师资力量

科研成果：

[1] Zhihui Lv, Chun-Kei Tsang, Niklas F. Wagner, Wing-Keung Wong* (2023). What is an optimal allocation in Hong Kong stock, real estate, and money markets: an individual asset, efficient frontier portfolios, or a naive portfolio? Is this a new financial anomaly?. Emerging Markets Finance and Trade, 59(5):1554-1571.

[2] Wing-Keung Wong, Tsun Se Cheong, David Chui, Zhihui Lv*, João Paulo Vieito (2023). New trading strategy in investment and a new anomaly: A study of the hedge funds from emerging and developed markets. Heliyon, 9(12): e22486. 

[3] Zhihui Lv, Amanda M. Y. Chu, Wing-Keung Wong*, Thomas C. Chiang (2021). The maximum-return-and-minimum-volatility effect: evidence from choosing risky and riskless assets to form a portfolio. Risk Management, 23: 97-122.

[4] Zhihui Lv, Amanda M.Y. Chu, Michael McAleer, Wing-Keung Wong* (2019). Modelling economic growth, carbon emissions and fossil fuel consumption in China: cointegration and multivariate causality. International Journal of Environmental Research and Public Health, 16(21): 4176.

[5] Rangan Gupta, Zhihui Lv*, Wing-Keung Wong (2019). Macroeconomic shocks and changing dynamics of the U.S. REITs sector. Sustainability, 11(10): 2776.

[6] Amanda M. Y. Chu, Zhihui Lv, Niklas F. Wagner*, Wing-Keung Wong (2020). Linear and nonlinear growth determinants: the case of Mongolia and its connection to China. Emerging Markets Review, 43: 100693.（中科院一区Top）

[7] Zhidong Bai, Yongchang Hui*, Dandan Jiang, Zhihui Lv, Wing-Keung Wong, Shurong Zheng (2018). A new test of multivariate nonlinear causality. PLoS ONE, 13(1): e0185155. 

[8] Oguzhan Cepni, Rangan Gupta*, Zhihui Lv (2020). Threshold effects of inequality on economic growth in the US states: the role of human capital to physical capital ratio. Applied Economics Letters, 27(19): 1546-1551.

[9] Yan Liu, Zhidong Bai*, Hua Li*, Jiang Hu, Zhihui Lv, Shurong Zheng (2022). RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices. Statistics undefinedamp; Probability Letters, 187: 109501. 

主持科研项目：

[1] 广东省区域联合基金，2022-2025，10万，在研，主持；

[2] 广州市基础研究计划基础与应用基础研究项目，2022-2024，5万，结项，主持；

[3] 广东省普通高校特色创新项目，2022-2024年，5万，在研，主持；

        [4] 广东外语外贸大学引进人才科研启动项目，2021-2025，5万，在研，主持。

广东外语外贸大学2022年度“优秀科研业绩奖”三等奖

广东外语外贸大学2022年度考核“优秀”级别

广外数统学院2022年度优秀共产党员

本科生：高等数学、数理统计、贝叶斯统计、概率论、统计学、数学思维与应用

研究生：应用统计案例实务