教授课程

金融风险管理 Financial Risk Management、金融软件与编程 Financial Software and Programming

个人简介

2003年至2008年就读于英国埃塞克斯大学（Essex）商学院，获金融学硕士与博士学位。2008年加入北京大公国际资信评估有限公司，主要从事债券评级、资产证券化、以及结构融资产品风险分析。2009年9月就职于厦门大学经济学院金融系，研究方向包括金融大数据、金融科技、金融工程、资产定价等领域。目前，科研成果主要发表于Management Science, Journal of Financial and Quantitative Analysis, Journal of International Money and Finance, Journal of Futures Markets,《金融研究》,《管理科学学报》等国内外优秀期刊。作为项目负责人，主持国家自然科学基金项目（面上项目）一项，完成国家自然科学基金项目（青年项目）和福建省社科项目各一项。

工作经历

2019.8-至今， 厦门大学经济学院金融系，教授，博导

2014.8-2019.7， 厦门大学经济学院金融系，副教授，博导

2017.9-2018.1，圣路易斯华盛顿大学 (WUSTL)，Olin商学院，访问学者

2013.8-2014.7，新加坡国立大学 (NUS)，风险管理研究中心 (RMI)，访问学者

2009.9-2014.7，厦门大学经济学院金融系，助理教授

2008.10-2009.8，北京大公国际资信评估有限公司

Jian Chen is Professor of Finance at the Department of Finance, School of Economics, Xiamen University. Professor Chen’s primary research fields are financial big data, fintech, asset pricing, and financial engineering. He is interested in issues related to investor sentiment, investor attention, labor asset pricing, return predictability, application of machine learning in finance, option market, and China's financial market. His papers in these areas have been published in the Management Science, Journal of Financial and Quantitative Analysis, Journal of International Money and Finance, Journal of Futures Markets, Journal of Financial Research (in Chinese), and Journal of Management Sciences in China. Before joining Xiamen University, Professor Chen was working for Dagong Credit Rating Ltd., as an analyst for bond rating and structural financing. He earned a PhD in finance from the Essex Business School.

Work Experience

2019.8-present, Professor, PhD supervisor, Department of Finance, School of Economics, Xiamen University

2014.8-2019.7, Associate Professor, PhD supervisor, Department of Finance, School of Economics, Xiamen University,

2017.9-2018.1, Washington University in St. Louis (WUSTL), Olin School of Business, visiting scholar

2013.8-2014.7, National University of Singapore (NUS), Risk Management Research Center (RMI), visiting scholar

2009.9-2014.7, Assistant Professor, Department of Finance, School of Economics, Xiamen University

2008.10-2009.8, Beijing Dagong International Credit Rating Co., Ltd.

研究成果

1. Global disaster risk matters, Management Science, forthcoming.

2. Investor attention and stock returns (with Guohao Tang, Jiaquan Yao, and Guofu Zhou), Journal of Financial and Quantitative Analysis, forthcoming.

3. Bid and ask prices of index put options: Which predicts the underlying stock returns? (with Yangshu Liu), Journal of Futures Markets, 2020, 40, 1337-1353.

4. 期权隐含尾部风险及其对股票收益率的预测（与张轶凡和洪集民合著）, 管理科学学报, 2019, 10, 72-81。

5. The world predictive power of U.S. equity market skewness (with Fuwei Jiang, Shuyu Xue, and Jiaquan Yao), Journal of International Money and Finance, 2019, 96, 210-227.

6. 中国股票市场的已实现偏度与收益率预测 (与张轶凡合著), 金融研究, 2018, 9: 107-125。

7.  Economic policy uncertainty in China and stock market expected returns (with Fuwei Jiang and Guoshi Tong), Accounting and Finance, 2017, 57(5), 1265-1286.

8. Financial development and regulation in China, Emerging Market Finance and Trade, 2017, 53: 1705. (Invited for Guest Editor’s Introduction)

9.  International volatility risk and Chinese stock return predictability (with Fuwei Jiang, Yangshu Liu, and Jun Tu), Journal of International Money and Finance, 2017, 70: 183-203.

10.  Chinese stock market volatility and the role of U.S. economic variables (with Hongyi Li, Fuwei Jiang, and Weidong Xu), Pacific-Basin Finance Journal, 2016, 39, 70-83.

11. Asset allocation in the Chinese stock market: The role of return predictability (with Fuwei Jiang and Jun Tu), Journal of Portfolio Management, 2015, 41(China issue): 71-83.

12. 基于扇形偏好的期权定价方法, 管理科学学报, 2014, 3:27-36。

主持课题

1.  国家自然科学基金项目（面上项目），71671148，期权隐含股票非对称特征：理论与实证研究，2017/01-2020/12，经费48.7万，在研，项目主持人。

2.  国家自然科学基金项目（青年项目），71201136，基于扇形偏好的一般均衡期权定价方法及其对股价跳跃风险的应用，2013/01-2015/12，经费22万，已结题，项目主持人。

3.  福建省社会科学规划项目（青年项目），2011C040，中国通货膨胀与人民币汇率波动问题研究， 2011/08-2012/07，经费1万元，已结题，项目主持人。