Ruili Sun

Master Supervisor

ADDRESS：5 Dongfeng Road Zhengzhou Henan

E-mail：sunruili2009@163.com

Research field and research Interests： 

asymmetric correlation, decomposition of covariance matrix, portfolio selection and risk measurement

Educational background:

2009.09—2013.06  Zhengzhou University of Light Industry, College of Economics and Management, Bachelor

2013.09—2018.12  Southwestern University of Finance and Economics, School of Statistics, Doctor

Teaching Courses：

Probability Theory and Mathematical Statistics, Linear Algebra and Space Analytic Geometry, Sample Survey, Time Series, Financial Engineering, Financial Risk Management, Financial Econometrics

Representative publications:

[1] Ruili Sun, Tiefeng Ma, Shuangzhe Liu. A Stein-type shrinkage estimator of the covariance matrix for portfolio selections, Metrika, 2018; 81 (8), 931-952.

[2].Ruili Sun, Tiefeng Ma, Shuangzhe Liu. Portfolio selecetion: Shrinking the time-varying inverse conditional covariance matrix, Statistical Papers, 2020; 61 (6), 2583-2604.

[3]Ruili Sun, Tiefeng Ma, Shuangzhe Liu. Portfolio selection based on distance correlation and semivariance, Statistica Neerlandica, 2019; 73, 373–394.

Fundings:

2023/01-2025/12, National Natural Science Foundation of China，12201579, PI.