Contact
- +44 (0)20 7040 3636
- Chuanping.Sun@citystgeorges.ac.uk
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, October 2016 - July 2021
Languages
Chinese (Mandarin) and English
Expertise
Primary topics
- Econometrics
- Asset Pricing
- Portfolio Choice
Publications
Journal articles (4)
- Medeiros, M.C. and Sun, C. (2026). A sorted penalty estimator: Inference for a correlation-robust shrinkage method. Journal of Econometrics, 255. doi:10.1016/j.jeconom.2026.106216
- Sun, C. (2025). A correlation-robust shrinkage estimator: Oracle inequality and an application on out-of-sample factor selection. Economics Letters, 255, pp. 112480-112480. doi:10.1016/j.econlet.2025.112480
- 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