
Ph.D., M.Sc, B.A
Lecturer
- About
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- Email Address
- weihao.han@abdn.ac.uk
- Telephone Number
- +44 (0)1224 272492
- Office Address
- School/Department
- Business School
Biography
Dr Weihao Han is a Lecturer (Assistant Professor) in Finance at the University of Aberdeen. He joined the business school in 2023 after gaining his Ph.D. in Finance (with University Research Studentship Award) at the University of Bath. Weihao also holds an M.Sc. in Financial Forecasting (with Adam Smith Scholar Award for Excellence) from the University of Glasgow, and a B.A. in Economics from Yonsei University.
His research interests primarily include climate finance, empirical and theoretical asset pricing, FinTech, portfolio management, and machine learning with applications in finance.
Qualifications
- Ph.D. Finance2023 - University of Bath
- M.Sc. Financial Forecasting2018 - University of Glasgow
- B.A. Economics2015 - Yonsei University
Internal Memberships
I currently serve as:
- The Departmental Student Experience Lead
- Personal Tutor
Latest Publications
The diversification benefits of cryptocurrency factor portfolios: Are they there?
Review of Quantitative Finance and Accounting, vol. 63, pp. 469–518Contributions to Journals: ArticlesOn the (almost) stochastic dominance of cryptocurrency factor portfolios and implications for cryptocurrency asset pricing
European Financial Management, vol. 30, no. 3, pp. 1063-1756Contributions to Journals: ArticlesThe diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-19
European Journal of Finance, vol. 29, no. 7, pp. 800-825Contributions to Journals: Articles
Prizes and Awards
- Best paper award in China Finance Review International Conference ($1,000, 2021), Finance Symposium (2021)
- Full University Scholarship for the Ph.D. programme at the University of Bath (approximately £120,000)
- Adam Smith Scholar Award for Excellence for the M.Sc. programme at the University of Glasgow
- Research
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Research Overview
I am currently working on Sustainable Finance, FinTech, and Machine Learning for finance.
Research Areas
Accepting PhDs
I am currently accepting PhDs in Finance.
Please get in touch if you would like to discuss your research ideas further.
Research Specialisms
- Financial Economics
- Finance
- Machine Learning
- Banking
- Risk Management
Our research specialisms are based on the Higher Education Classification of Subjects (HECoS) which is HESA open data, published under the Creative Commons Attribution 4.0 International licence.
- Teaching
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Courses
2023-2024 Fall
2024-25 Spring
2024-25 Spring
2023 Spring
2023 Spring
2023 Fall
Teaching Responsibilities
I am currently responsible for:
- Undergraduate courses
- Postgraduate courses
- Undergraduate Dissertation
- Master Dissertations
- Publications
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The diversification benefits of cryptocurrency factor portfolios: Are they there?
Review of Quantitative Finance and Accounting, vol. 63, pp. 469–518Contributions to Journals: ArticlesOn the (almost) stochastic dominance of cryptocurrency factor portfolios and implications for cryptocurrency asset pricing
European Financial Management, vol. 30, no. 3, pp. 1063-1756Contributions to Journals: ArticlesThe diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-19
European Journal of Finance, vol. 29, no. 7, pp. 800-825Contributions to Journals: Articles