Education Background
Phd. (UNSW)
Research Field
Biography
Dr. Wu Haifeng is a researcher at Shenzhen Finance Institute, The Chinese University of Hong Kong, Shenzhen. His research interests focus on FinTech, Financial Derivatives, Financial Econometrics, and Financial Assets Risk Management. Before joining SFI, Dr. Wu was lecturers-in-charge for financial derivatives courses at the UNSW Business School, the University of New South Wales. From 2007 to 2010, Dr. Wu was the Director of Financial Derivatives Quantitative Tradings department at the Société Générale Corporate and Investment Banking, Australia (SG CIB Australia), and the Associate Chief Operating Officer at the FICC SG CIB. His personal publication “Options Trading Strategies for Market Makers” was published by China Commercial Publishing House for multiple times. His research, as well as business review articles, have been published in leading international journals and media in the fields of econometrics, forecasting, and business.
1.Cenesizoglu T;Papageorgiou N;Reeves JJ;Wu H, 2019, 'An analysis on the predictability of CAPM beta for momentum returns', Journal of Forecasting, vol. 38, pp. 136 - 153, http://dx.doi.org/10.1002/for.2552
2.Cenesizoglu T;Liu Q;Reeves JJ;Wu H, 2016, 'Monthly Beta Forecasting with Low-, Medium- and High-Frequency Stock Returns', Journal of Forecasting, vol. 35, pp. 528 - 541, http://dx.doi.org/10.1002/for.2396
3.Reeves JJ;Wu H, 2013, 'Constant versus Time-Varying Beta Models: Further Forecast Evaluation', Journal of Forecasting, vol. 32, pp. 256 - 266, http://dx.doi.org/10.1002/for.1268