Jialu Shen

University of Missouri at Columbia - Department of Finance

Assistant Professor in Finance

Columbia, MO 65211

United States

SCHOLARLY PAPERS

6

DOWNLOADS

950

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

Asset Pricing and Risk Sharing Implications of Alternative Pension Plan Systems

Number of pages: 71 Posted: 14 Apr 2023 Last Revised: 27 Sep 2023
Banque de France, London Business School, Imperial College Business School and University of Missouri at Columbia - Department of Finance
Downloads 250 (227,740)

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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
University of Missouri, Columbia, University of Missouri at Columbia - Department of Finance and Clark University - Graduate School of Management
Downloads 226 (251,138)

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Consumption-based Asset Pricing, Consumption Dynamics, Equity Premium

3.

Nonlinear Dependence and Portfolio Decisions over the Life Cycle

Number of pages: 81 Posted: 04 Apr 2022 Last Revised: 15 Nov 2023
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 146 (369,130)

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Nonlinear Dependence, Life-cycle Portfolio Choice and Consumption, Wealth Inequality, Equivalent Wealth Loss.

4.

An investment theory with lags and adjustment costs

Number of pages: 40 Posted: 29 Mar 2022
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 141 (379,372)

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Bad News Principle, Investment Lags, Adjustment Costs, NPV Method, Real Option

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 136 (390,219)

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

6.

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 51 (708,834)

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Other Papers (2)

Total Downloads: 35
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 18

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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 17 (692,960)

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Countercyclical Labor Income Risk, Business Cycle, Household Consumption.