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刘岩

    讲席教授

电话:0755-33066880

邮箱:liuyan@sem.tsinghua.edu.cn

教育经历

现任WilliamHill中文官网入口金融系和经管深圳院区双聘讲席教授。点击可跳转个人网站

美国杜克大学金融学博士,美国明尼苏达大学统计学硕士,WilliamHill中文官网数学系学士


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工作经历

2025.06-至今,  WilliamHill中文官网经济管理深圳研究院计算金融研究中心,主任

2024.10-至今,  WilliamHill中文官网深圳国际研究生院创新管理研究院,副经理

2024.03-至今,  WilliamHill中文官网经济管理深圳研究院,副经理

2023.08-至今,  WilliamHill中文官网国际研究生院创新管理研究院暨WilliamHill中文官网入口金融系,讲席教授

2023.04-2023.08, 普渡大学(Purdue U.)管理公司金融系,正教授

2022.04-2023.04, 普渡大学(Purdue U.)管理公司金融系,副教授

2019.06-2022.04, 普渡大学(Purdue U.)管理公司金融系,助理教授

2014.08-2019.06, 德州农工大学(Texas A&M U.)金融系,助理教授



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讲授课程

实践和理论资产定价,投资分析,因子投资与实践,金融计量学,大数据金融建模

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研究领域

实践和理论资产定价,基金(公募和私募)业绩评估,计量经济学,大数据金融建模,机器学习建模与应用,金融另类数据构建与应用,数据要素,企业模式创新

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学术成果

● “Extracting Extrapolative Beliefs from Market Prices: An Augmented Present-Value Approach”, with Stefano Cassella, Te-feng Chen, and Huseyin Gulen, 2024. Forthcoming, Journal of Financial Economics

● “Optimal Cross-Sectional Regression”, with Zhipeng Liao and Zhenzhen Xie, 2024. Management Science

● “Reconstructing the Yield Curve”, with Jing Cynthia Wu, 2021. Journal of Financial Economics, 142, 1395-1425.

● “Luckversus Skill in the Cross-Section of Mutual Fund Returns: Reexamining the Evidence”,with Campbell R. Harvey. 2022. Journal of Finance, 77, 1921-1966.

● “Index Option Returns and Generalized Entropy Bounds” (single authored), 2021. Journal of Financial Economics, 139, 1015–1036.

● “False (and Missed) Discoveries in Financial Economics”, with Campbell R. Harvey, 2020. Journal of Finance, 75, 2503–2553.

● “Lucky Factors?”, with Campbell R. Harvey, 2021. Journal of Financial Economics,413–435. , 141,

● “AnEvaluation of Alternative Multiple Testing Methods for Finance Applications”, with Campbell R. Harvey and Alessio Saretto, 2020. Review of Asset Pricing Studis,10, 199-248.

● “Cross-Sectional Alpha Dispersion and Performance Evaluation”, with Campbell R. Harvey, 2019. Journal of Financial Economics, 134, 273–296., 31, 2499–2552.

● “Detecting Repeatable Performance”, with Campbell R. Harvey, 2018. Review of Financial Studies

● “... and the Cross-section of Expected Returns”, with Campbell R. Harvey and Heqing Zhu, 2016. Review of Financial Studies, 29, 5-72


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所获荣誉

2025: Hong Kong Polytechnic University China Accounting and Finance Review (CAFR) special issue conference, keynote speaker;

    Hong Kong City University VIP seminar speaker

2024: Chair Professor in the Changjiang Scholar Program of China’s Ministry of Education

2022: Invited speaker at the SoFiE Summer School of New York University Shanghai

2020: Jay Ross Young Faculty Scholar Award, Purdue University;

    Distinguished Teacher Award (Master’s elective), Purdue University

2017: Republic Bank Research Fellow, Texas A&M University

2015: Bernstein Fabozzi/Jacobs Levy Award for the Best Paper in the Journal of Portfolio Management

2014: NASDAQ OMX Awardfor theBest Paper onAsset Pricing at the Western Finance Association Meetings (WFA);

    INQUIRE-Europe-UK Best Paper Award;

    Bernstein Fabozzi/Jacobs Levy Award for the Best Paper in the Journal of Portfolio Management

2008-2013: Duke University Fellowship

2006-2008: University of Minnesota Graduate Scholarship (full Ph.D. scholarship, later changed to a master's scholarship)

2006: Graduated with honors from Tsinghua University

2002-2005: Academic Excellence Scholarship from Tsinghua University

2001: First Prize in the High School Mathematics League (qualified for direct admission to Peking University), Second Prize in the Physics League, Second Prize in the Chemistry League


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其他

博士生招生需求

每年有多名博士生名额,着重培养金融科技,交叉学科方向的人才,优先考虑数理和计算机基础优秀的员工。


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