LIN Weidong
PhD in Economics
Finance
PhD in Economics
Weidong Lin is an Assistant Professor of Finance at NEOMA Business School. He earned his PhD in Economics from the Durham University Business School in 2023. He also holds an MSc in Mathematical Finance from the University of York and a BSc in Applied Mathematics from the Shandong University of Finance and Economics, China. His main research interest is in portfolio selection under systemic risk. His ongoing work focuses on applying distributional machine learning approaches in asset pricing. His recent paper appears in the Journal of Money, Credit and Banking.
Areas of research
- Financial Econometrics
- Portfolio Optimization
- Systemic Risk
- FinTech
Recent academic contributions
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LIN, W., A. TAAMOUTI, "Portfolio selection under non-gaussianity and systemic risk: A machine learning based forecasting approach", International Journal of Forecasting, November 2023
DOI : 10.1016/j.ijforecast.2023.10.007 -
LIN, W., J. OLMO, A. TAAMOUTI, "Portfolio Selection under Systemic Risk", Journal of Money, Credit and Banking, March 2023
DOI : 10.1111/jmcb.13038
Article
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LIN, W., A. TAAMOUTI, "Portfolio selection under non-gaussianity and systemic risk: A machine learning based forecasting approach", International Journal of Forecasting, November 2023
DOI : 10.1016/j.ijforecast.2023.10.007 -
LIN, W., J. OLMO, A. TAAMOUTI, "Portfolio Selection under Systemic Risk", Journal of Money, Credit and Banking, March 2023
DOI : 10.1111/jmcb.13038