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Dr Linh Hoang Nguyen

Job: Senior Lecturer in Accounting and Finance

Faculty: Business and Law

School/department: Leicester Castle Business School

Research group(s): Finance and Banking Research Group

Address: Hugh Aston Building

T: 0116 257 7220




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, network analysis, machine learning. He has been a CFA Charterholder since 2012. He has been the programme leader of BSc Global Finance and BSc Finance and Investment at DMU since 2019.

Research group affiliations

DMU Finance and Banking research group

Publications and outputs 

Nguyen, L.H., Chevapatrakul, T. and Yao, K., 2020. Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach. Journal of Empirical Finance, 58, pp.333-355. DOI: 10.1016/j.jempfin.2020.06.006

Nguyen, L.H., Nguyen, L.X.D. and Tan, L., 2020. Tail risk connectedness between US industries. International Journal of Finance & Economics. DOI: 10.1002/ijfe.1979

Harris, R.D., Nguyen, L.H. and Stoja, E., 2019. Systematic extreme downside risk. Journal of International Financial Markets, Institutions and Money, 61, pp.128-142.

Harris, R.D., Nguyen, L.H. and Stoja, E., 2019. Extreme downside risk and market turbulence. Quantitative Finance, DOI: 10.1080/14697688.2019.1614652 

Nguyen, L.H., Nguyen, L. X. D., Adegbite, E., 2017. Does Mean-CVaR outperform Mean-Variance? A practical perspective. Working paper. Available at SSRN:

Nguyen, L.H., Lambe, B. 2019. International Tail Risk Connectedness: Network and Determinants. Working paper. Available at SSRN:

Research interests/expertise

Asset pricing

Risk modelling

Portfolio optimisation

Econometrics modelling

Network analysis

Machine Learning

Areas of teaching

Asset pricing

Corporate finance

Financial derivatives




PhD in Finance, University of Exeter

Membership of external committees

CFA Institute

Membership of professional associations and societies

CFA Society of the UK

Professional licences and certificates

CFA Charterholder

Conference attendance

European Financial Management Association Annual Conference (S.Miguel Island, 2019), European Financial Management Association. Paper presented: Tail risk connectedness between US industries.

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.

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

Internally funded research project information

VC2020 Research fund


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