LIN Weidong
PhD in Economics
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 and the Journal of Econometrics.
Areas of research
- Financial Econometrics
- Portfolio Optimization
- Systemic Risk
- FinTech
- Forecasting
Recent academic contributions
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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
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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