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, options, financial risk management, and Fintech.

Personal Profile

Research interests

Asset pricing, Option-implied information, Fintech


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


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


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


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

Publications Read More

Working papers:


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

presented (scheduled): 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

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

4. 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

5. 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)

6. 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

7. Predicting International Equity Market Returns: The Role of U.S. Forward Variance Risk (with Yizhe Deng and Fuwei Jiang), Working paper

presented: 2021第三届双法研究会量化金融分会

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 If you are short-listed, we will contact you.

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Contact Us

Contact Address

Rm 327, Wisdom Valley#3, Southern University of Science and Technology,

Office Phone

0755-8801 8610


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