Research output per year
Research output per year
PhD, MSc, BSc, MSc
BS8 1PQ
I have been a Professor of Finance at the University of Bristol since 2019. My current research interests are in financial econometrics, portfolio management, volatility modelling, risk measurement and empirical asset pricing. I have successfully supervised more than 20 PhD students in these and other fields. I have extensive consultancy experience, working with investment banks, mutual funds, hedge funds, wealth management companies and regulators. Prior to becoming an academic, I spent seven years as a systems programmer and then application software developer for Lloyds Bank plc.
My Google Scholar page is here and my SSRN page is here .
My CV is here.
Research output: Contribution to journal › Article (Academic Journal) › peer-review
Research output: Contribution to journal › Article (Academic Journal) › peer-review
Research output: Contribution to journal › Article (Academic Journal) › peer-review
Zheng, J. (Principal Investigator), Harris, R. D. F. (Co-Investigator), Xue, X. (Co-Investigator), Wang, Q. (Co-Investigator), Eshraghi, A. (Co-Investigator) & Shen, J. (Co-Investigator)
1/02/24 → 31/07/24
Project: Research
Zheng, J. (Principal Investigator), Cliff, D. (Co-Investigator) & Harris, R. D. F. (Co-Investigator)
1/01/23 → 31/07/23
Project: Research