Department of Finance
School of Business and Management
Hong Kong University of Science & Technology
Hong Kong, SAR, China
(2011-2013, visiting Shanghai Advanced Institute of Finance)
Tel: (country code 86) (area code 21) 6293 - 3081
Ju's research interests include derivatives pricing, dynamic capital structures, financial econometrics, decision-making under ambiguity preferences, continuous-time agency models. You may access his curriculum vitae here [CV].
1998--2005: Assistant Professor of Finance, Smith School of Business, University of Maryland,
2005--Present: Associate Professor of Finance, School of Business and Management,
Hong Kong University of Science and Technology, Clear Water Bay, Hong Kong.
1. Ambiguity, Learning, and Asset Returns, Econometrica, 80, 559-591, 2012, (with Jianjun Miao). , ,
2. Optimal Compensation and Pay-Performance Sensitivity in a Continuous-Time Principal-Agent Model, Management Science, 58, 641-657,
3. 2012, (with Xuhu Wan). [ ]
4. Fourier Transformation and the Pricing of Average-Rate Derivatives, Review of Derivatives Research 9, 187-212, 2006, (with Rui Zhong).
7. A Refinement to AitSahalia's (2003) `` Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach", Journal of Business 78, 2037-2052, 2005, (with Gurdip Bakshi). [paper]
8. Horses and Rabbits? Trade-Off Theory and Optimal Capital Structure, Journal of Financial and Quantitative Analysis, 40, 259-281, 2005, (with Robert Parrino, Allen Poteshman, and Michael Weisback). [paper] , [Appendix A], [Appendix B], [Appendix C] [Derivation of G(T), H(T), and I(T) in Appendix A]
1. Dynamic Asset Allocation with Ambiguous Return Predictability, (with Hui Chen, and Jianjun Miao), presented at the 2010 AFA meetings in Atlanta and the 2009 China International Conference in Finance (CICF) in Guangzhou (it won the TCW best paper award of CICF 2009). [ ]
2. Delegated Portfolio Management under Adverse Selection in a Continuous-Time Model, (with Xuhu Wan). Revise and resubmit at
Review of Financial Studies. [paper]
3. Options, Option Repricing in Managerial Compensation: Their Effects on Corporate Investment Risk, (with Hayne Leland and Lemma
Journal Referee: Journal of Finance, Journal of Financial Economics, Review of Financial Studies, Journal of Financial and Quantitative Analysis, Econometrica, Management Science, Mathematical Finance, Journal of Economic Control and Dynamics, Financial Management, Journal of Computational Finance, Review of Derivatives Research, Journal of risk, International Journal of Theoretical and Applied Finance, Journal of Accounting and Public Policy, Journal of Financial Services Research, Journal of Econometrics, Journal of Financial Econometrics, Financial Research Letters, Optimal Control Applications and Methods, Journal of Banking and Finance, Journal of Futures Market, and some others.