Education

• 2011-2016 Ph.D. in Finance Hong Kong University of Science and Technology

• 2007-2009 MS. in Applied Math and Statistics SUNY-Stony Brook

• 2003-2007 B.S. in Mathematics minored in finance

Working Experience

• 2016-    Assistant professor Department of Finance Southern University of Science and Technology

• 2009–2011   Research Associate Asset Management Group Guotai Junan Securities Shanghai

• 2009.6 – 2009.8 Summer Intern Citigroup Hong Kong

Contact Information

• Room 529 Business School Bldg  Southern University of Science and Technology

• Tel: (755) 8801 8610

Research Papers

• Out-of-sample Equity Premium Prediction: The Role Option-implied Constraints  (with Yunqi Wang) Journal of Empirical Finance Vol.70 pp. 199-226

• Higher-moment Risk and Stock Market Returns: Evidence from the China's Options Market：(with Yunqi Wang) Journal of Management Sciences in China (Accepted)

• Macroeconomic Expectations and Expected Returns (with Yizhe Deng and Yunqi Wang) Journal of Financial and Quantitative Analysis (Conditionally accepted)

• International Stock Return Predictability: The Role of U.S. Volatility Risk (with Yizhe Deng Fuwei Jiang and Yuqi Wang)

• Optimal Portfolio Choice under Parameter Uncertainty and Return Predictability (with Yunqi Wang)

• On the Optimal Combination of Portfolio Strategies (with Yifan Ye)

• There is No Place to Hide: Tail Risk Connectedness among Equity Anomalies (with Di Zhang)

• Approaching the Mean-Variance Efficiency in a High Dimension: Which Firm Characteristics Matter? (with Bin Luo)

• 基于时变隐马尔可夫机制转换模型的多资产配置研究 (与李仲飞，胡家啓合作)  (一审返修)

• Can Conditioning Information Add Value in Portfolio Choice: An Out-of-Sample Analysis (with Qiqian Li and Yifan Ye) Submitted

• Term Structure of Recession Probabilities and the Cross-Section of Asset Returns

• Forward-Looking Tail Risk Measures (with Markus Huggenberger and Chu Zhang)