徐靖 - 中国人民大学 - 财政金融学院

个人简介

教育背景 2005年9月至2007年7月，北京大学，法学院，转系 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 2015年1月，新加坡国立大学，科学院，博士，方向：数理金融工作经历 02/2015-01/2016，新加坡国立大学风险管理研究院，研究员 09/2016-至今，中国人民大学财政金融学院，讲师，副教授讲授课程金融工程的数值方法，结构化金融产品（本科）连续时间金融学（上，下）（研究生）

研究领域

带有阻滞因素的金融市场中的资产配置与消费策略，共同基金，金融衍生品

近期论文

查看导师最新文章（温馨提示：请注意重名现象，建议点开原文通过作者单位确认）

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.

学术兼职

Conference Program Committee Member, Midwest Finance Association Annual Meeting 2020, Chicago, IL. 匿名审稿人: Mathematics of Operations Research, Journal of Economic Dynamics and Control, Journal of Banking and Finance, Economic Modelling, Quantitative Finance, China Finance Review International.