SUN Xianming is an associate professor of finance at School of Finance, Zhongnan University of Economics and Law (ZUEL), and serves as the deputy executive director of Innovation and Talent Base for Digital Technology and Finance. He joined ZUEL as a lecturer after completing a double-degree Ph.D. in mathematics from Central South University and Ghent University in 2016. His research interests include numerical methods in financial engineering, portfolio theory, asset pricing, Fintech, and so on. His research has been published in the leading economics and finance journals, including Journal of Economic Dynamics and Control, Journal of Futures Markets, Energy Economics, among others.

Research Interests
 Financial Engineering: Option Pricing, Portfolios
 FinTech: Data Asset Pricing, Financial Machine Learning

 

Education
Central South University and Ghent University, Ph.D. in mathematics, 2016
Central South University, MA. Sc. in probability theory, 2012
Qingdao University, B.A in applied mathematics, 2009

 

Appointments
Associate Professor of Finance, Zhongnan University of Economics and Law, 2019-present
Lecturer in Finance, Zhongnan University of Economics and Law, 2016-2019

 

Teaching
Financial Engineering, Fixed-income Security Analysis, Quantitative Investment

Selected Publications
[1] Qin Lin, Yulei Luo, and Xianming Sun. Robust investment strategies with two risky assets. Journal of Economic Dynamics and Control, 134:104275, 2022.

[2] Xiaohang Ren, Ziwei Tong, Xianming Sun, and Cheng Yan. Dynamic impacts of energy consumption on economic growth in China: Evidence from a nonparametric panel data model. Energy Economics, 107:105855, 2022.

[3] Qian Lin, Xianming Sun, and Chao Zhou. Horizon-unbiased investment with ambiguity. Journal of Economic Dynamics and Control, 114:1–17, 2020.

[4] Xianming Sun, Thorsten Schulz, Asma Khedher, and Michèle Vanmaele. Model risk and discretisation of locally risk-minimising strategies. Journal of Computational and Applied Mathematics, 311:38–53, 2017.