Research Interests
Open to PhD applications in:
- Asset pricing
- Trading strategies
- Return
- Volatility forecasting
Public outreach & key achievements
1. M. Fan, Y. Li, J. Liu, “Risk Adjusted Momentum Strategies: A Comparison between Constant and Dynamic Volatility Scaling Approaches”, Research in International Business and Finance, 46 (2018): 131-140.
Research students
| PhD area | Study in risk-adjusted momentum strategies |
| Name | Minyou Fan |
| Years of study | 2018-2021 |
| Country | China |
Discover More
- Faculty of Arts Humanities and Social Sciences
- School of Queen's Management School
- https://sites.google.com/view/jiadong-liu/home