Date:2020-07-16 Click：
Name: Sheng Jiliang
Title: Professor
Office Phone: 0791-83816429
Email:shengjiliang@jxufe.edu.cn
1. Introduction
Basic Information:
Sheng Jiliang earned a PhD in Management Science and Engineering from the University of Electronic Science and Technology of China in 2007. He is currently a post-doctoral fellow, professor and doctoral supervisor of Applied Economics in Jiangxi University of Finance and Economics.
Research Directions: Financial Engineering, Financial Measurement and Investment Analysis, Financial Risk Management
2. Teaching Experience
Courses Taught:
Probability Theory
Linear Algebra
Decision Theory and Method
System Engineering
Financial Time Series Analysis
Financial Data Analysis and Method
Excellent Courses:
Decision Theory and Method
Honors:
Young and Middle-aged Backbone Teacher of Jiangxi Province
3. Research Achievements
Projects Hosted:
1. Project of the National Natural Science Foundation, “Institutional Portfolio Behavior Based on Strategic Interaction and Its Impact on Asset Prices”, 2016.01-2019.12.
2. Project of the National Natural Science Foundation, “Institutional Portfolio Strategy and Asset Pricing Based on PBF Contract”, 2012.01-2015.12.
Projects Participated:
Project of the National Natural Science Foundation (71973056), “Research on the Influence Mechanism of Incentive Contract of Institutional Investors on Asset Price”, 2020.01-2023.12.
Papers:
1. Sheng Jiliang, Wang Xiaoting, Yang Jun, Li Miao. Performance-Based Fee Contract and Risk-Taking Strategy in Asset Management Tournament[J]. Bulletin of Economic Research, 2019,71(3):388-403, SSCI.
4. Yi He, Yanxi Hou, Liang Peng, Jiliang Sheng. Statistical Inference for a Relative Risk Measure[J]. Journal of Business and Economic Statistics. 2019, 37(2):301-311. SSCI.
5. Jian Wang, Xiaoting Wang, Xintian Zhuang, Sheng Jiliang. External Monitoring and Dynamic Behavior in Mutual Funds[J]. Mathematical Problems in Engineering. 2016. SSCI.
6. Sheng Jiliang Yang Jun. Asymmetric Contracts, Cash Flows and Risk Taking of Mutual Funds[J]. Economic Modelling, 2014,38:435-442. SSCI
7. Jian Wang, Xiaoting Wang, Xintian Zhuang, Sheng Jiliang.The Effects of Optimism Bias in Teams[J]. Applied Economics, 2014, 46: 3980-3994. SSCI
6. Sheng Jiliang Yang Jun. Regret Theory and Equilibrium Asset Prices[J]. Mathematical Problems in Engineering, 2014. SCI
7. Jian Wang, Sheng Jiliang Xiaoting Wang. Optimism Bias and Incentive Contracts in Portfolio Delegations[J]. Economic Modelling, 2013, 33, 493-499.SSCI
8. Sheng Jiliang Yang Jun.Incentive Contract in Delegated Portfolio Management under VaR Constraint[J]. Economic Modelling, 2012, 29(5):1679-1685. (SSCI)
9. Sheng Jiliang Yang Jun. Market Power and Optimal Contract in Delegated Portfolio Management, International Journal of Management Science and Engineering Management. 2010, 5(6):463-470.
10. Sheng Jiliang. Asset Pricing Based on PBF in Delegated Portfolio Management, Journal of Information and Computational Science. 2009, 6(1)507-516.
11. Sheng Jiliang. Information Cost and Delegated Portfolio Management Contract, Journal of Information and Computational Science. 2009, 6(3)1453-1460.
Books Published:
Decision Theory and Method, Higher Education Press, 2016
Jiangxi University of Finance and Economics
Contact us: Office of International Cooperation and Exchange(OICE)
Address: No.168, East Shuanggang Road, Nanchang, Jiangxi Province, PR. China 330013