zhenya liu
Présentation
Prof. Zhenya Liu is a professor at the School of Finance, Renmin University of China, and the EM Normandie, France. He held positions at the University of Birmingham, JP Morgan Futures (China), and the International Monetary Fund (IMF). His global experience is reflected in the interdisciplinary nature of his research, which has been published in top economic and finance journals, such as the Journal of Econometrics, Econometric Theory, Journal of Business and Economic Statistics, International Journal of Forecasting, Review of Quantitative Finance and Accounting, China Economic Review, etc.
Professor Liu is a leading expert in financial econometrics and quantitative investment, and he founded the graduate programs in Quantitative Investment at the Renmin University of China. He currently focuses on changepoint econometrics, functional data analysis, statistical factor models, random matrix and portfolio theory, and stochastic optimal stopping rules in finance.
Publications
Publications
When will China’s GDP overtake the US16ème Colloque Bachelier en Mathématiques financières, Jan 2024, Metabief, France
Communication dans un congrès
hal-05056285
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Sustainability of Factors InvestingConference of the British Accounting and Finance Association (BAFA 2023) Corporate Finance and Asset Pricing SIG and the Northern Area Group, BAFA, Dec 2023, Dubai, United Arab Emirates
Communication dans un congrès
hal-04963262
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Corporate Social Responsibility, COVID-19, and Stock Price Reaction: Evidence from ChinaFinancial Economics Meeting Crisis Challenges (FEM-2021), EDC Paris Business School and French Association of Financial Econometrics (FAFE), Jul 2021, Paris, France
Communication dans un congrès
hal-05076922
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The Mirror of History: How to Statistically Identify Stock Market Bubble BurstsFinancial Economics Meeting Crisis Challenges (FEM-2021), EDC Paris Business School and French Association of Financial Econometrics (FAFE), Jul 2021, Paris, France
Communication dans un congrès
hal-05076841
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Demystifying China’s Stock MarketSpringer International Publishing, pp.XXI, 125, 2019, 978-3-030-17122-3. ⟨10.1007/978-3-030-17123-0⟩
Ouvrages
hal-02402770
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