教育背景
本科：香港岭南大学，会计学（主修）与金融学（辅修）
硕士：英国兰卡斯特大学，金融学
博士：英国兰卡斯特大学，金融计量学

科研成果或研究方向

研究方向:
金融计量学，资产定价，高频与超高频数据，金融市场微观结构
期刊与专著: 1. Xiaolu Zhao, Ingmar Nolte, and Stephen Taylor (2016). More accurate volatility estimation and forecasts using price durations. Society of Financial Econometrics 2016 Conference Paper. Submitted.
2. Xiaolu Zhao, Ingmar Nolte, Stephen Taylor, and Qi Xu (2017). Duration-based covariance. Econometrics Society 2019 Asian Conference Paper. Submitted.
3. Seok Young Hong, Oliver Linton, and Xiaolu Zhao (2018). First passage time covariance matrix estimators. Cambridge University Working Paper.
4. Oliver Linton and Xiaolu Zhao (2018). Empirical likelihood estimation of value-at-risk and expected shortfall. Cambridge University Working Paper.
5. Oliver Linton, Haihan Tang, and Xiaolu Zhao (2019). Forecasting global equity returns. Cambridge University Working Paper.