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Edwin Ruan

Senior Associate Professor

Calculated based on number of publications stored in Pure and citations from Scopus
20132024

Research activity per year

Personal profile

Personal profile

Dr Xinfeng (Edwin) Ruan (阮鑫丰) is a Senior Associate Professor of Finance and Distinguished Professor of Jiangsu Province (江苏省特聘教授) at the International Business School Suzhou (IBSS) of Xian-Jiaotong Liverpool University (XJTLU). He earned his PhD in Finance from the University of Otago in 2017 and an MSc in Operations Research Management (Research Area: Financial Mathematics and Financial Engineering) from the Southwestern University of Finance and Economics (SWUFE) in 2014. Prior to joining XJTLU, he worked at the University of Otago from 2019 to 2023 and was a Postdoctoral Research Fellow at the Auckland University of Technology from 2018 to 2019.

Edwin’s research interests mainly focus on asset pricing and derivatives, both in theoretical and empirical domains. He has extensive research experience in these areas and has published more than 30 papers in highly regarded, peer-reviewed journals, such as the Journal of Financial Markets (ABDC-A*), Journal of Economic Dynamics and Control (ABDC-A*), Energy Economics (ABDC-A*), Journal of Futures Markets, Journal of Commodity Markets, International Review of Economics and Finance, Journal of Forecasting, Accounting and Finance, Pacific-Basin Finance Journal, Finance Research Letters, Economics Letters, Applied Economics, International Review of Finance, Journal of Behavioral and Experimental Finance, Journal of Macroeconomics, Mathematics and Financial Economics, and Computational Economics. Edwin's outstanding research has been recognized with the Otago Business School Best Emerging Researcher award in 2019.

Edwin actively seeks PhD students who are genuinely passionate about research in Asset Pricing and Derivatives. Strong skills in mathematics (e.g., stochastic calculus and PDE) and programming (e.g., Python, MATLAB, R, SAS, and Stata) are desirable. PhD scholarships are available and funded by his own research grant.

Research interests

Asset Pricing and Derivatives

Experience

Senior Associate Professor of Finance, Xian Jiaotong-Liverpool University - 2023-present

Senior Lecturer in Finance, University of Otago - 2022-2023

Lecturer in Finance, University of Otago - 2019-2022

Postdoctoral Research Fellow, Auckland University of Technology - 2018-2019

Teaching

FIN303 Financial Risk Management (2023/24, S2)

FIN403 Quantitative Methods for Finance (2023/24, S1)

FINC299 Fundamentals of Quantitative Finance (2022, S2, University of Otago)

FINC403 Studies in Capital Markets (2022, S1, University of Otago)

FINC310 Fixed Income Security Analysis (2019, 2020, 2021, S2, University of Otago)

FINC412 Financial Analytics (2019, 2020, 2021, S2, University of Otago)

FINC306 Derivatives (2017, S2, University of Otago)

FINC405 Mathematical Finance (2017, S2, University of Otago)

Awards and honours

2023, Talent Program Award of Distinguished Professor of Jiangsu Province (江苏省特聘教授)

2019, Otago Business School Best Emerging Researcher Award

2017, Otago Business School Exceptional PhD Thesis

2016, Alan MacGregor Prize (University of Otago)

2014, University of Otago Doctoral Scholarship

2014, Outstanding Masters Thesis Guanghua Award of SWUFE

2014, Outstanding Graduates of Sichuan Province

2014, Outstanding Graduates of SWUFE

2013, First Prize Macredit Scholarship (SWUFE)

2013, Merit Student of SWUFE

2012, Graduate National Scholarship (China)

Expertise related to UN Sustainable Development Goals

In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):

  • SDG 8 - Decent Work and Economic Growth

Education/Academic qualification

PhD, University of Otago - 2017

MSc, Southwestern University of Finance and Economics - 2014

Person Types

  • Staff

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