Ouvrir le menu

LIN Weidong

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 and the Journal of Econometrics.

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
  • 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

Article

  • 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
  • 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