Contact
- +44 (0)20 7040 3636
- chuanping.sun@citystgeorges.ac.uk
Visit Chuanping Sun
Room BR5051, Bunhill Row
Postal address
City St George's, University of London
Northampton Square
London
EC1V 0HB
United Kingdom
Northampton Square
London
EC1V 0HB
United Kingdom
About
Overview
Chuanping Sun is a lecturer in Finance at Bayes Business School. He obtained his PhD in Economics from the School of Economics and Finance at Queen Mary University of London. He has previously held visiting positions in New York University and FGV Sao Paulo. His research interests focus on machine learning, empirical asset pricing, and financial econometrics. More specifically, his work investigates cross-sectional asset returns and formulates optimal portfolio strategies. He is also working on statistical inferences of Machine Learning models.
Qualifications
- PhD, Queen Mary University of London, United Kingdom, Oct 2016 – Jul 2021
Languages
Chinese (Mandarin) and English.
Expertise
Primary topics
- Asset Pricing
- Econometrics
- Portfolio Choice
Publications
Journal articles (2)
- Sun, C. (2024). Factor correlation and the cross section of asset returns: A correlation-robust machine learning approach. Journal of Empirical Finance, 77, pp. 101497–101497. doi:10.1016/j.jempfin.2024.101497.
- Hiraki, K. and Sun, C. (2022). A toolkit for exploiting contemporaneous stock correlations. Journal of Empirical Finance, 65, pp. 99–124. doi:10.1016/j.jempfin.2021.11.003.