Dr. SHAO Hui is an Assistant Professor of Quantitative Finance at ZIBS.
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Education
- 07/2017, PhD in Applied Mathematics, Peking University
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Work Experience
- 11/2020 – Present, Assistant Professor of Quantitative Finance, Zhejiang University
- 01/2020 – 11/2020, Assistant Professor of Statistics, Nankai University
- 04/2017 – 01/2020, Research Fellow, Risk Management of Institute, NUS
- 10/2015 – 04/2017 Research Assistant, Center for Quantitative Finance, NUS
- 11/2020 – Present, Assistant Professor of Quantitative Finance, Zhejiang University
- 01/2020 – 11/2020, Assistant Professor of Statistics, Nankai University
- 04/2017 – 01/2020, Research Fellow, Risk Management of Institute, NUS
- 10/2015 – 04/2017 Research Assistant, Center for Quantitative Finance, NUS
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Publications
Journal Articles
- Lujun Li, Hui Shao, Ruodu Wang, Jingping Yang (2018). Worst-case Range Value-at-Risk with Partial Information. SIAM Journal on Financial Mathematics.
- Hui Shao. An Axiomatization of Medians on the Domain of Distribution Functions. Operations Research.
Journal Articles
- Lujun Li, Hui Shao, Ruodu Wang, Jingping Yang (2018). Worst-case Range Value-at-Risk with Partial Information. SIAM Journal on Financial Mathematics.
- Hui Shao. An Axiomatization of Medians on the Domain of Distribution Functions. Operations Research.
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Research Interests
- Applied Probability Theory
- Financial Engineering
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Teaching Courses
- Python Programming, Applied Financial Economics, Derivative Pricing
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Room 328, ZIBS Building
+86 (0)573-87572691
huishao@intl.zju.edu.cn
