Yong Jin
The Hong Kong Polytechnic University
Yong (Jimmy) Jin is an Assistant Professor in the School of Accounting and Finance, Hong Kong Polytechnic University. He received his Ph.D. in Finance and Ph.D. in Quantitative Finance from University of Florida in the summer of 2016. He obtained his B.Sc. (Hons) and M.Phil. in Risk Management Science from The Chinese University of Hong Kong, and also studied in Nanyang Technological University as a NTU-Temasek Foundation LEaRN Scholar and University of Toronto as an exchange student. His research interests include Investment, Derivatives, Asset Pricing, Equity Issuance, Risk Management and Quantitative Analysis. Jimmy's job market paper proposes an optimal estimator of the optimal portfolio weight and conducts a comprehensive empirical study to demonstrate the superior performance of the new estimators. His paper won 2015 Morgan Stanley Prize for Excellent in Financial Markets, the Montreal Institute of Structured Finance and Derivatives (IFSID) Research Grant and several conference best student papers. He also got the Business School Ph.D. Teaching award from University of Florida in Fall 2015. He is a Financial Risk Manager (FRM) holder and contributes to the FRM exams. He worked in Morgan Stanley (New York) Strats and Modelling as a Quantitative Associate and co-organized the Morgan Stanley Quantitative Finance Summer Boot Camp.
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Articles by Yong Jin
On empirical likelihood option pricing
This paper investigates the application of the empirical likelihood method in the study of option pricing.
International diversification through iShares and their rivals
In this paper, the authors investigate the diversification benefits of iShares and their rivals (CECFs and American depositary receipts) between April 1996 and December 2004.