Dr. Xiao QIAO (乔潇) PhD (University of Chicago)
BEng (University of Pennsylvania)
BSc (The Wharton School)



Assistant Professor


Contact Information Office: LAU-16-223
Phone: (+852) 3442-4397
Email: xiaoqiao@cityu.edu.hk
Web: Personal Homepage

Research Interests Financial Economics
Asset Pricing
Financial Data Analytics
Risk Management






Publications Show All Publications Show Prominent Publications
Journal Qiao, Xiao. & Wang, Yongning. (2021). Correlated Idiosyncratic Volatility Shocks. Journal of Risk. 23.
Manzo, Gerardo. & Qiao, Xiao. (2021). Deep Learning Credit Risk Modeling. Journal of Fixed Income. 31. 101- 127.
Qiao, Xiao. , Yan, Sibo. & Deng, Binbin. (2020). Downside Volatility-Managed Portfolios. Journal of Portfolio Management. 46. 13- 29.
Chen, Qinhua. , Chi, Yeguang. & Qiao, Xiao. (2020). Follow the Smart Money: Factor Forecasting in China. Pacific-Basin Finance Journal. 62.
Chi, Yeguang. , Qiao, Xiao. , Yan, Sibo. & Deng, Binbin. (2020). Volatility and Returns: Evidence from China. International Review of Finance.
James, Alex. , Abu-Mostafa, Yaser S. & Qiao, Xiao. (2019). Machine Learning for Recession Prediction and Dynamic Asset Allocation. Journal of Financial Data Science. 1. 41- 56.
Janardanan, Rajkumar. , Qiao, Xiao. & Rouwenhorst, K. Geert. (2019). On Commodity Price Limits. Journal of Futures Markets. 39. 946- 961.
Hull, Blair. , Qiao, Xiao. & Bakosova, Petra. (2019). Return Predictability and Market-Timing: A One-Month Model. Journal Of Investment Management. 17. 47- 64.
Hull, Blair. & Qiao, Xiao. (2017). A Practitioner's Defense of Return Predictability. Journal of Portfolio Management. 43. 60- 76.
Mo, Jack. & Qiao, Xiao. (2015). Value Investing Through the Lens of Campbell-Shiller. Journal of Portfolio Management. 41. 59- 69.




External Services
Professional Activity 2017 - Now, Advisory Board, Global Commodities Applied Research Digest, University of Colorado Denver.
2016 - Now, Advisory Board, Journal of Portfolio Management.




Links Personal Website



Last update date : 05 Oct 2021