徐靖


1995-10-11 08:40:06 来源:中国人民大学    点击:4515

徐靖_副本

性别 职称 讲师
职务 电子邮件 jing.xu@ruc.edu.cn
工作时间 2016年9月 接待日

教育背景
2010年7月,毕业于北京大学,理学学士,专业:数学与应用数学
2015年1月,毕业于新加坡国立大学,哲学博士,专业:金融数学

工作经历
08/2014-01/2015,新加坡国立大学理学院,科研助理
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,讲师

学术和社会兼职
匿名审稿人, Journal of Economic Dynamics and Control

科研方向
不完美市场中的资产配置与消费,代理投资组合管理,期权价格信息成分,动态随机最优化

代表性学术成果
期刊论文:
Costly Arbitrage through Pairs Trading (Yaoting Lei, Jing Xu*), Journal of Economic Dynamics and Control, Vol 56, July 2015, Pages 1-19.
Superhedging under Ratio Constraint (Yingshan Chen, Min Dai*, Jing Xu and Mingyu Xu), Journal of Economic Dynamics and Control, Vol 58, September 2015, Pages 250-264.
工作论文:
How Does Illiquidity Affect Delegated Portfolio Choice? (Min Dai, Luis Goncalves-Pinto, and Jing Xu)
•    Revise and Resubmit, Journal of Financial and Quantitative Analysis

A Portfolio Rebalancing Theory of Disposition Effect (Min Dai, Hong Liu, and Jing Xu)
•    Presented at: 2016 Annual Meeting of European Finance Association (EFA), 2016 Society for Financial Studies (SFS) Cavalcade, 2015 Australasian Finance and Banking Conference

How Does Stock Illiquidity Affect the Informational Content of Option Prices? (Luis Goncalves-Pinto, Jing Xu)
•    To be presented at 2016 Australasian Finance and Banking Conference, 2016 Conference on Asia-Pacific Financial Markets (CAFM)

Liquidity Premia through the Lens of Money Managers: A Flow-Based Explanation (Jing Xu, Cheng Yan)
•    Presented at: 2013 China International Conference for Finance, 2012 Australasian Finance and Banking Conference

主要学术会议发言
12/2016, The 29th Australasian Finance and Banking Conference, Sydney, Australia (Scheduled)
08/2016, The 43rd Annual Meeting of European Finance Association (EFA), Oslo, Norway
12/2015, The 28th Australasian Finance and Banking Conference, Sydney, Australia
01/2013, The 1st Asian Quantitative Finance Conference, Singapore
12/2012, The 25th Australasian Finance and Banking Conference, Sydney, Australia


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