Jialu Shen

University of Missouri at Columbia - Department of Finance

Assistant Professor in Finance

Columbia, MO 65211

United States

  • University of Missouri at Columbia - Department of Finance

SCHOLARLY PAPERS

8

DOWNLOADS

1,418

TOTAL CITATIONS

0

Scholarly Papers (8)

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1.

Asset Pricing and Risk Sharing Implications of Alternative Pension Plan Systems

Number of pages: 62 Posted: 14 Apr 2023 Last Revised: 12 Mar 2025
Nuno Coimbra, Francisco Gomes, Alexander Michaelides and Jialu Shen
Banque de France, London Business School, Imperial College Business School and University of Missouri at Columbia - Department of Finance
Downloads 374 (171,785)

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Equity Premium, Pension Funds, Defined Contribution and Defined Benefit Pension Plans, Intermediary-Based Asset Pricing, Incomplete Risk Sharing.

2.

Asset Pricing from Daily Shopper Spending

Number of pages: 65 Posted: 22 Mar 2021 Last Revised: 17 Apr 2023
Kuntara Pukthuanthong, Jialu Shen and Ruixiang Wang
University of Missouri, Columbia, University of Missouri at Columbia - Department of Finance and Clark University - Graduate School of Management
Downloads 261 (252,086)

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Consumption-based Asset Pricing, Consumption Dynamics, Equity Premium

3.

A Positive Model of Corporate Investment

Number of pages: 49 Posted: 29 Mar 2022 Last Revised: 20 Jan 2025
Wei Jiang, Shuaijie Qian and Jialu Shen
Hong Kong University of Science and Technology, Department of Mathematics, HKUST and University of Missouri at Columbia - Department of Finance
Downloads 231 (284,618)

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Investment Lags, Real Option Method, q theory of investment, Adjustment opportunity costs

4.

Portfolio Decisions with Higher-Order Dependence in Labor and Stock Markets

Number of pages: 76 Posted: 04 Apr 2022 Last Revised: 02 Dec 2024
Wei Jiang, Shize Li and Jialu Shen
Hong Kong University of Science and Technology, Hong Kong University of Science and Technology and University of Missouri at Columbia - Department of Finance
Downloads 203 (321,941)

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Higher-Order Dependence, Mean-Variance-Skewness-Kurtosis Model, Portfolio Choice, Stock Market Participation, Wealth Inequality, Wealth-Equivalent Loss

5.

Countercyclical Risks and Portfolio Choice Over the Life Cycle: Evidence and Theory

9th Miami Behavioral Finance Conference 2018
Number of pages: 73 Posted: 15 Mar 2019
Jialu Shen
University of Missouri at Columbia - Department of Finance
Downloads 145 (432,350)

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Countercyclical Labor Income Risk, Business Cycles, Life-cycle Portfolio Choice, Wealth Inequality.

6.

Asset Pricing with Weekly Shopper Spending *

Number of pages: 65 Posted: 07 Mar 2025
Kuntara Pukthuanthong, Jialu Shen and Ruixiang Wang
University of Missouri, Columbia, University of Missouri at Columbia - Department of Finance and Clark University - Graduate School of Management
Downloads 85 (637,479)

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JEL C12, E21, E44, G12 Consumption-based Asset Pricing, Consumption Dynamics, Equity Premium

7.

Homeownership as Life Cycle Goldmine: Evidence from Macrohistory

Number of pages: 50 Posted: 14 Mar 2025 Last Revised: 24 Mar 2025
Yang Bai, Shize Li and Jialu Shen
California State University, Fullerton - Department of Finance, Hong Kong University of Science and Technology and University of Missouri at Columbia - Department of Finance
Downloads 61 (765,306)

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Asset Allocation, Homeownership, Life Cycle Investments, Welfare

8.

Countercyclical Risks and Optimal Life-Cycle Profile: Theory and Evidence

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 83 Posted: 31 Oct 2019
Jialu Shen
University of Missouri at Columbia - Department of Finance
Downloads 58 (785,126)

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Other Papers (2)

Total Downloads: 52
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1.

Countercyclical Risks and Portfolio Choice Over the Life Cycle: Evidence and Theory

Number of pages: 78 Posted: 26 Jul 2018
Jialu Shen
University of Missouri at Columbia - Department of Finance
Downloads 32

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Countercyclical Skewness, Earnings Risk, Life-cycle Portfolio Choice, Countercyclical Risks

2.

Heterogeneity and Countercyclical Labor Income Risks: Evidence from Micro Data

Number of pages: 30 Posted: 09 Nov 2018 Last Revised: 04 Mar 2020
Jialu Shen
University of Missouri at Columbia - Department of Finance
Downloads 20 (692,960)

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Countercyclical Labor Income Risk, Business Cycle, Household Consumption.