Jialu Shen

University of Missouri at Columbia - Department of Finance

Assistant Professor in Finance

Columbia, MO 65211

United States

SCHOLARLY PAPERS

5

DOWNLOADS

443

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Asset Pricing from Daily Shopper Spending

Number of pages: 60 Posted: 22 Mar 2021 Last Revised: 04 Oct 2022
University of Missouri, Columbia, University of Missouri at Columbia - Department of Finance and Northeastern University
Downloads 143 (304,772)

Abstract:

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Consumption-based Asset Pricing, Consumption Dynamics, Equity Premium

2.

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 114 (361,008)

Abstract:

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

3.

Non-linear Dependence and Portfolio Decisions over the Life-Cycle

Number of pages: 43 Posted: 04 Apr 2022 Last Revised: 23 Oct 2022
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 88 (428,873)

Abstract:

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Countercyclical Earnings Risk, Non-linear Dependence, Life-cycle Portfolio Choice and Consumption

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, Center of Mathematical Sciences and Applications, Harvard University and University of Missouri at Columbia - Department of Finance
Downloads 64 (512,277)

Abstract:

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

5.

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 34 (663,907)

Abstract:

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Other Papers (2)

Total Downloads: 25
1.

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 14 (692,960)

Abstract:

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Countercyclical Labor Income Risk, Business Cycle, Household Consumption.

2.

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 11

Abstract:

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