Tong Chen joined the economics faculty at Xiamen University in July 2021 and is currently a dual-appointed assistant professor in the Department of Finance at the School of Economics and the Wang Yanan Institute for Studies in Economics. He holds a Bachelor of Science (2016), a Bachelor of Economics (2016), as well as a Ph.D. in Finance (2021) from Peking University. In 2020, he was a visiting scholar in the Department of Economics at Duke University, USA. Tong Chen's research areas are financial engineering and financial econometrics, focusing on modeling methods for risk factors and their applications in risk management, pricing of financial derivatives, and high-dimensional asset allocation. To date, he has published more than a dozen papers in prestigious academic journals both domestically and internationally, including the Journal of Futures Markets (5 papers), Journal of Financial Econometrics, Journal of Empirical Finance, Journal of Derivatives, China Economic Quarterly (in Chinese), and Journal of Financial Research (in Chinese). He holds the National Natural Science Foundation of China's Youth Project and the Ministry of Education's Humanities and Social Sciences Youth Fund Project. (For more information, see his personal webpage.)
Research Interests
Financial Econometrics, Financial Engineering, Volatility/Covariance Matrix Modeling
Positions
2021.7-present Assistant professor, Department of Finance, School of Economics, Xiamen University
2021.7-present Assistant professor, The Wang Yanan Institute for Studies in Economics (WISE), Xiamen University
2022.1-present Guest research fellow, Institute of Digital Finance, Peking University
Education
2012.9-2016.7 B.S. in Chemistry, College of Chemistry and Molecular Engineering, Peking University
2013.9-2016.7 B.A. in Economics (Double Major), National School of Development, Peking University
2016.9-2021.7 Ph.D. in Finance, National School of Development, Peking University
2019.8-2020.8 Visiting scholar, Economics Department, Duke University