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职 称：助教授(Assistant Professor)
研究兴趣：Asset pricing, Corporate finance, Bayesian method in finance
Investments (Undergraduate) Option Pricing Theory (Ph. D.) Continuous Time Finance (Ph. D.) Empirical Asset Pricing (Ph. D.)
Asset pricing, Corporate finance, Bayesian method in finance
China Finance Review International Conference by Shanghai Jiaotong University, China 2013 Grant NO. 71302075, National Natural Science Foundation of China (PI) 2013 Shanghai Pujiang Project Grant, Shanghai, China (PI) 2013 University Research Foundation, SHUFE, Shanghai, China (PI) 2010 Ph.D. Student Travel Grant, American Finance Association 2010 Annual Conference in Atlanta, U.S. 2009 Best Paper Award in risk management for the paper “Model Specification, Data History, and CDO (Mis)Pricing”, 2009 Financial Management Association Annual Meeting in Reno, U.S. 2009 University Travel Grant, The University of Hong Kong, Hong Kong 2009 Travel Grant, International Symposium on Risk Management and Derivatives in Xiamen University, China 2009 Travel Grant, 19th Annual Derivative Securities and Risk Management Conference at Federal Deposit Insurance Corporation in Washington, U.S.
Jump Propagation and Dynamic Derivative Investment, with Du Du, 2014 (GTA Best Paper Award at 2014 China Finance Review International Conference by Shanghai Jiaotong University) Inside Debt and Leverage Decision in a Dynamic Agency Model, with Zhentao Zou, 2015 Dynamic Asset Allocation with Uncertain Jump Risks: a Pathwise Optimization Approach, with Xing Jin and Xudong Zeng, 2015 Model Specification, Jump Clustering and Risk Premia: Evidence from S&P500 Returns and Options, with Andrew Carverhill, 2013 Pricing and Integration of CDX Tranches in the Financial Markets, with Andrew Carverhill, 2013 Model Specification, Data History, and CDO (Mis)Pricing, with Dragon Tang and Sarah Wang, 2011 (Best Paper Award in risk management by the 2009 FMA Annual Meeting in Reno, U.S.) Work in Progress: Consumption Jumps, with Du Du A Numerical Levy Approach to Pricing Options, with Andrew Carverhill
BS: Chemistry, Beijing University, China, 1999-2003. MSc: Economics, Beijing University, China, 2005-2007. Ph.D.: Finance, the University of Hong Kong, Hong Kong, 2007-2012.