Professor Jane Shen
Associate Professor of Finance and Director of Education and Student Experience (Finance and Accounting)
J.Shen@exeter.ac.uk
2541
+44 (0) 1392 722541
Streatham Court 0.23
Streatham Court, University of Exeter, Rennes Drive, Exeter, EX4 4PU, UK
Overview
Professor Jane Shen is a Associate Professor 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 Senior 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 (2018 - 2022)
- MSc F&I Programme Director (2010 - 2020)
- Co-Director of Education and Student Experience (F&A)
Qualifications
- BSc (China),
- MSc (Exon)
- PhD (Exon)
- SFHEA
- Chartered MCSI
Research
Research interests
- Optimal hedging
- Volatility modelling and forecasting
- Sustainable Finance
- Currency valuation and trading strategy
Research Clusters
Publications
Journal articles
External Engagement and Impact
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
- Senior 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)
- Extenal periodic programme review member, King’s College London (2023)