Nottingham University Business School
  • Print
   
   

Ziwen Bu

BSc(Hons) in Econ (2.1), MSc in Finance (Distinction)


Room: A2 (South Building)
Tel: +44 (0) 115 8467995
Email: lixzb2@nottingham.ac.uk

Current Status: Registered
Year of Registration: 2015
Expected Completion Date: /09/2018

Primary Funding Source:
Vice-Chancellor's Scholarship for Research Excellence (International)

Research Topic:
Asset pricing

Research Details:
Current research focuses on decomposing risk factors and finding out which component(s) earn the risk premium. More intuitively, the research provides testable restrictions for theories of some particular risk premiums. Meanwhile, the research shows that stocks can be partitioned into those earn the risk premiums and those that do not. The finding improves constructing pricing factors in existing pricing models such as the q-theory and the five-factor models. It also helps to create a more efficient trading strategy

Research Supervisor/s: Sanjay Banerji and Shamim Ahmed

Division: Industrial Economics and Finance


Return to list of Research Students
 

 

Nottingham University Business School

Jubilee Campus
Nottingham
NG8 1BB

telephone: +44 (0) 115 846 6602
fax: +44 (0) 115 846 6667
email: business-enquiries@nottingham.ac.uk