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 empirical 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
Research
Asset pricing, Option price, 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:
1. Out-of-sample Equity Premium Prediction: The Role Option-implied Constraints (with Yunqi Wang), Under review
presented : China Youth Derivative Forum（Nottingham, Ningbo）, GDUFS, CIRF 2021, 2021第三届双法研究会量化金融分会, SoFiE Summer School 2021, ACFR 2021 Conference on Derivative Markets, FMA 2021, AsianFA 2022
2. Expected Macroeconomic Conditions and Expected Returns (with Yizhe Deng and Yunqi Wang), Under review
presented: CIRF 2020, 18th International Symposium on Financial System Engineering and Risk Management (Best paper award), the Fourth China Finance Scholar Forum, Xiamen University, NFA 2021, FMA 2021, the 2021 CUHK-Shenzhen Five-Star Workshop, Tianjin University, EFMA2022, 2022 Asia Meeting of the Econometric Society, AsianFA 2022
3. 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
4. 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
5. Term Structure of Recession Probabilities and the Cross-Section of Asset Returns
presented: AFA 2018, EFA 2017, FMA Asia 2017, AFBC 2016, 1st Greater China Finance Conference
6. The Peso Problem: Evidence from the S&P 500 Options Market (with Chu Zhang), Working paper
presented: SoFiE 2017 Summer School, AFBC 2015 (Best paper of PhD Forum, 3rd Prize), CICF 2015
7. 期权隐含高阶矩的期限结构及收益率可预测性：来自中国期权市场的证据 (with Yunqi Wang), Under review
presented: TCFA 2020, the 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
8. 市场认识到商誉泡沫了吗？论商誉的财务后果与市场反应 (with Di Zhang and Xinzhe Liu), Under review
presented: 2021第三届双法研究会量化金融分会， the 19th International Symposium on Financial System Engineering and Risk Management
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.
Contact Us
Contact Address
Rm 327, Wisdom Valley#3, Southern University of Science and Technology,
Office Phone
0755-8801 8610
zhout@sustech.edu.cn