Min ZHENG

Associate Professor

Contact Information

Address:	China Institute for Actuarial Science (CIAS) Central University of Finance and Economics (CUFE) Shahe Higher Education Park, Changping District, Beijing, P.R.China 102206
Email:	mzheng@cufe.edu.cn
Telephone:

Professional Credential/Affiliations

Ÿ FRM

Employment

l 2011-Associate Professor,

Central University of Finance and Economics

l 2007-2010 Senior Research Associate,

University of Technology, Sydney

Education

l 2002-2007PhD, School of Mathematical Sciences, Peking University,

Research Interests

l Asset pricing, risk management, behavioral finance

Courses Taught

l Research on actuarial models, Research on the advanced problems of risk management theory, Research on the advanced problems of actuarial theory, Professional English (Actuarial Science)

Publications

Refereed Journals:

l S. Zheng, M, Zheng and W. Li (2019),  “Research on the Minimum Capital Requirements and Asset Allocation of Life Insurance Companies: Based on the Perspective of Market Risk”, Management Review (in Chinese), Vol. 31, No. 10, 36-49.

l A. Andrikopoulos, C. Wang and M. Zheng (2019), “Is there still a weather anomaly? An investigation of stock and foreign exchange markets”, Finance Research Letters, Vol. 30, 51-59. (SSCI)

l J. Guo, Y. Li and M. Zheng (2019), “Bottom-up sentiment and return predictability of the market portfolio”, Finance Research Letters, Vol. 29, 57-60. (SSCI)

l X. He, Y. Li and M. Zheng (2019), “Heterogeneous agent models in financial markets: A nonlinear dynamics approach”, International Review of Financial Analysis, Vol. 62, 135-149. (SSCI)

l M. Zheng, R. Liu and Y. Li (2018), “Long memory in financial markets: A heterogeneous agent model perspective”, International Review of Financial Analysis, Vol. 58, 38-51. (SSCI)

l M. Zheng, H. Wang, C. Wang and S. Wang, “Speculative behavior in a housing market: Boom and bust”, Economic Modelling, 2017, Vol. 61, 50-64. (SSCI)

l M. Zheng and S. Zheng, “Survival analysis of boundedly rational investors based on the Kalman-Bucy filter”, Chinese Journal of Management Science, 2016, Vol. 24, No. 1, 38-46

l M. Zheng, “Heterogeneous beliefs, survival and market impact”, Journal of Management Sciences in China, 2015, Vol. 18, No. 8, 73-82.

l M. Zheng, “Heterogeneous expectation and speculative behavior in insurance-linked securities”, Discrete Dynamics in Nature and Society, 2015, Volume 2015, Article ID 574091, 12 pages. (SCI, SSCI)

l C. Chiarella, X. He and M. Zheng, “Heterogeneous expectations and exchange rate dynamics”, European Journal of Finance, 2013, 19(5), 392-419. (SSCI)

Research Grants

l 2012-2014 Science Foundation for Youths supported by the National Natural Science Foundation of China, “Optimal Portfolio and Asset Pricing with Heterogeneous Beliefs and Different Information”: RMB 220,000

l 2015-2017 General Project supported by Beijing Natural Science Foundation, “Population Expansion and Evolution of Housing Price in Beijing – Study Based on Heterogeneous Agent Model and Computational Experimental Method”: RMB 130,000

l 2016-2019 General program supported by the National Natural Science Foundation of China, “Asset Pricing with Adaptive Learning and Global Games Based on Heterogeneous Agent Models”: RMB 580,400