ZHU Yingzi

ZHU Yingzi is a Professor in the Department of Finance at Tsinghua University's School of Economics and Management. She holds a chair in the Department of Finance and is affiliated with the School of Economics and Management. Her research interests include financial engineering, investments, machine learning, and asset pricing. She has published extensively in top finance journals, including the Review of Asset Pricing Studies, Financial Management, and the Journal of Financial Economics. Her work explores topics such as technical analysis, volatility trading, and market bubbles. She is also known for her contributions to the understanding of macroeconomic volatilities and long-run risks of asset prices.

Yingzi Zhu is a Professor of Finance at Tsinghua University, specializing in asset pricing and macro finance. Her research explores the role of technical analysis in asset allocation, focusing on moving averages and their implications for investment strategies. She investigates predictability in financial markets, particularly through the lens of volatility components, VIX futures, and long-run risks. Zhu's work also examines macroeconomic volatilities, momentum crashes, and the impact of large individual trading on market trends. Her studies contribute to understanding how investors can leverage information over different investment horizons to enhance returns. Additionally, she explores the use of genetic programming and equilibrium models to analyze market predictability and volatility risk premiums.