TEACHING AND RESEARCH AREAS

Ÿ Teaching courses: fixed income securities, time series analysis, mathematics on financial engineering, topics in financial economics 

Ÿ Research Areas : dynamic corporate finance, asset pricing

 

ACADEMIC EXPERIENCE

Ÿ Assistant Professor, Wuhan University, 2018-present

 

SELECTED PUBLICATIONS

 

Journal Papers (International)

Ÿ Yingjie Niu, Siqi Zhao and Zhentao Zou, 2021. Endogenous Discounting, Investment and Asset Pricing. International Journal of Finance and Economics, forthcoming.

Ÿ Yingjie Niu, Jinqiang Yang and Zhentao Zou, 2021. Investment Decisions under Incomplete Markets in the Presence of Wealth Effects. Journal of Economics, 133: 167-189.

Ÿ Yingjie Niu, Yaoyao Wu and Zhentao Zou, 2021. Irreversible Investment, Asset Returns, and Time-Inconsistent Preferences. European Journal of Finance, 27: 706-720.

Ÿ Fan Hu, Fan Zhang and Zhentao Zou, 2020. R&D Investment under Time-Inconsistent Preferences. Economics Letters, 197: 109620.

Ÿ Yingjie Niu, Jinqiang Yang and Zhentao Zou, 2020. Robust Contracts with One-Sided Commitment. Journal of Economic Dynamics and Control, 117: 103942.

Ÿ Bo Liu, Yingjie Niu, Jinqiang Yang and Zhentao Zou, 2020. Time-Varying Risk of Rare Disasters, Investment and Asset Pricing. The Financial Review, 55: 503-524.

Ÿ Bo Liu, Jiangyuan Li, Jinqiang Yang and Zhentao Zou, 2020. Hedge Fund’s Dynamic Leverage Decisions under Time-Inconsistent Preferences. European Journal of Operational Research, 284: 779-791.

Ÿ Zhentao Zou, 2020. Optimal dividend-distribution strategy under ambiguity aversion. Operations Research Letters, 48: 435-440.

Ÿ Fengjun Liu, Yingjie Niu and Zhentao Zou, 2020. Incomplete markets, Knightian uncertainty and high-water marks. Operations Research Letters, 48: 195-201.

Ÿ Yingjie Niu and Zhentao Zou, 2019. Corporate Investment, Tobin’s Q and Liquidity Management under Time-Inconsistent Preferences. Annals of Economics and Finance, 20: 721-736.

Ÿ Jiangyuan Li, Jinqiang Yang and Zhentao Zou, 2019. Compensation and Risk: A Perspective on the Lake Wobegon Effect. Journal of Banking and Finance, 108: 105626.

Ÿ Yingjie Niu, Jinqiang Yang and Zhentao Zou, 2019. Dynamic Agency and Investment Theory under Model Uncertainty. International Review of Finance, 19: 447-458.

Ÿ Yingjie Niu, Lei Zhou and Zhentao Zou, 2019. A Model of Capacity Choice under Knightian Uncertainty. Economics Letters, 174: 189-194.

Ÿ Jianjun Du, Jinqiang Yang and Zhentao Zou, 2018. Investment and Exit under Uncertainty with Utility from Anticipation. International Review of Finance, 18: 359-377.

Ÿ Yaoyao Wu, Jinqiang Yang and Zhentao Zou, 2018. Ambiguity Sharing and the Lack of Relative Performance Evaluation. Economic Theory, 66: 141-157.

Ÿ Yaoyao Wu, Jinqiang Yang and Zhentao Zou, 2017. Dynamic Corporate Investment and Liquidity Management under Model Uncertainty. Economics Letters, 155: 9-13.

 

RESEARCH GRANTS

 

Government-funded grants

Ÿ 2021-2023 Grant No. 72003142, National Natural Science Foundation of China (PI)