研究兴趣：资产定价，量化投资

个人网页：https://www.xinhesean.com/

工作论文：https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=3071233

办公地点：中国科学技术大学国际金融研究院，1号楼609室

学术团队：MLFINA https://mlfina.github.io/home/

Actively hiring research students interested in Quantitative Investment, with background from FIN/MATH/ORMS/STAT. Please email your transcript, cv, and cover letter to mlfina.ustc@gmail.com.

部分发表：

3. “Predicting Individual Corporate Bond Returns” with Guanhao Feng, Yanchu Wang, Chunchi Wu

        Forthcoming, Journal of Banking and Finance. 2024.

2. “Growing the Efficient Frontier on Panel Trees” with Lin William Cong, Guanhao Feng, and Jingyu He. 

        Forthcoming, Journal of Financial Economics. 2024.
        2022 INQUIRE Europe Research Grant Award

        2024 IQAM Research Award

1. “The Bright Side of Cross Ownership: Evidence From the Corporate Resilience to COVID-19 Crisis in China” with Yihui Chen and Haoyuan Wei.
        Forthcoming, International Review of Finance, 2024.

更新日期, 20241222.