6686体育

Research Areas

Financial Engineering Risk Management Investments  

Education

Doctor of Philosophy, Financial Engineering, The Chinese University of Hong Kong, HK.     2004 Master, Management, Tianjin University, PRC    2001 Bachelor, Economics, Nankai University, PRC    1999  

Professional Experiences

Working Experiences: Associate Professor, Lingnan (University) College, Sun Yat-sen University, PRC    2010 to present Assistant Professor, Lingnan (University) College, Sun Yat-sen University, PRC    2005 to 2009 Post-doctor, The Chinese University of Hong Kong, HK.    2004 to 2005   Visiting Experiences: Visiting Scholar, Massachusetts Institute of Technology, Sloan School of Management, USA 08-2006 to 01-2007  

Publications:

Jianfeng Liang and Qiwen Xu, Empirical Research on idiosyncratic liquidity risk and asset pricing, Finance, 2018, 8(4), p161-168.

Jiaxuan Xu and Jianfeng Liang, Skills of fund managers - evidence from China’s open - ended equity funds, Finance, 2017, 7(3), p144-151.

Zhiquan Xiao and Jianfeng Liang, Skills of fund managers: a bootstrapping perspective, Chinese Journal of Management Science, 2016, Vol.24, p383🍰-388.

Jianfeng Liang and Xiaoting Xu, Research in arbitrage opportunities of treasury bond futures in China, Chinese Journal o✱f Management Science, 2015, Vol.23, ♐p459-463.

Jianfeng Liang and Jianping Chen, Research on LPM hedging based on Copula-GARCH model，Journal of System Engineering，2011.10。 Jianfeng Liang and Qin Li,Multi-period Strip-and-Roll Hedge on RMB Currency Markets,Management Science and Engineering,2011.10. Jianfeng Liang, Discrete analysis of portfolio selection with optimal stopping time, Journal of Applied Mathematics and Decision Sciences, Vol.2009, doi:10.1155/2009/609196, 1-9. Jianfeng Liang, Tracking models for optioned portfolio selection, Communications in Computer and Information Science,  Vol.35, pp.729-736.（ISTP）    2009 Jianfeng Liang and Jingjun Liu, Tracking error analysis of optioned portfolio optimization, Business Intelligence: Artificial Intelligence in Business, Industry and Engineering, IEEE Computer Society, ISBN-13: 978-0-7695-3705-4, 2009, 241-245. (EI) Jianfeng Liang, Multistage Tracking Models: Solutions and Analysis, Electronic Commerce and Business Intelligence, IEEE Computer Society, ISBN-13:978-0-7695-3661-3, 2009, 366-369. (EI)    2009 LIANG, J, ZHANG, S and LI, D, “Optioned portfolio selection: models and analysis,” Mathematical Finance, Vol. 18 No. 4, pp. 569-593.    2009  

Conferences and Presentations:

2009 International Conference on Business Intelligence and Financial Engineering (BIFE’2009), BeiJing, PRC, Jul.24-26, 2009. The 20th International Conference on Multiple Criteria Decision Making (MCDM’2009), ChengDu, PRC, Jun.21-26, 2009. 2009 International Conference on Electronic Commerce and Business Intelligence (ECBI’2009), BeiJing, PRC, Jun.6-7, 2009. 2008 International Conference on Business Intelligence and Financial Engineering (BIFE’2008), ChangSha, PRC, Oct.28-30, 2008.  

Teaching

Financial Risk Management, Financial Engineering.