研究团队
个人简介
中国人民大学财政金融学院副教授。
教育背景
2005年9月-2007年7月，北京大学，法学院
2007年9月-2010年7月，北京大学，数学科学学院，学士，专业：数学与应用数学
2010年8月-2015年1月，新加坡国立大学，理学院，博士，方向：数理金融
代表作品
期刊论文
Life-time Portfolio and Consumption Choice with Defined Contribution Plans (Min Dai, Shuaijie Qian, Ling Qin, and Jing Xu), Finance and Stochastics, Accepted.
Investing under Ambiguity and Relative Performance Concerns (Yanjie Wang and Jing Xu), Journal of Financial Markets, Accepted.
Continuous Exercise of Executive Stock Options with Heterogeneous Characteristics (Jing Xu and Peiquan Yang), Journal of the Operational Research Society, Accepted.
Optimal Trading with Speed-Dependent Transaction Cost Rates: A Flexible Framework (Hong Liu, Shuaijie Qian, and Jing Xu), Operations Research, 73 (2025), 2933-2952.
Pairs Trading with Costly Short-Selling (Jing Xu and Peiquan Yang), Journal of Economic Dynamics and Control 168 (2024), 104941.
Picking a Thorny Rose: Optimal Trading with Spread-Based Return Predictability (Linjun Feng, Ya Li, and Jing Xu), European Financial Management 30 (2024), 2343-2375.
A Rational Theory for Disposition Effects (Min Dai, Yipeng Jiang, Hong Liu, and Jing Xu), Review of Economic Dynamics 47 (2023), 131-157.
Competition and Equilibrium Effort Choice (Jing Xu), Journal of Economic Dynamics and Control 137 (2022), 104331.
Incomplete Information and the Liquidity Premium Puzzle (Yingshan Chen, Min Dai, Luis Goncalves-Pinto, Jing Xu and Cheng Yan), Management Science 67 (2021), 5703-5729.
A Comment on: "Real Options for Endangered Species" (Conrad, 2018) (Jing Xu), Ecological Economics 189 (2021), 107175.
Lose Oneself in Comparison: An Investment and Consumption Game between Two Agents (Jing Xu), Operations Research Letters 49 (2021), 350-356.
Two Birds, One Stone: Joint-Timing of Returns and Capital Gains Taxes (Yaoting Lei, Ya Li and Jing Xu), Management Science 66 (2020), 823-843.
How Does Illiquidity Affect Delegated Portfolio Choice? (Min Dai, Luis Goncalves-Pinto and Jing Xu), Journal of Financial and Quantitative Analysis 54 (2019), 539-585.
The Invisible Hand of Internal Markets in Mutual Fund Families (Luis Goncalves-Pinto, Juan Sotes-Paladino and Jing Xu), Journal of Banking and Finance 89 (2018), 105-124.
Superhedging under Ratio Constraint (Yingshan Chen, Min Dai, Jing Xu and Mingyu Xu), Journal of Economic Dynamics and Control 58 (2015), 250-264.
Costly Arbitrage through Pairs Trading (Yaoting Lei and Jing Xu), Journal of Economic Dynamics and Control 56 (2015), 1-19.