Stefan van Dellen joined Westminster Business School in 2011 as a Senior Lecturer in Finance. He holds a BComm in Economics and Applied Economics, an MSc in Shipping, Trade and Finance and a PhD in Finance. His areas of expertise include risk management and applied financial econometrics, with a particular interest in modelling tail risk, and he has published in a number of academic journals, including Energy Economics. He also supervises PhD students with a particular interest on the interaction between risk and the banking sectors.
Stefan's teaching covers both the undergraduate and postgraduate modules on the finance prorgammes, is the College Academic Staff Representative on Academic Council and an External Examiner for the Masters in Energy Management at ESCP Business School. He has also worked as a visiting lecturer at leading UK and European universities. Prior to moving to the UK, Stefan worked in the maritime and financial sectors in Durban, South Africa.
- PhD in Finance (Cass Business School, City, University of London)
- MSc in Shipping, Trade and Finance (Cass Business School, City, University of London),
- BComm (University of Natal)
- Member of the International Association of Maritime Economists
- Huyen Trang Ngo (Director of Studies) - Completed 2019
- Ali Hassan (2nd Supervisor) - Ongoing
Stefan is currently module leader for the following modules:
- 7FNCE019W - International Risk Management (MSc Finance & Accounting & MSc Investment & Risk Finance)
- 6FNCE004W - Current Themes in Finance (BA Business Management - Finance & Financial Services)
- 5FNCE002W - Securities Analysis (BSc Finance)
In the past, Stefan has been module leader for the following modules:
- Financial Securities Valuation (BSc Finance with Management)
- Quantitative Finance (BA Business Management & BSc Business Economics)
- International Banking BA Business Management & BSc International Business)
- Empirical Finance (BSc Finance with Management)
- Risk Management & International Finance (BA Business Management & BSc Finance with Management)
Stefan's main research interests include risk management; banking; term-structure of interest rates; maritime economics; commodities finance; shipping finance; capital structure; applied econometrics; forecasting time series; banking; mergers & acquisitions; & value premia.
Key publications include (among others):
- Van Dellen, S., M. M. Elgammal, T. Bas, O. Gough & N. Shah (2016). “Do financial distress and liquidity crises affect value and size premiums.” Applied Economics 48(39): 3734-3751.
- Van Dellen, S., A. H. Alizadeh & C-Y. Huang (2015). "A regime switching approach for hedging tanker shipping freight rates." Energy Economics 49: 44-59.
- Van Dellen, S. & K. B. Nowman (2012). "Forecasting overseas visitors to the UK using continuous time and autoregressive fractional integrated moving average models with discrete data.” Tourism Economics 18(4): 835-844
For details of all my research outputs, visit my WestminsterResearch profile.