Contact
- +44 (0)20 7040 3636
- [email protected]
Visit Chuanping Sun
Room BR5051, Bunhill Row
Postal address
Bayes Business School
106 Bunhill Row
London
EC1Y 8TZ
United Kingdom
106 Bunhill Row
London
EC1Y 8TZ
United Kingdom
About
Overview
Chuanping Sun is a lecturer in Finance at Bayes Business School. He obtained his PhD in Economics from the School of Economics and Finance at Queen Mary University of London. He has previously held visiting positions in New York University and FGV Sao Paulo. His research interests focus on machine learning, empirical asset pricing, and financial econometrics. More specifically, his work investigates cross-sectional asset returns and formulates optimal portfolio strategies. He is also working on statistical inferences of Machine Learning models.
Qualifications
- PhD, Queen Mary University of London, United Kingdom, Oct 2016 – Jul 2021
Languages
Chinese (Mandarin) and English.
Expertise
Primary topics
- Asset Pricing
- Econometrics
- Portfolio Choice
Publications
Journal article
- Hiraki, K. and Sun, C. (2022). A toolkit for exploiting contemporaneous stock correlations. Journal of Empirical Finance, 65, pp. 99–124. doi:10.1016/j.jempfin.2021.11.003.