Jingzhi Huang
Professor of Finance and Mathematics
Department Finance
Office Address 350 Business Building
Phone Number
814-865-0032
Email Address
jxh56@psu.edu
Jingzhi Huang
![Color portrait of Jingzhi Huang](http://media.smeal.psu.edu/content_php/directory/photos/jxh56-web.jpg)
Professor of Finance and Mathematics
Department Finance
Office Address 350 Business Building
Phone Number
814-865-0032
Email Address
jxh56@psu.edu
Professor Huang has been at Penn State since receiving his Ph.D. in finance from New York University in 1997. He has also taught at the Stern School of Business, New York University.
Expertise
Credit risk, Fixed-income markets, Derivatives markets, Mutual funds and Hedge funds, and machine learning
Education
Ph D, Finance, New York University, 1997
Courses Taught
FIN 597 – Special Topics (1.5)
FIN 406 – Sec Anly &Prt Mgmt (3)
Advanced valuation theory; fundamentals of security analysis; portfolio construction and management.
FIN 601 – Ph D Dis Full-Time
NO DESCRIPTION.
FIN 496 – Independent Studies (Variable)
Creative projects, including research and design, which are supervised on an individual basis and which fall outside the scope of formal courses.
FIN 596 – Individual Studies (variable)
Creative projects, including nonthesis research, which are supervised on an individual basis and which fall outside the scope of formal courses.
FIN 406H – Security Analysis and Portfolio Management (3)
Advanced valuation theory; fundamentals of security analysis; portfolio construction and management.
FIN 597C – Research Methods (3)
The class focuses on the empirical research methods, data, and econometrics used in the asset pricing subfields of financial economics.
FIN 494H – Finance Senior Honors Thesis (variable)
Supervised student activities on research projects identified on an individual or small-group basis.
B A 574 – Business Research (variable)
A project paper, comparable in quality and scope of work to a graduate thesis, on problems of a company.
Selected Publications
This paper was circulated previously under the title "Does Ownership Concentration Affect Corporate Bond Volatility? The Impact of Illiquidity"
Note: Member of the Management Science Reproducibility Collaboration
Summarized in CFA Digest, August 2013, Volume 43, Issue 3.
Featured in ”Envisioning the Future of Securities Analysis,” CFA Magazine, July/August 2004;
Reprinted in "Quantitative Analysis in Financial Markets," ed. Marco Avellaneda, World Scientific Publishing Co., 1999
Research Impact and Media Mentions
Editorships
The editorial board includes Stephen Blyth, Damiano Brigo, Lars Hansen, Lubos Pastor, Neil Shephard, Robert Shiller, etc. The journal is sponsored by ElSEVIER and Science Press.
Co-Editor of a special issue
Editor of a special issue on Credit Risk
Editor of a special issue
ISSN: 1673-3444 (Print) 1673-3568 (Online)
Honors and Awards
Nominee for the 2019 Penn State Undergraduate Teaching Awards, Schreyer Institute for Teaching Excellence, (Oct 1, 2018)
Journal of Banking and Finance Outstanding Reviewer, Elsevier, (Mar 1, 2017)
QJF Associate Editor of the Year, Quarterly Journal of Finance and Midwest Finance Association, (Dec 1, 2016)
Invited Speaker at the 2013 Asian Finance Association Meetings, Asian Finance Association, (Jul 15, 2013)
The most cited article published in the "Review of Asset Pricing Studies", Society of Financial Studies and the RAPS, (Oct 1, 2012)
A top-50 most cited article published in the "Review of Financial Studies", Society of Financial Studies and the RFS, (Jan 1, 2011)
Semifinalist for the FMA Best Paper Award in Investments, Financial Management Association, (Oct 31, 2009)
EFA Outstanding Financial Institutions Paper Award, Eastern Finance Association, (May 31, 2009)
Club 6 for Outstanding Performance in Teaching, New York University, (Feb 28, 2003)
FMA Best Paper Award in Fixed-Income, Financial Management Association, (Oct 31, 2001)
C.W. Nichols Fellowship, New York University, (Sep 1, 1996)
International Finance Conference Excellent Paper Award, National Taiwan University, (Dec 31, 1995)