Profile of Professor Ling Aifan

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    ​Name:Ling Aifan

    ​Title: Professor

    ​Office Phone: 0791-83823152

    ​Email: aiffling@163.com

1. Introduction

Basic Information:

Ling Aifan, male, was born in July 1977 and is a native of Xinjian County, Jiangxi Province. He is currently a professor, doctoral supervisor and the deputy dean of the School of Finance, Jiangxi University of Finance and Economics.

Research Directions: Financial Engineering, Fintech, Corporate Financial Theory, Asset Pricing

Education Experience:

09/2010-12/2011 Post-doctorate, Key Laboratory of Management, Decision and Information Systems, Academy of Mathematics and Systems Science, CAS

09/2005-12/2008    D. Sci., Xi’an Jiaotong University                           

09/2002-07/2005    M. Sci., Nanchang University                                                     

09/1996-07/2000    B. Sci., Jiangxi Normal University

Work Experience:

12/2008-11/2011 Lecturer, School of Finance, Jiangxi University of Finance and Economics

07/2010-10/2012 Postdoctoral Researcher, Institute of Mathematics and Systems Science, Chinese Academy of Sciences

11/2011-11/2016 Associate Professor, School of Finance, Jiangxi University of Finance and Economics

09/2012-08/2013 Visiting Scholar, School of Business, National University of Singapore

08/2015-07/2016 Visiting Scholar, School of Business, Columbia University

11/2016-Present Professor, Doctoral Supervisor, School of Finance, Jiangxi University of Finance and Economics

2. Teaching Experience

Courses Taught:

Financial Engineering

Financial Economics

Financial Technology

Asset Pricing

Honors:

Candidate of the Hundred-Thousand-Ten Thousand Talents Project in Jiangxi Province (2014)

Candidate of Young Scientists Training Project of Jiangxi Province (2015)

Candidate of the First Hundred Talents Program in JUFE (2015)

Young Jinggang Scholar of Jiangxi Province (2018)

3. Research Achievements

Projects Hosted:

1. Key Project of the Education Department of Jiangxi Province: The Application of Systematic Risk Measurement in Risk Early Warning of Financial Institutions in Jiangxi Province, No. GJJ150440, 2016.1-2018.12, closed.

2. Project of Jiangxi Natural Science Foundation: Research on Dynamic Systematic Risk Measurement and Allocation Based on Robust Optimal Control Method, No. 20161BAB201026, 2016.1-2018.12, closed.

3. General Project of the National Natural Science Foundation: Research on Robust Dynamic Investment Decisions and Financial Contagion Problem under Limited Attention Allocation, No. 71300190, 2014.1-2017.12. closed.

4. Youth Project of the National Natural Science Foundation: Research on the Global Optimization Algorithm for Robust Portfolio Problems with Transaction Costs, No. 71001045, 2011.1-2013.12. closed.

5. Fifth Batch of Special Funding Projects of China Postdoctoral Science Foundation: Limited Attention Allocation and Financial Contagion: Theoretical and Empirical Research, No. 2012T0148, closed.

6. 48th Batch of General Funding Projects of China Postdoctoral Science Foundation: Research on Robust Optimal Investment Decision under Extreme Market Environment, No. 20100480491, closed.

7. Science Project of the Education Department of Jiangxi Province: Research on the Portfolio Optimization under the Uncertain Environment, No. GJJ10114, closed.

8. Youth Project of Jiangxi Natural Science Foundation: Map Division and Non-convex Quadratic Planning and Its Application in Investment Decision-making, No. 20114BAB211008, 2012.1-2014.12.

Papers:

1. Aifan Ling, Jie Sun, Meihua Wang, Robust Multi-period Portfolio Selection Based on Downside Risk with Asymmetrically Distributed Uncertainty Set. 2019, European Journal of Operational Research, 2019, forthcoming, In Press. (SCI, Top in Management Science)

2. Aifan Ling, Linli Xie, Idiosyncratic Tail Risk, Systemic Tail Risk, Hybrid Tail Risk and Asset Pricing-Evidence from China's A-share Market. Journal of Management Sciences in China, 2019 (8).

3. Aifan Ling, Ziyan Moyang, The Open-ended Fund “Pumping” Tests: the Empirical Evidences from Funds Sizes, Investment Style and Management Team, Chinese Journal of Management Science, 2018 (09).

4. Aifan Ling, Xiaoyang Chen, The Black-Litterman Portfolio Model Embedded GARCH to Estimate Volatility, Chinese Journal of Management Science, 2018, 06. Top Journal of Management Science in Chinese.

5. Aifan Ling, Jie Sun, Naihua Xiu, Xiaoguang Yang, Robust Two-stage Stochastic Linear Optimization with Risk Aversion, European Journal of Operational Research, 256 (2017) 215–229. (SCI, Top in Management Science)

6. Aifan Ling, Jiaming Wang, Wu Yan, Can Good Opening Cause Good Closing? -Evidences from HS300 Index Futures, Contemporary Finance and Economics, 2017, 12.

7. Aifan Ling, An Inexact Non-interior Continuation Method for Semidefinite Programming: Convergence Analysis and Numerical Results, Numerical Algorithms, (2016) 73:219–244, (SCI, JCR 2 in Applied Math).

8. Aifan Ling, Jie Sun, Xiaoguang Yang. Robust Tracking Error Portfolio Selection with Worst-case Downside Risk Measures, Journal of Economic Dynamics and Control, V39, February 2014 (2): 178–207, (SSCI). 

9. Aifan Ling, Le Tang, A Numerical Study for Robust Active Portfolio Management with Worst-case Downside Risk Measure, Mathematical Problems in Engineering, V2014, 1-13, (SSCI/SCI). 

10. Aifan Ling, Xiaoguang Yang, Robust LPM Active Portfolio Selection with Multiple Weights Constraints, Journal of Management Sciences in China, 2013, 8. Top Journal of Management Science in Chinese.

11. Aifan Ling, Chenxian Xu. Robust Portfolio Selection Involving Options under a “Marginal + Joint” Ellipsoidal Uncertainty Set, Journal of Computational and Applied Mathematics, 236: 3373–3393. 2012, (SSCI/SCI, JCR 2 in Applied Math). 

12. Aifan Ling, A VNS Metaheuristic with Stochastic Steps for Max 3-Cut and Max 3-Section. Mathematical Problems in Engineering, Volume 2012, Article ID 475018: 1-16, 2012, (SCI). 

13. Aifan Ling, Chenxian Xu, A New Discrete Filled Function Method for Solving Large Scale Max-cut Problems, Numerical Algorithm, 60: 435–461, 2012, (SCI, JCR 2 in Applied Math).

14. Aifan Ling, Xiaoguang Yang, Financial Contagion Channel of Attention Allocation Based on Google Trends. Journal of Management Sciences in China, 2012(11). Top Journal of Management Science in Chinese.

15. Aifan Ling, Jianglin Lv, Robust Portfolio Selections with Joint Ellipsoidal Uncertainty Set and Probability Constraints, Control and Decision, 2011 (04). Top Journal of Decision Science in Chinese.

16. Aifan Ling, Jianglin Lv, Consumption and Saving Problems with Habit Formation and Wealth Preference under Finite Time Horizon, Systems Engineering - Theory & Practice, 31 (1): 43-54. 2011. Top Journal of Decision Science in Chinese.

17. Aifan Ling, Chenxian Xu, Approximation Algorithms for MAX RES CUT, Journal of Applied Mathematics and Computing, 2010, vol. 33 (1-2):357-374, (SCI). 

18. Aifan Ling, Chenxian Xu. A Discrete Filled Function Algorithm Embedded with Continuous Approximation, European Journal of Operational Research, 197 (2009) 519–531. (SCI, Top in Management Science). 

19. Yu Li, Aifan Ling, A Continuous Algorithm Based on a New NCP Function for the Max-Bisection Problem, Chinese Journal of Engineering Mathematics, 2009(5):781-785.

20. Aifan Ling, Chenxian Xu. A Modified VNS Metaheuristic for Max-bisection Problems, Journal of Computational and Applied Mathematics, 2008, 220 (1-2): 413–421. (SCI, JCR 2 in Applied Math). 

21. Aifan Ling, Approximation Algorithms for Max 3-Section Using Complex Semidefinite Programming Relaxation, 2009, LNCS 5573, pp. 219–230, (SCI). 

22. Ai-Fan Ling, Cheng-Xian Xu, Feng-Min Xu, A Discrete Filled Function Algorithm for Approximate Global Solutions of Max-cut Problems, Journal of Computational and Applied Mathematics, 2008, V220, (1–2): 643–660, (SCI, JCR 2 in Applied Math).