Yueting Jiang

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Publications

• The Effect of Prime Brokers' Balance Sheet Constraints on Hedge Fund Performance: Evidence from the GSIB Surcharge with Yiwen Shen Accepted at Journal of Financial Economics AFA PhD Poster Trans-Atlantic Doctoral Conference AsianFA
• Dynamic Portfolio Allocation under Market Incompleteness and Wealth Effects with Yiwen Shen, Chenxu Li, and Olivier Scaillet Operations Research, 2025
• Pricing the CBOE VIX Futures with Heston-Nandi GARCH Model with Tianyi Wang, et al. Journal of Futures Market, 2017

Working Papers

• Bank Risk-Bearing Capacity and Stock Prices: the Implication of Financing Service Job Market Paper · Draft available upon request
• Negative Cross-Impact from Index Investing with Yiwen Shen and Qingfa Zhang

Work-in-Progress

• Anatomy of Algorithmic Trading and Its Market Impact: Evidence from China with Wenxi Jiang and Michael Zhang
• Decoding the Shadow Cost of Bank Capital: An Internal Capital Market Perspective Solo

Education

• Chinese University of Hong Kong, Ph.D. in Finance, 2022 – 2026
• Baruch College, M.Sc. in Financial Engineering, 2018 – 2019
• Peking University, Master of Finance, 2015 – 2018 (Joint Program with CUHK Master of Economics)
• University of International Business and Economics, B.E. in Financial Engineering, 2011 – 2015

Industry Experience

• Bank of America Merrill Lynch, Associate, Quantitative Strategies Group 2020 – 2021 New York
• Citigroup, Global Markets, Summer Analyst, Delta One & G10 Structuring Jun – Aug 2017 Hong Kong

Honors & Grants

• Best PhD Posters, 2025 Inaugural IFS Conference
• AFA Travel Grant, 2025
• Guanghua Scholarship, Peking University, 2016
• Beijing Outstanding Graduate Student, 2015
• National Scholarship, Ministry of Education of China, 2014, 2017