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Dr Jason Cen

Lecturer in Finance

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+44 (0) 1392 72None

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

Dr Jason Cen joined the University of Exeter Business School in January 2020 as a Lecturer in Finance. Prior to this, Jason held academic appointments at the University of Essex as a Lecturer in Finance and at the University of Cambridge as a postdoctoral research associate in Finance.

Jason has been working on research projects in empirical asset pricing, international finance, and investment management. His recent paper, “Currency Regimes and the Carry Trade” has won the Best Paper Award for Asset Pricing and Investments at the 2018 FMA European Conference and has been published on the Journal of Financial and Quantitative Analysis.

Qualifications

MSc (LSE)
PhD (Cass)

Research interests

Empirical Asset Pricing
International Finance
Portfolio Management

Research projects

Current research projects includes:

A Century of Evidence on Currency Factors
The Pricing of Macroeconomic Risks in International Asset Returns

Key publications | Publications by category | Publications by year

Publications by category

Journal articles

Beber A, Brandt MW, Cen J, Kavajecz KA (2021). Mutual fund performance: Using bespoke benchmarks to disentangle mandates, constraints and skill. Journal of Empirical Finance, 60, 74-93. DOI.

Accominotti O, Cen J, Chambers D, Marsh IW (2019). Currency Regimes and the Carry Trade. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 54(5), 2233-2260. Author URL. DOI.

Publications by year

2021