SHAO Hui

Dr. SHAO Hui is an Assistant Professor of Quantitative Finance at ZIBS.

Education

Work Experience

11/2020 – Present, Assistant Professor of Quantitative Finance, Zhejiang University

- 01/2020 – 11/2020, Assistant Professor of Statistics, Nankai University
- 04/2017 – 01/2020, Research Fellow, Risk Management of Institute, NUS
- 10/2015 – 04/2017 Research Assistant, Center for Quantitative Finance, NUS

Publications

Journal Articles

Lujun Li, Hui Shao, Ruodu Wang, Jingping Yang (2018). Worst-case Range Value-at-Risk with Partial Information. SIAM Journal on Financial Mathematics.

Hui Shao. An Axiomatization of Medians on the Domain of Distribution Functions. Operations Research.

Research Interests

Applied Probability Theory

Teaching Courses