Xu, Jing (徐靖)
Associate Professor
School of Finance
Renmin University of China
Email: jing.xu@ruc.edu.cn
Address: 604 Ming De Main Building, 59 Zhongguancun Avenue, Beijing, China 100872
Associate Professor
School of Finance
Renmin University of China
Email: jing.xu@ruc.edu.cn
Address: 604 Ming De Main Building, 59 Zhongguancun Avenue, Beijing, China 100872
Ph. D. in Financial Mathematics, National University of Singapore, 2015
B. Sc. in Mathematics, Peking University, 2010
2020/09-present, Associate Professor, Renmin University of China
2016/09-2020/08, Assistant Professor, Renmin University of China
2015/02-2016/01, Research Fellow, Risk Management Institute, National University of Singapore
Portfolio choice and consumption with market imperfections
Mutual funds
Financial derivatives
Optimal Trading with Speed-Dependent Transaction Cost Rates: A Flexible Framework (Hong Liu, Shuaijie Qian and Jing Xu), Operations Research, Forthcoming.
Continuous Exercise of Executive Stock Options with Heterogeneous Characteristics (Jing Xu and Peiquan Yang), Journal of Operational Research Society, Forthcoming.
Life-time Portfolio and Consumption Choice with Defined Contribution Plans (Min Dai, Shuaijie Qian, Ling Qin, and Jing Xu), Finance and Stochastics, Forthcoming.
Pairs Trading with Costly Short-selling (Jing Xu and Peiquan Yang), Journal of Economic Dynamics and Control 168 (2024), 104941.
Picking A Thorny Rose: Optimal Trading with Spread-Based Return Predictability (Linjun Feng, Ya Li, and Jing Xu), European Financial Management 30 (2024), 2343-2375.
A Rational Theory for Disposition Effects (Min Dai, Yipeng Jiang, Hong Liu, and Jing Xu), Review of Economic Dynamics 47 (2023), 131-157.
Competition and Equilibrium Effort Choice (Jing Xu), Journal of Economic Dynamics and Control 137 (2022), 104331.
Incomplete Information and the Liquidity Premium Puzzle (Yingshan Chen, Min Dai, Luis Goncalves-Pinto, Jing Xu, and Cheng Yan), Management Science 67 (2021), 5703-5729.
A Comment on "Real Options for Endangered Species" (Conrad, 2018) (Jing Xu), Ecological Economics 189 (2021), 107175.
Lose Oneself in Comparison: An Investment and Consumption Game between Two Agents (Jing Xu), Operations Research Letters 49 (2021), 350-356.
Two Birds, One Stone: Joint Timing of Returns and Capital Gains Taxes (Yaoting Lei, Ya Li, and Jing Xu), Management Science 66 (2020), 823-843.
How Does Illiquidity Affect Delegated Portfolio Choice? (Min Dai, Luis Goncalves-Pinto, and Jing Xu), Journal of Financial and Quantitative Analysis 54 (2019), 539-585.
The Invisible Hand of Internal Markets in Mutual Fund Families (Luis Goncalves-Pinto, Juan Sotes-Paladino, and Jing Xu), Journal of Banking and Finance 89 (2018), 105-124.
Superhedging under Ratio Constraint (Yingshan Chen, Min Dai, Jing Xu, and Mingyu Xu), Journal of Economic Dynamics and Control 58 (2015), 250-264.
Costly Arbitrage through Pairs Trading (Yaoting Lei and Jing Xu), Journal of Economic Dynamics and Control 56 (2015), 1-19.
Investing under Ambiguity and Relative Performance Concerns (Yanjie Wang and Jing Xu)
Revise and Resubmit, Journal of Financial Markets.
Inflation and Tax Timing (Yaoting Lei, Hong Liu, Jing Xu, and Peiquan Yang)
(Bachelier Finance Congress, International Conference on Asia-Pacific Financial Markets, Annual Risk Management Conference)
Investing and Consuming with Time-Varying Social Comparison Incentives (Yue Liu, Jing Xu, and Peiquan Yang)
(China Economic Annual Conference, PKU-NUS International Conference on Quantitative Finance and Economics)
Convex Incentives and Liquidity Premia (Min Dai, Luis Goncalves-Pinto, Jing Xu, and Cheng Yan)
(WFA Meetings, FMA Asia/Pacific Conference, Australasian Finance and Banking Conference, FIRN Conference)