Weihao Han — the University of Bath's research portal

Emailwh587@bath.ac.uk

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Education/Academic qualification

Financial Engineering, Master of Science, University of Glasgow

Award Date: 29 Nov 2018

Economics, Bachelor of Economics, Yonsei University

Award Date: 25 Aug 2015

Keywords

HG Finance
FinTech
Empirical Asset Pricing
Machine Learning
Portfolio Theory

1 Working paper

Cryptocurrency Factor Portfolios: Performance, Decomposition and Pricing Models
Han, W., Newton, D., Platanakis, E., Sutcliffe, C. & Ye, X., Jun 2021, (Submitted) p. 1-104, 104 p.
Research output: Working paper