DrMingyang Liu

Research Interests

Primary Research Fields:
Asset Pricing, Financial Econometrics, Systematic Investment Strategies, and Quantitative Finance

Research Interests:
• Cross-sectional asset pricing, factor models, and large-dimensional empirical finance
• Systematic macro and cross-asset modelling under changing market regimes
• Portfolio construction, risk diagnostics, and implementation-aware quantitative research
• High-dimensional factor estimation, latent risk structures, and weak-factor analysis
• Machine learning and statistical learning methods for signal generation and financial prediction
• Regime-switching models, structural-break detection, and portfolio behaviour under market stress
• Empirical asset pricing using large-scale financial and macroeconomic datasets