Levon Haroyan is an adjunct lecturer. Currently he works as an investment portfolio manager at Ardshinbank CJSC with a focus on fixed-income, derivatives, structured products and currency management. He also worked at the Central Bank of Armenia as a risk manager within the team of FX Reserves management.
Education:
MS in Financial Mathematics - Yerevan State University, 2016-2018
BS in Actuarial and Financial Mathematics - Yerevan State University, 2014-2016
Courses Taught:
Special Topics in Finance, undergraduate
Financial Engineering, graduate
Quantitative Methods for Economists, graduate
Research Interests:
Portfolio Management, Quantitative Finance, Financial Engineering, Risk Management
Current Research Projects:
Alternative Methods of Strategic Asset Allocation, Currency Overlay
Published Research:
- On Some Properties of M^n Risk Measure
Proceedings of Engineering Academy of Armenia, Scientific and Technological Collected Articles, ISSN 1829-0043, XIV, Volume 4, pp.542-546 · Dec 1, 2017
- On Some Properties of Macaulay's Duration
Proceedings of Engineering Academy of Armenia, Scientific and Technological Collected Articles, ISSN 1829-0043, XIV, Volume 2, pp.200-206 · Jun 1, 2017
co-authors: V.Melik-Parsadanyan, A. Galstyan
- Informational Efficiency of Armenian Treasury Bond Market
Yerevan State University, Faculty of Economics and Management, Current Economic Problems 5th International Conference of Students, Postgraduates and Young Scientists, Proceedings, ISSN 1829-4987, pp. 256-262 · Jan 1, 2017
- An Approximation of Internal Rate of Return with Spot Rates
Proceedings of Engineering Academy of Armenia, Scientific and Technological Collected Articles, ISSN 1829-0043, XIII, Volume 4, pp.426-431 · Dec 1, 2016
co-author: V.Melik-Parsadanyan
LinkedIn: https://www.linkedin.com/in/levon-haroyan-29414918b/