Ti Zhou

Assistant professor |School of Business, Department of Finance

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

Personal Profile

Research

Asset pricing, Option implied information, Return predictability and asset allocation, Fintech

Teaching

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

Publications Read More

Working papers:

论文

1. Out-of-sample Equity Premium Prediction: The Role Option-implied Constraints (with Yunqi Wang), Under review

presented : 中国青年衍生品论坛（宁波诺丁汉）, CIRF 2021, 2021第三届双法研究会量化金融分会, SoFiE Summer School 2021, FMA

2. 期权隐含高阶矩的期限结构及收益率可预测性：来自A 股期权市场的证据 (with Yunqi Wang), Under review

presented: 中国金融学年会2020, 18th International Symposium on Financial System Engineering and Risk Management, 2021第三届双法研究会量化金融分会

3. Expected Macroeconomic Conditions and Market Risk Premium: Evidence from Term Structure of Macroeconomic Forecasts (with Yizhe Deng)

presented: CIRF 2020, 18th International Symposium on Financial System Engineering and Risk Management (Best paper award), NFA 2021,FMA

4. Predicting International Equity Risk Premia: The Role of U.S. Forward Variances (with Yizhe Deng and Fuwei Jiang), Working paper

presented: 2021第三届双法研究会量化金融分会

5. 商誉减值风险、公司经营业绩与市场预期偏差 (with 柳歆哲、张笛), Under review

presented: 19th International Symposium on Financial System Engineering and Risk Management, 2021第三届双法研究会量化金融分会

6. 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

7. 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)

8. 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

Lab members Read More

Join us

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

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