Guanglian Hu

Guanglian Hu is a Senior Lecturer and Deputy Head of Discipline (Research) in the Discipline of Finance at the University of Sydney Business School. His research focuses on asset pricing, derivatives, and volatility risk, including topics such as variance risk premiums, VIX derivatives, consumption-based models, and stochastic discount factors. He has presented at major conferences like the SFS Finance Cavalcade.

• B.Sc. in Economics, Xiamen University (2009)
• M.A. in Economics, University of California, Santa Barbara (2010)
• Ph.D. in Finance, University of Houston (2017)

His work examines how volatility and jump risks influence option returns, leveraging empirical analysis and quantitative finance models. Recent publications explore the leverage effect's role in variance risk premiums and cross-sectional pricing of volatility and jump risks.

Guanglian Hu has received accolades such as the ASX Prize for Best Paper on Derivatives & Quantitative Finance and the Best Paper Award at the Derivative Markets Conference. He has also been a semi-finalist for Best Paper in Derivatives & Options at the FMA Annual Meeting.

• Current research students: John BILSEL (Long-term Stock-Bond Correlation Dynamics), Hang WANG (Three Essays in Investment Analysis)