Profile of Professor Jiang Chonghui

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    ​Name: Jiang Chonghui

    ​Title: Professor

    ​Office Phone:

    ​Email: jiangchonghui@jxufe.edu.cn

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1. Introduction

Basic Information:

Jiang Chonghui, male, was born in September 1980 and is a native of Yongzhou City, Hunan Province. He earned a PhD in Management and  currently works as a professor, master and doctoral supervisor, and the director of the Department of Financial Engineering in the School of Finance, Jiangxi University of Finance and Economics.

Research Directions: Portfolio Selection Asset Pricing

Education Experience:

1998.9-2002.7, Anhui University of Finance and Economics, Business Administration, Bachelor’s Degree

2003.9-2008.12, University of Electronic Science and Technology of China, Management Science and Engineering, PhD

2010.11-2011.5, Odette School of Business, University of Windsor, Canada, Postdoctoral Fellow 

2014.5-2015.4, Odette School of Business, University of Windsor, Canada, Visiting Scholar

Work Experience:

2020.1-Present, Professor, School of Finance, Jiangxi University of Finance and Economics

2016.5-2019.12, Associate Professor, School of Finance, Jiangxi University of Finance and Economics

2012.8-2016.2, Associate Professor, School of Economics and Management, University of Electronic Science and Technology of China

2009.1-2012.7, Lecturer, School of Economics and Management, University of Electronic Science and Technology of China

2. Teaching Experience

Courses Taught:

Undergraduate/Postgraduate: Financial Engineering, Portfolio Management, Fixed Income Securities

Honors:

Third Prize of the 15th Outstanding Achievement in Philosophy and Social Sciences of Sichuan Province

2014 Literati Award Winner: See more in China Finance Review International: http://emeraldgrouppublishing.com/products/journals/news_story.htm?id=5483#sthash.xk9w9r5B.dpuf

3. Research Achievements

Projects Hosted:

1. Regional Project of the National Natural Science Foundation “The Mechanism and Empirical Research of Portfolio Selection Based on Stress Test Constraint”, January 2020 to December 2023, Project No.: 71961007.

2. General Project of the National Natural Science Foundation “The Mechanism and Empirical Research of Portfolio Selection Based on Systematic Skewness Constraint”, January 2015 to December 2018, Project No .: 71471029.

3. Youth Project of the National Natural Science Foundation “The Mechanism and Empirical Research of Portfolio Selection Based on Background Risk”, January 2012-December 2014, Project No.: 71101019.

4. Key Research Base (High-level Innovation Team) Project of Humanities and Social Sciences in Jiangxi Colleges and Universities “The Mechanism and Empirical Research of Portfolio Selection Based on Benchmark Portfolio Design, October 2018-December 2019, Project No.: JD18093.

Papers:

   1. Jiang, C., Du, J., and Y. An, Combining the Minimum-variance and Equally-weighted Portfolios: Can portfolio performance be improved? [J], Economic Modelling, 2019, 80: 260-274.  

2. Jiang, C., Ma, Y., and Y. An, Portfolio Selection with a Systematic Skewness Constraint[J], The North American Journal of Economics and Finance, 2016, 37, 393-405.

3. Jiang, C., Ma, Y., and Y. An, International Diversification Benefits: An Investigation from Chinese Investor’s Perspective[J], China Finance Review International, 2013, 3(3):225-249.

4. Jiang, C., Ma, Y., and Y. An, International Portfolio Selection with Exchange Rate Risk: A Behavioural Portfolio Theory Perspective[J], Journal of Banking and Finance, 2013, 37(2):648-659.

5. Jiang, C., Ma, Y., and Y. An, The Mean-Variance Model Revisited with a Cash Account[J], Journal of Mathematical Finance, 2012, 2(1):43-53.

6. Jiang, C., Ma, Y., and Y. An, An Analysis of Portfolio Selection with Background Risk[J], Journal of Banking and Finance, 2010, 34(12): 3055- 3060.​

7. Jiang, C., Ma, Y., and Y. An, The Effectiveness of VaR-Based Portfolio Insurance Strategy: An Empirical Analysis[J], International Review of Financial Analysis, 2009,18(4): 185-197.

8. Jiang, C., Ma, Y., and Y. An, Pricing of Principal-Protected Funds in China: Are the Guarantee Fees Too High?[J], Investment Management & Financial Innovations, 2009, 6(2):77-82.

9. Jiang, C., Zeng, T., Ma, Y., Y. An, Effectiveness of (α, H) -based Investment Strategy: Evidence from International Investment[J], Journal of Systems Management, 2015, 24 (3): 333- 341.

10. Jiang, C., Ma, Y., Discussion on the Calculation Method of Bond Duration and Convexity[J], Journal of University of Electronic Science and Technology of China (Social Science Edition), 2014, 16 (2): 34-38.

11. Jiang, C., Ma, Y., Y. An, Market, Strategy and International Investment Benefits: An Empirical Analysis Based on the Perspective of Chinese Investors[J], Systems Engineering-Theory and Practice, 2012, 32 (4): 693-703.

12. Jiang, C., Ma, Y., Research on Active Risk Budget and Managers’ Portfolio Investment Decisions[J], Systems Engineering-Theory and Practice, 2007, 27 (10): 22-30.

13. Jiang, C., Ma, Y., Positive Risk Budget under the Principal-Agent Framework[J], Systems Engineering-Theory and Method (now renamed to Journal of Systems Management), 2006, 15 (6): 514-518.

14. Jiang, C., Ma, Y., New Exploration and Empirical Research on Fund Performance Evaluation Method [J], Chinese Journal of Management, 2004, 1 (3): 304-309.