Faculty

ZHOU Ti
Assistant Professor

Education background
2011-2016 Hong Kong University of Science and Technology (HKUST) Finance PhD
2007-2009 New York State Stony Brook (SUNY-Stony Brook) Statistics Master
2003-2007 Bachelor of Mathematics, Zhongshan University

Honors
2011 -2016 Hong Kong University of Science and Technology Graduate Scholarship
2014, 2015 University Grants Committee (UGC) Travel Grant, Hong Kong University of Science and Technology
2015 Australian Finance and Bank PhD Student Conference Best Paper (3rd Prize)

Research areas
Empirical asset pricing, Derivative Pricing, Corporate Investment

Representative article
1. "The Peso Problem: Evidence from the S&P 500 Options Market", with Chu Zhang, Working Paper
2. "Term Structure of Recession Probabilities and the Cross-section of Asset Returns", Working Paper
3. “Institutional Investment Horizons and the Agency Cost of Debt” with Shuang Jin and Zilong Zhang, Working Paper
4. "Forward looking Tail Risk Measures" with Markus Huggenberger and Chu Zhang, Working Paper

Work experience
2009 – 2011 Researcher, Guotai Junan Securities Asset Management Department