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Xiaohan Xue

Xiaohan Xue



ICMA Centre, Whiteknights Campus

Xiaohan obtained his bachelor degree BSc Mathematics with Finance (First Class) from the University of Liverpool, jointly with Xi'an Jiaotong-Liverpool University (XJTLU). Then he obtained an MSc Risk Management and Financial Engineering with a Distinction class from the Imperial College London.

Before joining ICMA Centre, Xiaohan received an MRes in Finance degree from Warwick Business School. Xiaohan is currently a doctoral researcher supervised by Dr Emese Lazar, at the ICMA Centre. His research interests include: high-frequency financial econometrics, risk measures estimation and forecasting, model risk and empirical asset pricing.