Zhongjin (Gene) Lu is an assistant professor of finance at the University of Georgia. Professor Lu completed his PhD in finance at Columbia University in 2014, his MA in economics at Duke University in 2010, his BS in mechanical engineering and BA in economics at Tsinghua University in 2008. He is a specialist in asset pricing.
Prof. Lu's research uses innovative empirical approaches to study risk-return tradeoff in the financial markets such as the stocks, options, currencies, sovereign bonds, and futures markets. His recent award winning research paper with Scott Murray uses an Arrow-Debreu security based on S&P 500 index options to capture bear market risk and finds that, in a stark contrast to CAPM beta, bear beta is strongly priced in the stock market.