Hanqing Jinمشاهده پروفایل
دانشیار
Dr. Hanqing Jin is an Associate Professor in the Mathematical Institute at the University of Oxford, specializing in Mathematical Finance and Applied Stochastic Analysis. His research focuses on investor decision-making under non-utility behavior, dynamic portfolio optimization, and stochastic control problems in financial markets. Prior to Oxford, he held an Assistant Professorship at the National University of Singapore. He has contributed to foundational work on mean-variance portfolio selection, behavioral finance, and the application of stochastic processes to financial modeling. His academic background includes extensive work on continuous-time portfolio optimization, risk management frameworks, and the intersection of behavioral economics with quantitative finance. Notable contributions include studies on optimal lockdown policies during pandemics, blockchain consensus algorithms analysis, and the development of novel biomarker detection techniques using Raman spectroscopy. Dr. Jin's research integrates advanced mathematical techniques with real-world financial challenges, bridging theoretical models with practical applications in areas such as robo-advising systems and cryptocurrency frameworks. His work on transaction cost analysis and dynamic mean-variance strategies has been widely cited in both academic and industry contexts.










