倪剑　(Released in：2015-03-12 )
Name: Jian Ni (倪剑)

Office:科研实验楼418A

Research interests:Particularly interested in cross-discipline problems of real options theory, games theory, risk management, and financial engineering.



Education:



Ph.D in Financial Engineering, December 2011.

University of Hong Kong, Hong Kong.

Focus: Risk management, Operations Research, and Financial Engineering

Thesis Title: Commodity Procurement Risk Management Using Futures Contracts: A Dynamic Financial Hedging Approach with Multistage Rebalancing



Master in Management Science and Engineering, July 2007.

Tianjin Unversity, Tianjin, China.



B.E. in Business Administration, July 2005.

Tianjin University, Tianjin, China.



Working experience:



Falculty member, School of Finance, SWUFE, 2015–present

Postdoctoral fellowship, University of Hong Kong, 2013-2014

Consultant, d-fine (Hong Kong), 2012-2013



Teaching:



Lecturer for Cases in Financial Engineering.



Published papers:



“On the risk-averse procurement strategy under unreliable supply”, with Shu, L., F. Wu, and L. K. Chu, Computers & Industrial Engineering, 2015.

“A Multi-stage Financial Hedging Approach for the procurement of manufacturing materials”, with L.K. Chu, F. Wu, D. Sculli, and Y. Shi. European Journal of Operational Research, 2012.

“Fuzzy chance-constrained programming model for a multi-echelon reverse logistics network for household appliances”, with Chu, L.K., Y. Shi, S. Lin, and D. Sculli, Journal of the Operational Research Society, 2010.

“A continuously-reviewed inventory model under inaccurate information”, with L. K. Chu, H. L. Lv, and B. P. C. Yen, 43rd International Conference on Computers and Industrial Engineering (CIE43), 2013.

“A portfolio approach to management procurement risks in a two-echelon supply chain”, with Shi, Y., L. K. Chu, H. Luo, and W. Huang.20th International Conference on Flexible Automation and Intelligent Manufacturing (FAIM), 2010.

“Inventory risk mitigation by financial hedging”, with Chu, L. K., Y. Shi, and Y. Xu,International Conference on Systems Engineering and Engineering Management (ICSEEM'09), 2009.

“A portfolio approach to procurement risk management”, with Shi, Y., and L. K. Chu, 6th International Conference on Digital Enterprise Technology, 2009.

“A Hybrid Immune Genetic Algorithm Approach to Optimize the Integrated Forward/Reverse Logistics Network for 3PLs”, with Liu, J., Third International Conference on Natural Computation (ICNC 2007), 2007.





Working papers:



“Managing financial risk in the procurement and storage of traded commodities: A dynamic hedging scheme”, with L.K. Chu, B.P.C Yen, and D. Sculli, Y. Shi, Working paper

“On a Firm’s Capacity Expansion and Its Potential Future Bankruptcy under Market Uncertainty”, with L.K. Chu, B.P.C Yen, S.D. Li, Working paper.

“Capacity decision and financial hedging for a newsvendor with debt financing”, with L.K. Chu, F. Wu, and W. Qin, Working paper.

“Web Navigation Guidance -A Directed Group Steiner Forest Approach”, with Yen, B.P.C, and L.K. Chu, Working paper.