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)
Foundations of Financial Computing (MTH116)
Introduction to Financial Mathematics (MTH202)
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):
Research areas
- Asset and Derivatives Pricing
- Financial Econometrics
Person Types
- Staff
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Projects
- 2 Active
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Dynamic tail risk measurement with granular information
Lu, Z. (PI)
1/01/25 → 31/12/27
Project: Internal Research Project
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Improved big-data financial uncertainty and its impact on short- and long-run volatility: Evidence from the Chinese stock market
Lu, Z. (CoI)
1/09/23 → 31/08/26
Project: Governmental Research Project
Research output
- 3 Article
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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
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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
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Financial uncertainty and stock market volatility
Jiang, Y., Liu, X. & Lu, Z., Jun 2024, In: European Financial Management. 30, 3, p. 1618-1667Research output: Contribution to journal › Article › peer-review
7 Citations (Scopus)
Activities
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2025 Suzhou University Workshop on Financial Mathematics & Actuarial Science
Wen, C. (Organiser), Cao, Y. (Organiser), Lu, Z. (Organiser) & Liu, J. (Organiser)
28 Aug 2025 → 29 Aug 2025Activity: Participating in or organising an event › Organising an event e.g. a conference, workshop, …
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Estimating, Forecasting, and Managing Beta
Lu, Z. (Supervisor)
Jul 2025 → Aug 2025Activity: Supervision › Completed SURF Project
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The 34th Annual Meeting of the European Financial Management Association
Lu, Z. (Speaker)
25 Jun 2025 → 28 Jun 2025Activity: Talk or presentation › Presentation at conference/workshop/seminar
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The Annual Workshop on Economics with Heterogeneous Interacting Agents
Lu, Z. (Speaker)
13 Feb 2025 → 16 Feb 2025Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Journal of Chinese Economic and Business Studies (Journal)
Cao, Y. (Associate Editor) & Lu, Z. (Editor)
2025 → 2026Activity: Peer-review and editorial work of publications › Editorial work