Zhen joined the Department of Finance in September 2009. Zhen obtained both MPhil and PhD degrees from Tilburg University, the Netherlands.
In her thesis, she investigates three issues: the portfolio choice under a Value-at-Risk constraint, an individual’s retirement and annuitization decisions and corporate investment strategies.
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Displaying the 9 most recent scholarly works by Zhen Shi.
Liquidity Transformation and Financial Fragility: Evidence from Funds of Hedge Funds
V Agarwal, GO Aragon, Z Shi
Journal article | 2019 | Journal of Financial and Quantitative Analysis
We examine liquidity transformation by funds of hedge funds (FoFs) by developing a new measure, illiquidity gap, that captures the..