Nazem Khan

Dr Nazem Khan is a Departmental Lecturer and Stipendiary Lecturer in Statistics at the Mathematical Institute of the University of Oxford. His research specialization is in Mathematical Finance, focusing on risk modeling, portfolio optimization, and financial engineering. He holds a permanent academic position and can be contacted at nazem.khan@maths.ox.ac.uk.

His research interests include advanced risk assessment methodologies, stochastic control in financial systems, and the intersection of payment networks with optimization theory. His work frequently addresses theoretical challenges in arbitrage detection and coherent risk measure applications.

Dr Khan's recent publications (2019–2025) explore topics ranging from risk paradoxes in portfolio management to regulatory frameworks for expected shortfall. His work demonstrates a focus on practical applications of theoretical finance models in real-world financial systems.

He is affiliated with the Mathematical and Computational Finance research group at Oxford and maintains an academic profile at https://sites.google.com/view/nazemkhan/about. His ORCID identifier is 0000-0003-0146-685X.