Research Areas

Financial Economics, Mathematical Finance

Mutual fund and performance analysis

Financial Risk management

 

Education

Doctor of Philosophy, Mathematical Science, The Graduate School of Mathematical Science, University of Tokyo, Japan     2003

 

Professional Experiences

Working Experiences:

Associate Professor, Lingnan (University) College, Sun Yat-sen University, PRC

Assistant Professor, The Guanghua Management of School, Peking University, PRC

 

Visiting Experiences:

Visiting Professor, Hamabolt University, Germany.

Visiting Professor, MIT, Sloan Management School, USA

 

Publications

Lu Xiaodong, Liu Jingjun, Chen Zhijun[J]. How did the Exporters Hedge Exchange Rate Shock: A Perspective from Global Value Chain, Management World,2019,35(05):92-105+125. (in Chinese)

Liu Jingjun, Liu Yanchu, Xiong Heping[J]. Competition among mutual funds and their imitation behavior on bubble assets allocations, Journal of Management Sciences in China, 2018,21(02):114-126. (in Chinese)

Zhang Li, Nian Yongwei, Liu Jingjun[J]. Land Market Fluctuations and Local Government Debts: Evidence from the Municipal Investment Bonds in China, China Economic Quarterly, 2018,17(03):1103-1126. (in Chinese)

Xiong Heping, Liu Jingjun, Yang Yijun, Zhou Jingming[J]. Is there idiosyncratic volatility puzzle in Chinese stock markets: A quantile regression analysis, Journal of Management Sciences in China, 2018,21(12):37-53. (in Chinese)

Lu Xiaodong, Liu Jingjun[J]. Uncertainty and China's Export Growth, Economic Research Journal, 2017,52(09):39-54. (in Chinese)

Liu Jingjun, Su Chulin[J]. Contagious Funds: Research on Fund Flow and Its Impact on Performance Based on Network Structure, Management World, 2016(01):54-65. (in Chinese)

LIU, J and LIANG, J, “Optimal contract for delegated portfolio management with moral hazard,” Journal of Systems Engineering, Vol. 24 No. 5, pp. 602-606.     2009

LIU, J, ZENG, L and LIANG, J, “On the hedging performance of onshore and offshore RMS forward markets,” Journal of Shanghai University of Finance and Economics, Vol. 11 No. 4, pp. 89-96.     2009

LIU, J and LIANG, J, “Asset allocation and optimal contract for delegated portfolio Management, Proceeding of 20th international conference,” MCDM, pp. 713-320.     2009

LIANG, J and LIU, J, “Tracking error analysis of optioned portfolio optimization,” Proceeding of the Second International Conference on Business Intelligence and Financial Engineering, pp. 241-245.     2009

LU, F and LIU, J, “Optimal hedge ratio based on relative Value at risk,” Chinese Economy and Management Science, No 2, pp. 65-75.     2009

LIU, J, “The principal –agent model under Knightian uncertainty,” Proceeding of China-Canada Industry workshop on Enterprise Risk management, pp. 304-308.     2008

LIU, J and ZENG, L, “A study on adverse selection in the split share structure reform,” South China Journal of Economics, Vol. 12 No. 12, pp. 41-50.     2008

WANG, H, LI, S and LIU, J, “The Differences of Rate of Return to Schooling in Urban China and an Explanation,” Economic Research, Vol. 42 No. 8, pp. 73-81.     2007

LIU, J, “Data mining technique and credit risk management,” Statistics and Decision, No.1, pp. 126-127.     2007

LIU, J and ZOU, Q, “A pricing model for factor under financial engineering frame,” Modern Management Science, No. 3, pp. 34-38     2007

LIU, J, “Couldn't Special Treatment System Be as a Selection Mechanism,” South China Journal of Economics, Vol. 5.     2006

LIU, J and QIN, W, “The Possibility of Financial Distress of Listed Company,” Journal of Financial Research, No. 11. 2006 

LIU, J and LI, Z, “Some recent developments of financial engineering and risk management,” South China Journal of Economics,” Vol. 2.    2006

LIU, J and ZHAO, Y, “Predicting financial distress: duration models vs. logit model,” Lecture notes in Decision Sciences: Financial Systems Engineering, Vol. 7.    2006

TANG, G and LIU, J, “Loss distribution model and its application in operational risk, ” Financial Forum, No. 9.   2005

 

Research Grants

Provincial Social Science Fund Project, Provincial Major Decision-Making: "Research on Financial Innovation and Financial Systemic Risk," Grant No.XJZX201704, 2018-2018

 

Conferences and Presentations:

Proceeding of 20th international conference, MCDM, Asset allocation and optimal

contract in delegated portfolio management,” 2009 Chengdu Electronic Science University.

The Fifth risk management and the sixth financial system engineering

international symposium, Chongqing University, 17 October 2008.

The Third Management, The optimal hedge ratio based on relative VaR,

October 2008, Zhongnan University.

The optimal hedge ratio RMB offshore and Onshore Forward market, Shanghai

Finance and Economic University, 28 November 2008

The First Management , “The optimal hedge ratio based on relative VaR,”

October 2006, Peking University.

The Fourth Balier Society, Hitotsu Bashi University, 16 August 2006, Tokyo, Japan

The Second Finance Society, 01 November 2005, Nankai University

The Second risk management and the Third financial system engineering

international symposium, Sun Yat-sen University, 17 October 2005.