Dr Linh Hoang Nguyen

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.

DMU Finance and Banking research group

Harris, R.D., Nguyen, L.H. and Stoja, E., 2019 (Accepted/In press). Systematic extreme downside risk. Journal of International Financial Markets, Institutions and Money

Harris, R.D., Nguyen, L.H. and Stoja, E., 2019 (Accepted/In press). Extreme downside risk and market turbulence. Quantitative Finance

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

Asset pricing

Risk modelling

Portfolio optimisation

Econometrics modelling

Network analysis

Asset pricing

Corporate finance

Financial derivatives

Economics

Econometrics

PhD in Finance, University of Exeter

CFA Charterholder

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.

VC2020 Research fund