Shengbo Zhu

Education

• Aug. 2014 – Aug. 2020, Ph. D. in Economics, Pennsylvania State University
• Sep. 2012 – Jun. 2014, Master in Economics, Renmin University of China
• Sep. 2008 – Jun. 2012, Bachelor in Economics, Renmin University of China

Work Experience

• Aug. 2021 – Now, Assistant Professor, Department of Finance, School of Business, Renmin University of China

Research Interests

Financial Economics, Machine Learning, FinTech, Econometrics, Digital Economy

Courses

SAS and Its Applications (Graduate)

Publications

Selected Academic Articles

Working papers:

1. Markovian Quasi-Maximum Likelihood Estimation, with A. Ronald Gallant
2. Why Does the Recovery Theorem Not Work Empirically? A Martingale-Based Explanation
3. General Implied Processes and Direct Implementation of the Fundamental Theorem of Asset Pricing

Selected Presentations at Academic Meetings

1. General Implied Processes and Direct Implementation of the Fundamental Theorem of Asset Pricing , 2021 China Meeting of Econometric Societys