Bahman Angoshtari

 Bahman Angoshtari

Bahman Angoshtari

MSc, BSc

  • DPhil Student

eMail: Bahman [dot] Angoshtari [-at-] maths [dot] ox [dot] ac [dot] uk
Contact Form

Phone Number(s):

Reception/Secretary: +44 1865 273525

Preferred Address:

Oxford-Man Institute of Quantitative Finance,
Eagle House, Walton Well Road,
Oxford OX2 6ED, UK

Departmental Address:

Mathematical Institute
24-29 St Giles'
Oxford
OX1 3LB
England

Research Interests: 

I am a fourth year D.Phil. student in Mathematical and Computational Finance Group, and a student member of Oxford-Man Institute of Quantitative Finance. My research, supervised by Prof. T. Zariphopoulou, lies on the interaction between Portfolio Choice Theory and Financial Econometrics. Currently, my focus is on dynamic asset allocation models in cointegrated markets, with applications including pairs/spread trading and statistical arbitrage techniques.