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Zhenyu Lu

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Zhenyu Lu

Assistant Professor

20232025

Research activity 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 (2024). 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)

Foundations of Financial Computing (MTH116)

Introduction to Financial Mathematics (MTH202)

Education/Academic qualification

PhD, University of Nottingham

Award Date: 14 Jul 2024

Research areas

  • Asset and Derivatives Pricing
  • Financial Econometrics

Person Types

  • Staff

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):

  1. SDG 4 - Quality Education
    SDG 4 Quality Education
  2. SDG 8 - Decent Work and Economic Growth
    SDG 8 Decent Work and Economic Growth
  3. SDG 9 - Industry, Innovation, and Infrastructure
    SDG 9 Industry, Innovation, and Infrastructure

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Collaborations and top research areas from the last five years

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  • Commodity tail risk and equity risk premia

    Lu, Z., Jiang, Y. & Liu, X., Sept 2025, In: Journal of Financial Research. 48, 3, p. 1350-1407 58 p.

    Research output: Contribution to journal › Article › peer-review

    1 Citation (Scopus)

  • Cross-Sectoral Crash Risk and Expected Commodity Futures Returns

    Jiang, Y., Liu, X. & Lu, Z., Sept 2025, In: Journal of Futures Markets. 45, 10, p. 1636-1664 29 p.

    Research output: Contribution to journal › Article › peer-review

  • Financial uncertainty and stock market volatility

    Jiang, Y., Liu, X. & Lu, Z., Jun 2024, In: European Financial Management. 30, 3, p. 1618-1667

    Research output: Contribution to journal › Article › peer-review

    7 Citations (Scopus)
  • 2 Editorial work
  • 2 Presentation at conference/workshop/seminar
  • 1 Organising an event e.g. a conference, workshop, …
  • 1 Completed SURF Project
View all 6 activities