Contact: su.liu-1@student.uts.edu.au, Francis.l.s@outlook.com
Entered PhD Program: February 2024
Principal Supervisor: Vitali Alexeev
Research topics:
- Portfolio management and construction
- Portfolio risk management
Academic Background and Work Experience:
My major was Financial Engineering for both my bachelor’s and master’s degrees. After completing my Master’s degree at Stevens Institute of Technology in the United States, I entered the industry and have worked as a financial quantitative analyst in China for six years. Throughout my career, I've gained valuable experience in various areas such as pricing & valuation of asset-backed securities, building & back-testing equity strategies, portfolio management, and risk management modelling in both public and private markets. My research interests primarily revolve around portfolio management and risk modelling.