Ti Zhou
Assistant Professor
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，2024, 27(05), 122-140, DOI:10.19920/j.cnki.jmsc.2024.05.007
Macroeconomic Expectations and Expected Returns (with Yizhe Deng and Yunqi Wang) Journal of Financial and Quantitative Analysis，Forthcoming, DOI: 10.1017/S0022109024000279
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) R&R
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)
Honors
