刘岩

2008-2014，杜克大学， 金融学， 博士

2006-2008，明尼苏达大学， 统计学， 硕士

2002-2006，清华大学，数学，学士

2024.03-至今，清华大学经济管理深圳研究院，副院长

2023.08-至今，清华大学国际研究生院创新管理研究院暨清华大学经济管理学院金融系， 讲席教授

2023.04-2023.08， 普渡大学(Purdue U.)管理学院金融系，正教授

2022.04-2023.04， 普渡大学(Purdue U.)管理学院金融系，副教授

2019.06-2022.04， 普渡大学(Purdue U.)管理学院金融系，助理教授

2014.08-2019.06， 德州农工大学(Texas A&M U.)金融系，助理教授

实践和理论资产定价，投资分析，因子投资与实践，金融计量学，大数据金融建模

实践和理论资产定价，基金（公募和私募）业绩评估，计量经济学，大数据金融建模，机器学习建模与应用，金融另类数据构建与应用, 金融安全与风险管理

博士生招生需求

每年有多名博士生名额，着重培养金融科技，交叉学科方向的人才，优先考虑数理和计算机基础优秀的学生

Refereed publications:

• “Extracting Extrapolative Beliefs from Market Prices: An Augmented Present-Value Approach”, with Stefano Cassella, Te-feng Chen, and Huseyin Gulen, 2024. Forthcoming, Journal of Financial Economics.

• “Optimal Cross-Sectional Regression”, with Zhipeng Liao and Zhenzhen Xie, 2024. Management Science.

• “Reconstructing the Yield Curve”, with Jing Cynthia Wu, 2021. Journal of Financial Economics, 142, 1395-1425.

•“Luck versus Skill in the Cross-Section of Mutual Fund Returns: Reexamining the Evidence”, with Campbell R. Harvey. 2022. Journal of Finance，77， 1921-1966.

• “Index Option Returns and Generalized Entropy Bounds” (single authored), 2021. Journal of Financial Economics, 139, 1015–1036.

• “False (and Missed) Discoveries in Financial Economics”, with Campbell R. Harvey, 2020. Journal of Finance, 75, 2503–2553.

• “Lucky Factors?”, with Campbell R. Harvey, 2021. Journal of Financial Economics, 141, 413–435.

• “An Evaluation of Alternative Multiple Testing Methods for Finance Applications”, with Campbell R. Harvey and Alessio Saretto, 2020. Review of Asset Pricing Studies, 10, 199-248.

• “Cross-Sectional Alpha Dispersion and Performance Evaluation”, with Campbell R. Harvey, 2019. Journal of Financial Economics, 134, 273–296.

• “Detecting Repeatable Performance”, with Campbell R. Harvey, 2018. Review of Financial Studies, 31, 2499–2552.

• “... and the Cross-section of Expected Returns”, with Campbell R. Harvey and Heqing Zhu, 2016. Review of Financial Studies, 29, 5-72.

Other publications:

• “Luck vs. Skill and Factor Selection”, with Campbell R. Harvey, 2017. In John Cochrane and Tobias J. Moskowitz, eds.: The Fama Portfolio (University of Chicago Press, Chicago).

• “Backtesting”, with Campbell R. Harvey, 2015. Journal of Portfolio Management, 42(1), 12-38.

• “Evaluating Trading Strategies”, with Campbell R. Harvey, 2014. Journal of Portfolio Management, 40(5), 108-118.