返回徐靖
职称:助理教授 职务:
电子邮箱:jing.xu@ruc.edu.cn 办公电话:
教授简介
研究成果
教育背景
2010年7月,北京大学,理学学士
2015年1月,新加坡国立大学,博士
工作经历
02/2015-01/2016,新加坡国立大学风险管理研究院,研究员
09/2016-至今,中国人民大学财政金融学院,助理教授
学术和社会兼职
Conference Program Committee Member, Midwest Finance Association Annual Meeting 2020, Chicago, IL.
匿名审稿人: Mathematics of Operations Research,Journal of Economic Dynamics and Control, Journal of Banking and Finance, International Review of Financial Analysis, China Finance Review International
讲授课程
金融工程的数值方法,结构化金融产品(本科)
连续时间金融学(上,下)(研究生)
科研方向
不完美市场中的资产配置与消费策略,共同基金投资策略,期权价格的信息成分
科研项目
国家自然科学基金青年基金项目:收益可预测性、资本利得税与资产组合选择问题研究,2019-2021,主持
个人主页(Personal Website)
https://sites.google.com/view/jing-xu-homepage/home
代表性学术成果
期刊论文:
Two Birds, One Stone: Joint-Timing of Returns and Capital Gains Taxes(with Yaoting Lei and Ya Li),Management Science,Forthcoming.
How Does Illiquidity Affect Delegated Portfolio Choice?(with Min Dai and Luis Goncalves-Pinto),Journal of Financial and Quantitative Analysis 54 (2019), 539-585.
The Invisible Hand of Internal Markets in Mutual Fund Families(with Luis Goncalves-Pinto and Juan Sotes-Paladino),Journal of Banking and Finance89 (2018), 105-124.
Superhedging under Ratio Constraint(with Yingshan Chen, Min Dai, and Mingyu Xu),Journal of Economic Dynamics and Control58 (2015), 250-264.
Costly Arbitrage through Pairs Trading(with Yaoting Lei),Journal of Economic Dynamics and Control56 (2015), 1-19.
工作论文:
Incomplete Information and the Liquidity Premium Puzzle(with Yingshan Chen, Min Dai, Luis Goncalves-Pinto, and Cheng Yan)
Australasian Finance and Banking Conference, Asian Quantitative Finance Conference, World Congress of the Bachelier Finance Society
Revise and Resubmit at Management Science
Convex Incentives and Liquidity Premia(with Min Dai, Luis Goncalves-Pinto, and Cheng Yan)
Western Finance Association Meetings,Financial Management AssociationAsia-Pacific Conference, Financial Research Network Conference, Australasian Finance and Banking Conference
Multiple Birds, One Stone: Can Portfolio Rebalancing Contribute to Disposition-effect-related Trading Patterns?(with Min Dai and Hong Liu)
Australasian Finance and Banking Conference, Society for Financial Studies Finance Cavalcade (North America), European Finance Association Annual Meeting
How Does Stock Illiquidity Affect the Informational Role of Option Prices?(with Luis Goncalves-Pinto)
Australasian Finance and Banking Conference (Best Paper on Derivatives/Quantitative Finance), International Conference on Asia-Pacific Financial Markets, Financial Management Association Asia-Pacific Conference (Semi-finalist of the Best Paper Award), Asian Finance AssociationAnnual Meeting
Trading, Fast and Slow: Optimal Liquidation and Acquisition with Price Impact(with Hong Liu)
Asian Quantitative Finance Conference
Inflation, Taxation, and Capital Gains Indexation: Portfolio Choice and Welfare Implications(with Yaoting Lei)
Optimal Arbitrage under Limits to Arbitrage: The Case of Convergence Trade
An Empirical Analysis ofReturn Seasonalities(with F.Y. Eric C. Lam, Ya Li, and Gordon Y.N. Tang)
Paris Financial Management Conference, Southern Finance Association Annual Meeting
主要学术会议报告
07/2019,Financial Management Association Asia-Pacific Conference, Ho Chi Minh City, Vietnam
11/2018, Asian Quantitative Finance Conference, Guangzhou, China
06/2018, Asian Finance Association Annual Meeting, Tokyo, Japan
12/2017, International Conference on Asia-Pacific Financial Markets, Seoul, South Korea
05/2017, Financial Management Association Asia-Pacific Conference, Taipei, Taiwan
08/2016, European Finance Association Annual Meeting, Oslo, Norway
12/2015, Australasian Finance and Banking Conference, Sydney, Australia
01/2013, Asian Quantitative Finance Conference, Singapore
12/2012, Australasian Finance and Banking Conference, Sydney, Australia
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中国人民大学财政金融学院导师教师师资介绍简介-徐靖
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