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Nazem Khan

I am a first year PhD student at the Department of Statistics, University of Warwick, working under the joint supervision of Prof. Vicky Henderson and Dr. Martin Herdegen.

RESEARCH INTERESTS

I am interested in risk measures and their application to portfolio selection. I am also interested in behavioural aspects of Mathematical Finance, and this currently involves me working on an optimal stopping problem under ambiguity.

PUBLICATIONS AND PREPRINTS

Martin Herdegen and Nazem Khan
A Dual Characterisation of Regulatory Arbitrage for Expected Shortfall
Preprint, 2019. [SSRN]

TEACHING

2018-2019 (Term 2) ST115 Introduction to Probability

Contact details

MSB 4.14
Department of Statistics
University of Warwick
Coventry CV4 7AL

Email: Nazem dot Khan at warwick dot ac dot uk