Assistant professor |School of Business, Department of Finance   Research Group

Ti Zhou received his PhD in finance from Hong Kong University of Science and Technology in 2016. He obtained his master degree in Applied Math and Statistics from State University of New York at Stony Brook and Bachelor degree in Mathematics from Sun Yat-sen University. His current research interests include asset pricing, derivatives, and Fintech.

Personal Profile

Research interests

Asset pricing, Option-implied information, Fintech

Education

2011-2016 Hong Kong University of Science and Technology, PhD in Finance

2007-2009 State University of New York, Stony Brook, Master in Applied Math and Statistics

2003-2007 Sun Yat-sen University, Bachelor in Mathematics

Working experience

2016.8-              Assistant professor, Department of Finance, SUSTech

2009.9-2011.8 Shanghai Guotai Junan Asset Management, Quantitative Investment Group, Research Association, 

2009.6-2009.8 Citi group, GTS, Summer Intern

Teaching

Empirical Methods for Finance(UG/PG)

Quantitative Investment Analysis(UG/PG)

Financial Derivatives(UG)

Team members

Research Assistant:Chen Yu, Jian Zhang

PhD student: Yunqi Wang

Research

Asset pricing, derivatives, Fintech


Teaching

Financial Derivatives(UG), Quantitative Investment Analysis(UG/PG), Empirical Methods in Finance(UG), Financial Econometrics(PG)


Publications Read More

Working papers:

Term Structure of Recession Probabilities and the Cross-Section of Asset Returns, Under review

presented: AFA 2018, EFA 2017, FMA Asia 2017, AFBC 2016, 1st Greater China Finance Conference

Forward-Looking Tail Risk Measures (with Markus Huggenberger and Chu Zhang), Working paper

presented: Asian Quantitative Finance Conference 2018, CICF 2018, SoFiE 2018, DGF 2017, IFABS 2017 Oxford, SoFiE 2017 Summer School (Kellogg)

The Peso Problem: Evidence from the S&P 500 Options Market (with Chu Zhang), Working paper

presented: SoFiE 2017 Summer School (Kellogg), AFBC 2015 (Best paper of PhD Forum, 3rd Prize), CICF 2015

Institutional Investment Horizons and the Agency Cost of Debt (with Zilong Zhang and Di Kang), Under review

presented: IFABS 2019, FMA 2014, TADC 2014

Lab members Read More

Join us

We invite applications for research assistant positions. Qualified applicants should have:

  1. a master degree in finance or related fields, such as financial mathematics, economics, or statistics;
  2. proficient user of at least one piece of data analysis software, like SAS/MATLAB/R/Stata/Python.
  3. strong interests in academic research

Send you CV and academic papers (if available) to zhout@sustech.edu.cn. If you are short-listed, we will contact you.

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Contact Us

Contact Address

Rm327, Wisdom Valley#3, Southern University of Science and Technology,

Office Phone

0755-8801 8610

Email

zhout@sustech.edu.cn

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