Overview
Background
Min is an Associate Professor in Finance at UQ Business School. Her overarching research interests include asset management, empirical asset pricing and fintech. Min has published in well-regarded international journals including Journal of Financial Economics, Biometrika, Critical Finance Review, Journal of Business Finance & Accounting, Journal of Financial Econometrics, and Journal of Empirical Finance. Min has received several prestigous awards including Best Paper in Financial Management 2018 Spring Issue (2018), Vice Chancellor’s Performance Award in Research (2017), CSIRO Award for Paper with Most Literary Merit (2016), and Chinese Government Award for Outstanding Doctoral Students Abroad (2012).
Min has established a wide research network with multi-disciplinary experts. The list of her co-authors includes scholars in finance, economics and data science from both national and international research organisations. She has close ties with research leaders who are internationally recognized in their respective fields. Min’s research has been presented at leading international and domestic conferences including American Finance Association Conference (AFA), China International Conference in Finance (CICF), European Finance Association (EFA), Financial Research Network (FIRN) Conference, Australasian Finance and Banking Conference, and Accounting & Finance Association of Australia and New Zealand (AFAANZ) Conference.
As evidence of the international and national recognition of the quality and impact of her research, Min regularly referees manuscripts submitted to a number of academic journals including Journal of Finance, ournal of Financial Economics, Review of Finance, Journal of Banking & Finance, and Journal of Empirical Finance.
Min also has close links with the asset management industry. Her research in quantitative portfolio management has been met with great interest by industry practitioners. In particular, the portfolio construction and risk management framework she developed together with her co-researchers has been incorporated into day-to-day portfolio management processes of the Quantitative Equity Products Investment Team at Schroders since 2010.
Availability
- Associate Professor Min Zhu is:
- Available for supervision
- Media expert
Qualifications
- Masters (Research) of Statistics, National University of Singapore
- Doctor of Philosophy, University of Sydney
Works
Search Professor Min Zhu’s works on UQ eSpace
2015
Journal Article
A Gaussian pseudolikelihood approach for quantile regression with repeated measurements
Fu, Liya, Wang, You-Gan and Zhu, Min (2015). A Gaussian pseudolikelihood approach for quantile regression with repeated measurements. Computational Statistics and Data Analysis, 84, 41-53. doi: 10.1016/j.csda.2014.11.002
2013
Journal Article
Jackknife for bias reduction in predictive regressions
Zhu, Min (2013). Jackknife for bias reduction in predictive regressions. Journal of Financial Econometrics, 11 (1) nbs011, 193-220. doi: 10.1093/jjfinec/nbs011
2013
Journal Article
Shrinkage empirical likelihood estimator in longitudinal analysis with time‐dependent covariates—application to modeling the health of Filipino children
Leung, Denis Heng-Yan, Small, Dylan S., Qin, Jing and Zhu, Min (2013). Shrinkage empirical likelihood estimator in longitudinal analysis with time‐dependent covariates—application to modeling the health of Filipino children. Biometrics, 69 (3), 624-632. doi: 10.1111/biom.12039
2013
Journal Article
Return distribution predictability and its implications for portfolio selection
Zhu, Min (2013). Return distribution predictability and its implications for portfolio selection. International Review of Economics and Finance, 27, 209-223. doi: 10.1016/j.iref.2012.10.002
2012
Journal Article
The benefits of tree-based models for stock selection
Zhu, Min, Philpotts, David and Stevenson, Maxwell J. (2012). The benefits of tree-based models for stock selection. Journal of Asset Management, 13 (6), 437-448. doi: 10.1057/jam.2012.17
2012
Book Chapter
Classification and regression trees and their use in financial modeling
Zhu, Min, Philpotts, David and Stevenson, Maxwell J. (2012). Classification and regression trees and their use in financial modeling. Encyclopedia of financial models. (pp. 375-382) edited by Frank J. Fabozzi. -: John Wiley & Sons. doi: 10.1002/9781118182635.efm0063
2011
Journal Article
A hybrid approach to combining CART and logistic regression for stock ranking
Zhu, Min, Philpotts, David, Sparks, Ross and J. Stevenson, Maxwell (2011). A hybrid approach to combining CART and logistic regression for stock ranking. The Journal of Portfolio Management, 38 (1), 100-109. doi: 10.3905/jpm.2011.38.1.100
2009
Journal Article
Quantile regression without the curse of unsmoothness
Wang, You-Gan, Shao, Quanxi and Zhu, Min (2009). Quantile regression without the curse of unsmoothness. Computational Statistics & Data Analysis, 53 (10), 3696-3705. doi: 10.1016/j.csda.2009.03.012
2009
Journal Article
Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method
Leung, Dennis H. Y., Wang, You-Gan and Zhu, Min (2009). Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method. Biostatistics, 10 (3), 436-445. doi: 10.1093/biostatistics/kxp002
2008
Journal Article
Testing Intergroup Concordance in Ranking Experiments With Two Groups of Judges
Dekle, Dawn J., Leung, Denis H.Y. and Zhu, Min (2008). Testing Intergroup Concordance in Ranking Experiments With Two Groups of Judges. Psychological Methods, 13 (1), 58-71. doi: 10.1037/1082-989X.13.1.58
2007
Journal Article
Robust estimation using the Huber function with a data-dependent tuning constant
Wang, You-Gan, Lin, Xu, Zhu, Min and Bai, Zhidong (2007). Robust estimation using the Huber function with a data-dependent tuning constant. Journal of Computational and Graphical Statistics, 16 (2), 468-481. doi: 10.1198/106186007x180156
2006
Journal Article
Rank-based regression for analysis of repeated measures
Wang, You-Gan and Zhu, Min (2006). Rank-based regression for analysis of repeated measures. Biometrika, 93 (2), 459-464. doi: 10.1093/biomet/93.2.459
2005
Journal Article
Quantile estimation from ranked set sampling data
Zhu, Min and Wang, You-Gan (2005). Quantile estimation from ranked set sampling data. Sankhya: The Indian Journal of Statistics, 67 (2), 295-304.
2005
Journal Article
Robust estimating functions and bias correction for longitudinal data analysis
Wang, You-Gan, Lin, Xu and Zhu, Min (2005). Robust estimating functions and bias correction for longitudinal data analysis. Biometrics, 61 (3), 684-691. doi: 10.1111/j.1541-0420.2005.00354.x
2005
Journal Article
Optimal sign tests for data from ranked set samples
Wang, You-Gan and Zhu, Min (2005). Optimal sign tests for data from ranked set samples. Statistics and Probability Letters, 72 (1), 13-22. doi: 10.1016/j.spl.2004.11.014
Supervision
Availability
- Associate Professor Min Zhu is:
- Available for supervision
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Supervision history
Current supervision
-
Doctor Philosophy
Big data challenge in Finance
Principal Advisor
-
Doctor Philosophy
Manager Characteristics and Performance
Principal Advisor
Other advisors: Dr Eric Tan
-
Doctor Philosophy
Portfolio Managerial Ownership and Mutual Fund Investment Behaviours
Associate Advisor
Other advisors: Dr Eric Tan
-
Doctor Philosophy
Financial Market Sentiment and Asset Pricing
Associate Advisor
Other advisors: Professor Shaun Bond
Completed supervision
Media
Enquiries
Contact Associate Professor Min Zhu directly for media enquiries about:
- Financial innovation
- Financial markets
- Investment bias
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