![](https://neoma-bs.com/sites/default/files/uploaded_images/profs-neoma_0.png)# LIN Weidong

 

 

 
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- LIN Weidong
 
  

 

    ![](/sites/default/files/styles/large/public/uploaded_images/photos_academ/41367-lin-weidong.jpg?itok=H2jDQvEu)LIN Weidong

 Assistant Professor

  

 <weidong.lin@neoma-bs.fr> 

 

 

 

 - About
 - Academic publications
 
  

 

    [Finance](https://neoma-bs.com/departements/finance) 

    PhD in Economics 

 

Weidong Lin is an Assistant Professor of Finance at NEOMA Business School. He obtained his PhD in Economics from Durham University Business School in 2023. His research interests lie in applied econometrics and empirical asset pricing, with a particular focus on macroeconomic forecasting. His work has been published in the *Journal of Money, Credit and Banking* and the *International Journal of Forecasting*. He also serves as an ad hoc reviewer for the *Annals of Operations Research*, the *Journal of Econometrics*, and the *Mathematical Finance*.

 

 ###  Areas of research 



- Financial Econometrics
- Portfolio Optimization
- Systemic Risk
- FinTech
- Forecasting
 
  

 

##   Recent academic contributions  

 LIN, W., A. TAAMOUTI, "Portfolio selection under non-gaussianity and systemic risk: A machine learning based forecasting approach", *International Journal of Forecasting*, July-September 2024, vol. 40, no. 3, pp. 1179-1188  DOI : [ 10.1016/j.ijforecast.2023.10.007 ](https://dx.doi.org/10.1016/j.ijforecast.2023.10.007)

  

 

 LIN, W., J. OLMO, A. TAAMOUTI, "Portfolio Selection under Systemic Risk", *Journal of Money, Credit and Banking*, July-September 2023, vol. 40, no. 3, pp. 1179-1188  DOI : [ 10.1111/jmcb.13038 ](https://dx.doi.org/10.1111/jmcb.13038)

  

 

 

 

 

##   Publications  

 LIN, W., A. TAAMOUTI, "Portfolio selection under non-gaussianity and systemic risk: A machine learning based forecasting approach", *International Journal of Forecasting*, July-September 2024, vol. 40, no. 3, pp. 1179-1188  DOI : [ 10.1016/j.ijforecast.2023.10.007 ](https://dx.doi.org/10.1016/j.ijforecast.2023.10.007)

  

 

 LIN, W., J. OLMO, A. TAAMOUTI, "Portfolio Selection under Systemic Risk", *Journal of Money, Credit and Banking*, July-September 2023, vol. 40, no. 3, pp. 1179-1188  DOI : [ 10.1111/jmcb.13038 ](https://dx.doi.org/10.1111/jmcb.13038)