Projects per year
Personal profile
Personal profile
Dr. Zhenyu Lu is an Assistant Professor in the Department of Financial and Actuarial Mathematics at the Xi'an Jiaotong-Liverpool University. Dr. Lu's primary research fields are asset and derivatives pricing and applied financial econometrics. He is also interested in topics related to risk measurement, dependence modeling, expected returns, portfolio selection, and China's financial markets. Dr. Lu received his PhD degree in Finance from the University of Nottingham. He has passed all levels of the Chartered Financial Analyst (CFA) Program and the Financial Risk Manager (FRM®) Certification.
Teaching
Introduction to Probability and Statistics (MTH113)
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):
Person Types
- Staff
Fingerprint
Dive into the research topics where Zhenyu Lu is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
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Improved big-data financial uncertainty and its impact on short- and long-run volatility: Evidence from the Chinese stock market
1/09/23 → 31/08/26
Project: Governmental Research Project
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Dynamic tail risk measurement with granular information
1/01/25 → 31/12/27
Project: Internal Research Project
Research output
- 2 Article
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Commodity tail risk and equity risk premia
Lu, Z., Jiang, Y. & Liu, X., 16 Oct 2024, (Accepted/In press) In: Journal of Financial Research. 58 p.Research output: Contribution to journal › Article › peer-review
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Financial uncertainty and stock market volatility
Jiang, Y., Liu, X. & Lu, Z., 2024, In: European Financial Management. 30, 3, p. 1618-1667Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus)