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WU Jian

PhD, Management, Finance

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Finance
PhD, Management, Finance

Jian Wu is a Full Professor of Finance at NEOMA Business School with ten years experience as head of department of economic and finance. Currently, she teaches Investments, Financial risk management, Sustainable finance, Economic environment and its impact on financial markets in initial training, as well as executive education courses. Her research interests include Financial engineering, Corporate governance, Banking regulation, Macroeconomic impacts on financial markets, and Corporate social responsibility. She has published her research findings in academic reviews that include “Finance”, “International Review of Financial Analysis”, “Economic Bulletin”, and “Bankers, Markets & Investors”.

Areas of research

  • Exotic options
  • Banking regulation with Basel II
  • ESG-based incentive executive remuneration plan

Recent academic contributions

  • GONZALEZ CORTES, D., E. ONIEVA, I. P. LÓPEZ, L. TRINCHERA, J. WU, "Autoencoder-Enhanced Clustering: A Dimensionality Reduction Approach to Financial Time Series", IEEE Access, February 2024, vol. 12, pp. 16999-17009
    DOI : 10.1109/ACCESS.2024.3359413
  • GONZALEZ CORTES, D., E. ONIEVA, I. P. LÓPEZ, L. TRINCHERA, J. WU, "Portfolio construction using explainable reinforcement learning", Expert Systems: the Journal of Knowledge Engineering, July 2024, vol. 12
    DOI : 10.1111/exsy.13667
  • TAO, R., H. ZHAO, J. WU, "Do Corporate Customers Prefer Socially Responsible Suppliers? An Instrumental Stakeholder Theory Perspective", Journal of Business Ethics, July 2023, vol. 185, no. 3, pp. 689 - 712
    DOI : 10.1007/s10551-022-05171-5

Article

  • GONZALEZ CORTES, D., E. ONIEVA, I. P. LÓPEZ, L. TRINCHERA, J. WU, "Portfolio construction using explainable reinforcement learning", Expert Systems: the Journal of Knowledge Engineering, July 2024, vol. 12
    DOI : 10.1111/exsy.13667
  • GONZALEZ CORTES, D., E. ONIEVA, I. P. LÓPEZ, L. TRINCHERA, J. WU, "Autoencoder-Enhanced Clustering: A Dimensionality Reduction Approach to Financial Time Series", IEEE Access, February 2024, vol. 12, pp. 16999-17009
    DOI : 10.1109/ACCESS.2024.3359413
  • JIA, L., R. XU, J. WU, M. SONG, X. CHEN, "Impacts of geopolitical risk and economic policy uncertainty on metal futures price volatility: Evidence from China", Resources Policy, November-December 2023, vol. 87, no. Part B
    DOI : 10.1016/j.resourpol.2023.104328
  • TAO, R., H. ZHAO, J. WU, "Do Corporate Customers Prefer Socially Responsible Suppliers? An Instrumental Stakeholder Theory Perspective", Journal of Business Ethics, July 2023, vol. 185, no. 3, pp. 689 - 712
    DOI : 10.1007/s10551-022-05171-5
  • WU, J., "An Overview of Corporate Social Responsibility", Bankers, Markets & Investors (ex-Banque & Marchés), 2019, no. 159, pp. 26-38
  • WU, J., "How do CoCo bonds impact a bank’s shareholder wealth", Bankers, Markets & Investors (ex-Banque & Marchés), June 2018, no. 151, pp. 2-15
  • WU, J., "When financial derivatives can be applied to the real economy: the case of exotic options in corporate finance", Bankers, Markets & Investors (ex-Banque & Marchés), May 2016, no. 142, pp. 42-53
  • WU, J., W.YU, "Holder-Extensible Options with Modifiable Underlying-Assets", Bankers, Markets & Investors (ex-Banque & Marchés), March 2013, no. 123, pp. 4-14
  • WU, J., T.NGUYEN, W.YU, "Extendible options by changing their underlying assets", Bankers, Markets & Investors (ex-Banque & Marchés), January 2012, no. 116, pp. 40-51
  • THO, N., J.WU, "A new classification of exotic options", Bankers, Markets & Investors (ex-Banque & Marchés), May 2011, no. 112, pp. 54-62
  • WU, J., T.NGUYEN, "Capital structure determinants and convergence", Bankers, Markets & Investors (ex-Banque & Marchés), March 2011, no. 111, pp. 43-53
  • WU, J., T.NGUYEN, "Spillover impacts of the US macroeconomic news:Australian sectoral perspective", Economics Bulletin, July 2010, vol. 30, no. 3, pp. 1753-1771
  • WU, J., J.-P.CHATEAU, "Basel II Capital Adequacy : Computing the 'Fair" Capital Charge for Loan Commitment 'True' Credit Risk", International Review of Financial Analysis, January 2007, vol. 16, no. 1, pp. 1-21
  • WU, J., "Le régime juridique et fiscal des stock-options en France", Luxembourg Economics Papers, Publication de l'Université du Luxembourg, December 2004, no. 18, pp. 25-51
  • WU, J., W.YU, W.YU, "Indexed Executive Stock Options with a Ratchet Mechanism and Average Prices", Finance, December 2003, vol. 24, no. 2, pp. 85-127

Book chapter

  • WU, J., "Why have executive stock options met with such success in France?" in Resource Allocation and Institutions : Explorations in Economics, Finance and Law., Roufagalas J. Ed., ATINER Publications (Athens Institute for Education and Research), pp. 293-310, 2006

Academic conferences

  • WU, J., "Reinforcing the banking capital with two tranches of CoCo bonds" in AFFI Conference in ESCP Europe, 2018, Paris, France
  • WU, J., "Reinforcing the banking capital with two tranches of CoCo bonds" in International Risk Management Conference (IRMC), 2018
  • WU, J., "How do CoCo bonds impact a bank’s shareholder wealth?" in European Financial Management Association (EFMA) Conference, 2018, Milan, Italy
  • WU, J., "Basel II Capital Adequacy:the Fair Capital Charge for Loan Commitment Credit Risk" in AFFI, 2003 Spring Conference, 2003, France
  • WU, J., "Les Stock-options indexées à cliquets sur moyenne" in AFFI, 2001 Spring Conference, 2001, Belgium

Participation at an academic or professional conference

  • WU, J., "How can Coco bonds help banks in case of crisis?" Brown Bag Seminar du pôle Finance Responsable - Rouen Business School. 2012, Rouen, France
  • WU, J., "Impact of Coco Bonds on Banks' Capital Structure" in 5th International Conference on Business Intelligence and Financial Engineering (BIFE), 2012, China
  • WU, J., "Impact of Coco Bonds on Banks' Capital Structure" in B&SI July International Conference (Business & Economics Society), 2012, Austria
  • WU, J., "Generalized external extendible options" in 4th International Global Studies Conference, 2011, Brazil
  • WU, J., "Capital Structure Determinants and Convergence" in 9th International Conference of the Japan Economic Policy Association (JEPA), 2010, Japan
  • WU, J., "Extending options by changing their underlying assets: an anti-crisis solution" in 3rd International Conference on Business Intelligence and Financial Engineering (BIFE), 2010, Hong Kong
  • WU, J., "A new classification of exotic options" in 8th Annual International Conference on Finance, ATINER, 2010, Greece
  • WU, J., "Innovation et crise financière : rôle et avenir des produits financiers sophistiqués" in Université des Diplômés - Rouen Business School Alumni Association, 2009, Rouen, France
  • WU, J., "How to classify existing exotic options and design new ones?" in International Scientific School Modelling and Analysis of Safety and Risk in Complex Systems (MA SR), 2009, Russian Federation
  • WU, J., "L'échange entre la Chine et la France dans le cadre de l'éducation" in Rencontre avec le Ministre Adjoint de l'Education de la Chine, 2008, France
  • WU, J., "Executive stock options in France " in 8th Global Conference on Business and Economics (GCBE), 2008, Italy
  • WU, J., "Extending option maturities by extending their underlying assets" in Quantitative Methods in Finance Conference, 2008, Australia
  • WU, J., "Extending option maturities by extending their underlying-assets " in 21st Annual Australasian Finance and Banking Conference (AFBC), 2008, Australia
  • WU, J., "External writer-extendible options: pricing and applications" in EFMA, Annual Meeting (European Financial Management Association), 2007, Austria
  • WU, J., "External writer-extendible options: pricing and applications" in Oxford Business and Economics Conference, 2007, United Kingdom
  • WU, J., "The regime of the executive stock options in France" in Oxford Business and Economics Conference, 2007, United Kingdom
  • WU, J., "Why have executive stock options met with such success in France?" in 5th Annual International Conference on Finance, ATINER, 2007, Greece
  • WU, J., "External writer-extendible options: pricing and applications" in Eastern Finance Association Annual Meeting, 2006, United States
  • WU, J., "Why have executive stock options met with such success in France?" in Workshop on executive compensations, University of Stirling, 2006, United Kingdom
  • WU, J., "An attempt to Classify Exotic Options" in 6th Global Conference on Business and Economics (GCBE), 2006, United States
  • WU, J., "An attempt to Classify Exotic Options" in Midwest Finance Association Annual Meeting, 2006, United States
  • WU, J., "External writer-extendible options: pricing and applications" in 6th Global Conference on Business and Economics (GCBE), 2006, United States
  • WU, J., "An attempt to Classify Exotic Options" in Eastern Finance Association Annual Meeting, 2005, United States
  • WU, J., "An attempt to Classify Exotic Options" in 17th Annual Australasian Finance and Banking Conference (AFBC), 2004, Australia
  • WU, J., "Indexed executive stock options with ratchet mechanism and average prices" in Eastern Finance Association Annual Meeting, 2003, United States
  • WU, J., "Basel II Capital Adequacy: computing the banks "fair" Capital Charge for Loan Commitment Credit Risk" in Northern Finance Association - NFA, 2003, Canada
  • WU, J., "Banks' capital adequacy : Computing the "fair" capital charge for loan commitment credit risk" in 9th Symposium on Finance, Banking and Insurance, 2002, Germany
  • WU, J., "Indexed executive stock options with ratchet mechanism and average prices" in Northern Finance Association - NFA, 2002, Canada
  • WU, J., "Comment rendre les stock-options plus incitatives ?" in Séminaire de recherche, Direction de Recherche et d'Innovation, HSBC-CCF, 2002, France
  • WU, J., "Indexed executive stock options with ratchet mechanism and average prices" in 14th Annual Australasian Finance and Banking Conference (AFBC), 2001, Australia

Professional journals

  • WU, J., "Comment expliquer le succès de l’Asset Management ?", Finance Grandes Ecoles, February 2008, no. 11
  • WU, J., "L’enseignement de la finance dans quatre Grandes Ecoles de Commerce", Finance Grandes Ecoles, April 2007, no. 9

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