周倜 - 哈尔滨工业大学（深圳）

个人简介

周倜，哈尔滨工业大学（深圳）经济管理学院，副教授，硕士生导师，主要研究方向为资产定价、期权隐含信息、投资组合和金融大数据分析，主要研究成果发表在《管理科学学报》、《系统工程理论与实践》、《 Journal of Financial and Quantitative Analysis 》和《Journal of Empirical Finance》等国内外期刊上。曾于2009-2011年间任职于国泰君安证券资产管理公司，从事量化投资工作。 Ti Zhou, Associate Professor, School of Economics and Management, Harbin Institute of Technology (Shenzhen). His research interests include asset pricing, options-implied information, portfolio choice, and big data analysis in finance. He has published papers in Journal of Management Sciences in China, Systems Engineering Theory & Practice, Journal of Financial and Quantitative Analysis, and Journal of Empirical Finance. From 2009 to 2011, worked as quantitative research associate at the Guotai Junan Securities.

研究领域

资产定价的理论与实证研究资产定价期权隐含信息投资组合金融大数据分析

近期论文

查看导师新发文章（温馨提示：请注意重名现象，建议点开原文通过作者单位确认）

1. Out-of-sample Equity Premium Prediction: The Role Option-implied Constraints (with Yunqi Wang), Journal of Empirical Finance(SSCI), 2023, 70, 199-226. DOI:10.1016/j.jempfin.2022.12.004 2. 高阶矩风险与市场收益：来自中国期权市场的证据 (与王云奇合作), 管理科学学报 (CSSCI), 2024, 27(05), 122-140. DOI:10.19920/j.cnki.jmsc.2024.05.007 3. Macroeconomic Expectations and Expected Returns (with Yizhe Deng and Yunqi Wang), Journal of Financial and Quantitative Analysis (SSCI, FT50), 2025, 60(4):1760-1796. DOI: 10.1017/S0022109024000279 4. 基于时变隐马尔可夫机制转换模型的多资产配置研究 (与李仲飞, 胡家啓合作), 系统工程理论与实践 (CSSCI), 2024, DOI:10.12011/SETP2024-0108 5. Can Conditioning Information Add Value to Portfolio Choice? An Out-of-sample Analysis (with Qiqian Li), Applied Economic Letters (SSCI), 2025, DOI:10.1080/13504851.2025.2472028

学术兼职

Ad-hoc referees for Journal of Empirical Finance, Journal of International Money and Finance, Research in International Business and Finance, Financial Innovation, Review of Derivatives Research; 《经济学（季刊）》、《管理科学学报》、《金融研究》。