Cai Jidong Lecturer Lecturer Department of Finance Email:ymz1973@msn.com Phone : +86-27-68753047 Ph.D., Finance , Wuhan University, China (2004-2010) M.S., Management, Wuhan University, China (1990-1993) B.S., Mathematics, Wuhan University , China (1986-1990) Curriculum Vitae

 

TEACHING AND RESEARCH AREAS

Ÿ Teaching courses: Investments(undergraduate,54 class hours)、

Security Analysis(undergraduate, 36 class hours)

Ÿ Research Areas : Active Investment Management, Financial Engineering

 

ACADEMIC EXPERIENCE

Ÿ Lecturer of Department of Finance , Wuhan University, September 1999 – present

Ÿ Lecturer of Department of International finance, Wuhan University, June 1993- August 1999

 

MANAGERAL AND PRACTICAL EXPERIENCE 

Ÿ  Investigate and Survey, Hankou Bank,2006-2007

Ÿ  Investigate and Survey, Implementation of County Financial Engineering，2017

 

CONSULTING AND TRAINING EXPERIENCE (GOVERNMENT OR CORPORATE)

Ÿ The consultation report, financial screening software born in the background of Internet financial hot money，Mar.2018

Ÿ Executive training ,Fang Zheng- East Asia trust limited liability company , Nov.2009

Ÿ Executive training, Lectures on financial and accounting knowledge of non financial managers,Jun.2016

Ÿ Executive training, Investment strategy of unused funds of the company,Oct.2016

 

 

SELECTED PUBLICATIONS

 

Journal Papers (International)

Ÿ 

Journal Papers (Domestic)

Ÿ Cai Jidong, 2010. “Risk measurement and management of security investment based on VaR”, China Business and Market,10. 

Cases and Practical Papers

 

Conference Papers (International)

Ÿ Cai Jidong, Ye Ping，“Risk measurement and management of security price based on VaR”，Proceedings of China-Canada industry workshop on enterprise risk management 2008, ISBN: 978-1-926642-00-0 . (ISTP)

Ÿ Cai Jidong，“The factors that affect China inter-bank offered rate and the empirical analysis”, Proceedings of China-Canada industry workshop on financial engineering and enterprise risk management 2009, ISBN: 978-1-926642-02-4. (ISTP)

Ÿ Cai Jidong，Xiong Lin,“Measuring the Foreign Exchange Risk Based on EVT and Copula Model”, NFD 2010: International conference on network and finance development, ISBN: 978-1-935068-12-9. (ISTP)

Ÿ Cai Jidong, Yu Yan，“Are the moving average rules useful? -The comparative study based on the Shanghai Composite Index and the Dow Jones 30 kinds of industrial average price index”, Proceedings of China-Canada industry workshop on financial engineering and enterprise risk management 2010, ISBN: 978-1-926642-07-9. (CPCI)

Ÿ Cai Jidong，Zhang Baodan，“An Empirical Study of Active Investment Management Based on Incremental Revenue Analysis”, Proceedings of China-Canada industry workshop on financial engineering and enterprise risk management 2011, ISBN: 978-1-926642-13-0. (CPCI)

Ÿ Yang Ge，Cai Jidong，“Empirical study of positive portfolio management based on Black-Litterman model”,  Proceedings of China-Canada industry workshop on financial engineering and enterprise risk management 2013, ISBN:978-1-926642-14-7. (CPCI)

 

Textbooks

Ÿ Hu Changsheng, Xiong Heping, Cai Jidong, “Investments”, Wuhan University Press ,February 2002,the first edition.

Ÿ Hu Changsheng, Xiong Heping, Cai Jidong, “Investments”, Wuhan University Press ,August 2009,the second edition.

 

RESEARCH GRANTS

 

Government-funded grants

Ÿ The National Natural Science Fund Project “Intervention Analysis and Forecasting of Policy or Emergency’s Influence on Economy”, ￥25000, 1992, Ref. 79070059, Main participant.

Ÿ The Independent Research Project of Management School of Wuhan University “Ways to Test Policy Intervention’ Influence on Economy”, ￥3000, 1993.

Ÿ The People's Government Project of Wuhan“ Construction of Regional Financial Center of Wuhan”, Sub topic, ￥10000, 2007.

Ÿ The youth fund project of humanity and social science of the Ministry of Education“ Research on sovereign credit risk contagion and coping strategies based on scale-free network”, ￥80000,2013, Main participant.

 

Corporate-funded grants

 

International collaborative grants

 

AWARDS AND HONORS

Ÿ first prize of Wuhan University graduate student academic achievement ,1993;

Ÿ second prize of Hubei Province Statistical Science and technology progress,1993 ;

Ÿ first prize of Hubei natural science excellent academic paper,1994;

Ÿ second prize of Hubei natural science excellent academic paper,1994;

Ÿ second prize of Wuhan University outstanding teaching achievement,2002;

Ÿ first prize of outstanding research results of the national investment and construction ,2006;

Ÿ advanced individual of Wuhan University student work,2009; 

  

MEMBERSHIPS, CERTIFICATIONS

Ÿ Member of China Financial Engineering Association