Teachers' personal information

Zhao,Xiujuan
     Gender: Female
     Dept: Management Science and Engineering
     Title: Associate Professor (PHD supervisor)
     Academic Field: Financial Market Analysis
     Email: xjzhao@iss.ac.cn
    
    
    
    
    
    
    
    
【Education Background】
2007 Ph.D. Finance Beihang University (Supervisor: Prof. Shouyang Wang)
Ph.D. Dissertation: Studies on Mutual Funds Performance Evaluation in China
2004 M.D. Technological Economics and Management Hebei University of Technology
2001 B.A. Economics and Information Management Hebei University of Economics and Business

【Courses】
Operations Research, Social Investigation and Method, Applied Statistics, Theory and Application of Statistics, Data Structures, Data mining, Actuarial Science, Social Statistics

【Professional Experience】
Visiting scholar, SIEPR, Stanford University, the US, 2012.9 –2013.9
Full Professor, School of Economics and Management, Beijing University of Posts and Telecommunications, China, 2013.5-
Associate Professor, School of Economics and Management, Beijing University of Posts and Telecommunications, China, 2009.12- 2013.5
Assistant Professor, School of Economics and Management, Beijing University of Posts and Telecommunications, China,2007.7- 2009.12
Visiting Associate Professor, Department of Management Sciences, City University of Hong Kong, February-April, 2012.2-4
Research Fellow, Department of Management Sciences, City University of Hong Kong, January-February, 2009.8-2010.7
Research Fellow, Department of Information Science and Systems Engineering, Konan University, Japan, 2008.7-9
Research Associate, Department of Logistics, the Hong Kong Polytechnic University, 2007.7-2007.9
Research Associate, Department of Management Sciences, City University of Hong Kong, 2007.1-3&2006.7-9,
Research Assistant, Research Team of Fund Assessment in China, Key Lab of Management, Decision and Information Systems, Chinese Academy of Sciences, 2005.1- 2007.7

【Research Interests】
Design of Financial Products, Evaluation of Investment Funds, Assets Management and Security Market Analysis, Research of Behavioral Finance, Measurement and Management of Credit Risk, Data Envelopment Analysis/Operations Research (from the viewpoint of evaluation)

【Research Projects:】
“Risk Control Study on Residents’ Finance Planning”, Supported by the Program for New Century Excellent Talents in University, Ministry of Education of the People’s Republic of China, 2012.1- 2013.12, Principal Investigator.
“Study on the Price Volatility, Early Warning and Policy of Minor Bulks Assets”, Supported by National Natural Science Foundation of China, 2012.1 –2015.12, Principal Investigator.
“Risk Management and Policy Study on Financial Production in China”, Supported by Center for Forecasting Science, Chinese Academy of Sciences, 2010.12- 2012.12, Principal Investigator.
“An Intelligent Agent Based Multi-Criteria Group Decision Making Methodology and Its Applications to Enterprise Risk Analysis in Hong Kong and Mainland China”, Supported by Beijing University of Posts and Telecommunications, 2010.1- 2010.10, Principal Investigator.
“Risk Management of Financial Innovation”, Supported by Center for Forecasting Science, Chinese Academy of Sciences, 2009.1-2010.10, Principal Investigator.
“Studies on Risk Evaluation of Mutual Funds and Their Characteristics Forecasting”, supported by National Natural Science Foundation of China, 2009.1 –2011.12, Principal Investigator.
“Study and Development on web of MADIS China Fund”, Supported by Center for Forecasting Science, Chinese Academy of Sciences, 2008.10- 2010.10, Principal Investigator.
“TEI@I Methodology and Its Applications for Complex Dynamic Markets Forecasting”, Supported by City University of Hong Kong, 2006.7-9, Research Associate.
“Decision Making Under Uncertainty: Theory, Methods and Applications”, Supported by National Natural Science Foundation of China, 2004.9 –2007.7, Research Assistant.
“Zhongke—Green Futures Indexes Designation”, Supported by Green Group,2005.12 – 2007.1, Key Member.
“Research on Econometrics Models and Pre-economical Index System”, Supported by People's Bank of China, 2005.7- 2005.10, Research Assistant.
“Study and Development of Mutual Funds”, Supported by Huashang Funds Management Company, 2005.11- 2006.1, Key Member.
“Research on Commercial Banks’ Credit Risk Measurement and Management”, Supported by Natural Science Fund of Hebei Province, 2003.1- 2003.12, Key Member.

【Academic Achievements】
Xiujuan Zhao, Shouyang Wang, Studies on Mutual Funds Evaluation System in China, Science Press, Beijing, 2007.
Lingbo Li, Min Shi, Shouyang Wang, Shanying Xu, Xiujuan Zhao, Performance Evaluation and Risk Management of Chinese Fund Industry, Hunan University Press, Changsha, 2006.
Haibin Xie, Xiujuan Zhao, Shouyang Wang, A comprehensive look at the predictive information in Japanese candlestick, Procedia Computer Science, 2012: 1219-1277.
Xiujuan Zhao, Shouyang Wang, Kin Keung Lai,“Mutual funds performance evaluation based on endogenous benchmarks”, Expert Systems with Applications, 2011, 38(4):3663-3670.
 Xiujuan Zhao, Jianmin Shi, Similarity analysis on China’s and Japan’s security price series, International Review of Applied Financial Issues and Economics, 2011, 3(1):35-49.
Xiujuan Zhao, Wuyi Yue, A multi-subsystem fuzzy DEA model with its application in mutual funds management companies’ competence evaluation, Procedia Computer Science, 2010, 1(1): 2463-2472.
Xiujuan Zhao, Jianming Shi, Evaluation of mutual funds using multi-dimensional information, Frontiers of Computer Science in China, 1673-7350, 2010, 4(2):237-253.
Xiaodong Ji, Xiujuan Zhao, Xiuli Chao, A novel method for multistage scenario generation based on cluster analysis, International Journal of Information Technology & Decision Making, 2006, 5(3): 513-530.
Bin Li, Xiujuan Zhao, Relationship between House Prices and Income Fundamental:Evidence from 35 cities, Systems Engineering: Theory and Practice, 2012
Zhuo Wei, Xiujuan Zhao, Shouyang Wang, The Study on CSI300 Index Futures’ Arbitrage Based on Intraday Effect, Journal of Management Science in China, 2013, accepted
Kaiyu Zhu, Xiujuan Zhao, Ziran Li, Shouyang Wang, A study on the spillover effect of the volatility of Chinese closed-end fund price indices——in case of Shenzhen closed-end fund index, Chinese Journal of Management Science, 2011, 19(6):1-9.
Xiujuan Zhao, Gang Cheng, Shouyang Wang, Is luck more important than the fund manager’s ability? Systems Engineering: Theory and Practice, 2011, 31(5):834-840.
Xiujuan Zhao, Hongshui Zhang, Application of Malmquist index in equity mutual funds evaluation in China, Systems Engineering: Theory and Practice, 2010, 30(4):646-653.
Kui Fan, Xiujuan Zhao, Shouyang Wang, Empirical study on time-varying information and risk spillover effects among global main equity markets, Journal of Management Science in China, 2010, 13(9): 87-97.
Xiujuan Zhao, Kin Keung Lai, Shouyang Wang, How much do the managers affect funds performance?——Empirical study of performance and personal characteristics, Management Review, 2010, 22(1):3-12.
Jing Cui, Xiujuan Zhao, Shouyang Wang, A comparison study of some significant problems between Chinese and Japanese security markets, Accounting and Finance, 2009,119(3): 1-8.
Xiujuan Zhao, Hongshui Zhang, PCPC fund evaluation model with empirical study based on characteristics, Systems Engineering: Theory and Practice, 2009, 29(1):13-21.
Xiujuan Zhao, Shouyang Wang, Review on equity mutual funds evaluation methods, Luojia Management Review, 2007, 1(1):115-136.
Xiujuan Zhao, Chaoqun Ma, Excavate mutual funds’ management information based on DEA model, Systems Engineering: Theory and Practice, 2008,28(8):190-196.
Xiujuan Zhao, Hongshui Zhang, KK Lai, Shouyang Wang, A method for evaluating mutual funds’ performance based on asymmetric Laplace distribution and DEA approach, Systems Engineering: Theory and Practice, 2007, 27(10):1-10.
Xiujuan Zhao, Qifang Wu, Shouyang Wang, Are returns of open-ended funds inflated? — Analysis of calendar effect in the Chinese stock market, Chinese Journal of Management Science, 2006, 14(4):13-18.

【Honors】
2012: Winner of CPC’s Organization Ministry’s Top Young Talents Supporting Plan;
2011: New Century Excellent Talents in University, Ministry of Education of the People’s Republic of China;
2010: Excellent Achievement Award of Philosophy and Social Sciences, the People’s Government of Beijing Municipality;
2010: Green Group Award of Computational Finance and Business Intelligence, the International Conference of Computational Sciences, Amsterdam;
2010: Excellent Tutorship Award for Instructing Students to Get the First Class of Prize of National E-Commerce Competition;
2010: Excellent Tutorship Award for Instructing Students’ Bachelor Degree Thesis;
2008: Excellent Achievements Award, Securities Association of China;
2008: Excellent Academic Periodical Paper Award, the Chinese Association of Science and Technology;
2006: Chengfei Award, Beihang University;
2006: Best Paper Award, Systems Engineering Society of China.
【Social Appointments】
Editor of Global Advanced Research Journal of Economics Accounting and Finance (GARJEAF), Co-editor of International Journal of Engineering and Industries, Co-editor of FIN, Council Member of Financial Systems Engineering Society of China, Guest Editor of International Review of Applied Financial Issues and Economics,Co-editor of Advances in Information Sciences and Service Sciences, Co-editor of iBusiness.
 
 
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