Bahman Angoshtari
Bahman AngoshtariMSc, BSc
eMail:
Bahman [dot] Angoshtari [-at-] maths [dot] ox [dot] ac [dot] uk
Reception/Secretary: +44 1865 273525
Oxford-Man Institute of Quantitative Finance,
Mathematical Institute |
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. |
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