Dr Trino-Manuel Niguez

Dr Trino-Manuel Niguez

Dr Trino-Manuel Ñíguez is a Reader in Economics at the School of Organisations, Economy and Society, Westminster Business School, University of Westminster. He graduated with a BSc Degree (Hons) in Economics (1997) and a MSc in Quantitative Economics (1999) at the University of Alicante. He was an Erasmus student at the University of Copenhagen in 1999 and a Research Scholar at the London School of Economics in 2003. He completed his PhD in Economics, with Cum Laude, from the University of Alicante in 2004. Dr Ñíguez is a Senior Fellow of the Higher Education Academy (SFHEA). He has held visiting positions at the Bank of Spain, New York University and the University of Alicante. He was a Graduate Teaching Assistant at the London School of Economics from 2003 to 2005 and at the University of Alicante from 1999 to 2003. He also worked for the Spanish government as a professional clarinetist, and obtained a Degree of Teacher of Clarinet from the Superior Conservatory of Music "Oscar Espla" of Alicante in 1994.


2004      PhD in Economics (Cum Laude), University of Alicante

2003-04     Visiting research scholar, London School of Economics 

1999     MSc in Quantitative Economics, University of Alicante

1999     Erasmus student, University of Copenhagen 

1997     BSc (Hons) in Economics, University of Alicante


2022     Nominated for the Westminster Learning and Teaching Awards

2017     Students' Union Staff Appreciation Award, University of Westminster

2012     Students' Union Award for Outstanding Teacher, University of Westminster

2004     International Doctor Mention

Dr Ñíguez's research interests are in the areas of econometric theory, financial econometrics, time series econometrics, optimal portfolio choice, and forecasting. He has published his work in Economics Letters, European Journal of Finance, Finance Research Letters, International Journal of Forecasting, Journal of Banking and Finance, Journal of Empirical Finance, Journal of Forecasting, Journal of Risk Finance, North American Journal of Economics and Finance, Oxford Bulletin of Economics and Statistics, Quantitative Finance, and Spanish Economic Review, among other journals. He currently studies: (1) the importance of higher-order statistical moments and risk attitudes in optimal portfolio choice, with applications to economic modelling and forecasting under high levels of uncertainty, and (2) multivariate semi-nonparametric densities as a feasibly parameterised way to represent conditional volatility and asymmetric correlation, skewness and heavy tails observed in large portfolio asset return distributions