| LIN, Qian |
Distinguished Research Fellow of Finance |
Department : Mathematical Economics & Mathematical Finance |
Email: cumtsdu@qq.com |
PhD, Economics, Wuhan University, China (1995) |
M.A, Economics, Wuhan University, China (1988) |
B.A., Economics, Peking University (1985) |
TEACHING AND RESEARCH AREAS
Teaching Programme : Undergraduate and Graduate programme
Teaching Focusing : Asset Pricing, R, Stochastic Processes, Behavioral Finance, Corporate Finance, Quantitative Finance, Advanced Financial Theory
Teaching Courses: Advanced Financial Theory, Asset Pricing, Behavioral Finance, Financial Economics, Quantitative Investing, Advanced Investing, Financial Econometrics, Financial Derivatives, Financial Data Analytics, R Language, Matlab, Python, Stochastic Processes, Machine Learning, Financial Technology, Financial Risk Management
Research Areas : Asset Pricing, Behavioral Finance, Financial Engineering, Financial Technology, Investments
Professional Qualification
Associate Actuary of China 04/2008 − present
INTERNATIONAL EXPERIENCE
07/2018 Visiting Scholar
Bielefeld University
01/2018 Visiting Scholar
University of Hong Kong
07/2017 −− 08/2017 Visiting Scholar
Bielefeld University
07/2016 −− 08/2016 Visiting Scholar
Bielefeld University
06/2015 −− 07/2015 ZiF Fellow
Bielefeld University
Grants
1.01/2016 −− 12/2018 The National Natural Science Foundation of China (Young Scientists Fund Program, Grant Number: 11501425): Optimal consumption and investment with ambiguity, Principal Investigator
2.01/2020 −− 12/2023 The National Natural Science Foundation of China (General Program, Grant Number: 11971364): Financial markets and long run risk model with ambiguity, Principal Investigator
Publications
1.Hui Guo, Qian Lin, and Yujou Pai, A tale of fear and euphoria in the stock market, Journal of Financial and Quantitative Analysis, forthcoming.
2.Qian Lin, Yulei Luo, and Xianming Sun, Robust investment strategies with two risky assets, Journal of Economic Dynamics and Control 134 (2022) 104275.
3.Qian Lin, and Dejian Tian, Portfolio choices: comparative statics under both expected return and volatility, Quantitative Finance 21 (2021) 1027-1035.
4.Qian Lin, and Frank Riedel, Optimal portfolio choice with ambiguous interest rates and volatility, Economic Theory 71 (2021) 1189-1202.
5.Patrick Beissner, Qian Lin, and Frank Riedel, Dynamically consistent alpha-maxmin expected utility, Mathematical Finance 30 (2020) 1073-1102.
6.Qian Lin, Dejian Tian, and Weidong Tian, A generalized stochastic differential utility driven by G-Brownian motion, Mathematics and Financial Economics 14 (2020) 547-576.
7.Qian Lin, Xianming Sun, and Chao Zhou, Horizon-unbiased investment with ambiguity, Journal of Economic Dynamics and Control 114 (2020) 103896.
8.Qian Lin, Jensen inequality for superlinear expectations, Statistics and Probability Letters 151 (2019) 79-83.
9.Qian Lin, Nash equilibrium payoffs for stochastic differential games with jumps and coupled non-linear cost functionals, Stochastic Processes and their Applications 125 (2015) 4405-4454.
10.Qian Lin, Nash equilibrium payoffs for stochastic differential games with two reflecting barriers, Advances in Applied Probability 47 (2015) 355-377.
Honors and Awards
09/2014 −− 06/2025
Excellent Faculty Evaluation in 2020, Wuhan University
09/2012 −− 08/2014
Excellent Doctoral Dissertation of Shandong Province (06/2013)
Excellent Doctoral Dissertation of Shandong University (04/2013)
09/2006 −− 06/2012
Marie Curie Fellowship (02/2009–01/2012)
Training Program for Excellent Doctoral Students of Shandong University (2011)
Young Scholar Award for Doctoral Students of the Ministry of Education of China (2010)
Qilu Securities Scholarship of Shandong University (2008, 2009, 2011)
Excellent Graduate Scholarship of Shandong University (2007)
09/2002 −− 07/2006
Excellent Bachelor Thesis of China University of Mining and Technology (Top 1%, 2006)
Outstanding Graduate of China University of Mining and Technology (2006)
Special Prize Scholarship of China University of Mining and Technology (Top 2%, 2004)
First Prize Scholarship of China University of Mining and Technology (Top 5%, 2003, 2005)