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职 称：Associate Professor
研究兴趣：Asset Pricing Theory and Empirics, Corporate Theory
Asset pricing theory, option pricing theory, continuous-time finance, empirical asset pricing, investments, structural financial products
1. Dynamic Asset Allocation with Uncertain Jump Risks: A Pathwise Optimization Approach, with Xing Jin and Xudong Zeng, 2017, Mathematics of Operations Research, forthcoming. 2. The Pricing of Jump Propagation: Evidence from Spot and Options Markets, with Du Du, 2017, Management Science, forthcoming.
Asset Pricing Theory and Empirics, Corporate Theory
1. 2016 2nd Prize for Outstanding Papers for ""Tail Risk, Robust Portfolio choice, and Asset Prices”, China Finance Annual Meeting in Dalian, China 2. 2016 Outstanding Reviewer of 2016, by Emerald for China Finance Review International 3. 2014 GTA Best Paper Award for “Jump Propagation and Dynamic Derivative Investment”, China Finance Review International Annual Conference by Shanghai Jiaotong University, China 4. 2010 Ph.D. Student Travel Grant, American Finance Association Annual Conference in Atlanta, U.S. 5. 2009 Best Paper Award in Risk Management for “""Model Specification, Data History, and CDO (Mis)Pricing”, Financial Management Association Annual Meeting in Reno, U.S. 6. 2009 University Travel Grant, the University of Hong Kong, Hong Kong 7. 2009 Travel Grant, International Symposium on Risk Management and Derivatives by Xiamen University, China 8. 2009 Travel Grant, 19th Annual Derivative Securities and Risk Management Conference at Federal Deposit Insurance Corporation in Washington, U.S.
1. 2017 Research Startup Fund for Young Scholars, Shanghai University of Finance and Economics, Shanghai, China (PI) 2. 2015 “""Investments” selected for the English Model Class Development Project for Foreign Students, Shanghai, China (PI) 3. 2013 Grant No. 71302075, National Natural Science Foundation of China (PI) 4. 2013 Shanghai Pujiang Program, Shanghai, China (PI) 5. 2013 Research Startup Fund for Young Scholars, Shanghai University of Finance and Economics, Shanghai, China (PI)
09/2007 - 08/2011 Ph.D. in Finance, School of Economics and Finance, the University of Hong Kong, Hong Kong 09/2005 - 07/2007 MSc in Economics, HSBC School of Business, Peking University, China 09/1999 - 07/2003 BSc in Chemistry, College of Chemistry and Molecular Engineering, Peking University, China