset pricing

Risk modelling

Portfolio optimisation

Econometrics modelling

Network analysis

Areas of teaching

Asset pricing

Corporate finance

Financial derivatives

Economics

Econometrics

Qualifications

PhD in Finance, University of Exeter

Membership of external committees

CFA Institute

Professional licences and certificates

CFA Charterholder

Conference attendance

Young Finance Scholars’ Conference (Brighton, 2014), University of Sussex. Paper presented: Harris, R., Nguyen, L., Stoja, E., 2016. Systematic tail risk.

8th Financial Risks International Forum (Paris, 2015), Institut Louis Bachelier. Paper presented: Harris, R., Nguyen, L., Stoja, E., 2015. Extreme downside risk and market turbulence.

Internally funded research project information

VC2020 Research fund

Linh

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