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Dr Jane Shen

Dr Jane Shen

Senior Lecturer in Finance

2541

+44 (0) 1392 722541

0.23
Streatham Court, University of Exeter, Rennes Drive, Exeter, EX4 4PU, UK

Dr Jane Shen is a senior Lecturer in Finance. With the ORS scholarship from both the British Council and China Scholarship Council, she completed her PhD in Finance at Exeter in 2007, in the area of optimal hedging. She has published research papers in leading academic journals, including the Journal of Futures Markets, the Journal of Derivatives and the Journal of Business Finance and Accounting, the Journal of International Money and Finance. 

Jane has a wide knowledge of financial econometrics, and extensive expertise in financial databases and financial modelling using Excel, VBA and econometric and statistical software, such as RATS, Stata and R. She has taught courses in Quantitative Research Methods, Financial Modelling and International Financial Management at the graduate level. She also supervises PhD and graduate dissertations in applied financial econometrics.

Jane is a Fellow of the Higher Education Academy, and a Chartered Member of the Chartered Institute for Securities and Investment. 

Administrative responsibilities

  • Xfi Financial Database Manager (2010 - 2020)
  • MSc FAFM Programme Director
  • MSc F&I Programme Director

Qualifications

BSc (China), MSc (Exon), PhD (Exon), FHEA, Chartered MCSI

Research interests

  • Optimal hedging
  • Volatility modelling and forecasting
  • Sustainable Finance
  • Currency valuation and trading strategy

Research Clusters

Key publications | Publications by category | Publications by year

Publications by category


Journal articles

Cao Z, Harris RDF, Shen J (2009). Hedging and Value at Risk: a Semi-Parametric Approach. Journal of Futures Markets, 30(8), 780-794. Full text.
Harris RDF, Shen J, Stoja E (2009). The Limits to Minimum-Variance Hedging. Journal of Business Finance & Accounting, 37(5-6), 737-761. Full text. DOI.
Harris RDF, Shen J (2006). Hedging and value at risk. Journal of Futures Markets, 26(4), 369-390. Abstract.  Full text. DOI.
Harris RDF, Shen J (2003). Robust Estimation of the Optimal Hedge Ratio. Journal of Futures Markets, 23(8), 799-816. Abstract.  Full text. DOI.

Publications by year


2009

Cao Z, Harris RDF, Shen J (2009). Hedging and Value at Risk: a Semi-Parametric Approach. Journal of Futures Markets, 30(8), 780-794. Full text.
Harris RDF, Shen J, Stoja E (2009). The Limits to Minimum-Variance Hedging. Journal of Business Finance & Accounting, 37(5-6), 737-761. Full text. DOI.

2006

Harris RDF, Shen J (2006). Hedging and value at risk. Journal of Futures Markets, 26(4), 369-390. Abstract.  Full text. DOI.

2004

Harris RDF, Shen, J. (2004). The Estimation of Value at Risk Using Bias-Corrected Forecasts of Conditional Volatility. Journal of Derivatives, Summer, 1-17.

2003

Harris RDF, Shen J (2003). Robust Estimation of the Optimal Hedge Ratio. Journal of Futures Markets, 23(8), 799-816. Abstract.  Full text. DOI.

External positions

  • Chartered Member of Chartered Institute for Securities and Investment (CISI)
  • Member of the Institute of Chartered Financial Analyst (CFA)
  • Member of the CFA Society of the UK
  • Fellowship of the Higher Education Academy (HEA)
  • Member of the British Librarians Association (BLA)
  • External examiner, Queen Mary University of London (2018 - ); University of Plymouth (2017-); CISI (2018)