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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 ÉëÒ÷Ö®Íõ 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 ÉëÒ÷Ö®Íõ since 2019.

ÉëÒ÷Ö®Íõ Finance and Banking research group

Nguyen, L.H. and Lambe, B.J., 2021. International tail risk connectedness: network and determinants. Journal of International Financial Markets, Institutions and Money, p.101332. DOI: 10.1016/j.intfin.2021.101332

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: 

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

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:  

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: https://papers.ssrn.com/abstract=3391545

Asset pricing

Risk modelling

Portfolio optimisation

Econometrics modelling

Network analysis

Machine Learning

Asset pricing

Corporate finance

Financial derivatives

Economics

Econometrics

PhD in Finance, University of Exeter

CFA Charterholder

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.

VC2020 Research fund