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Photo of Ma, Lingjie

Lingjie Ma

Clinical Professor and Assistant Dean for Partnership Programs

Department of Finance

Contact

Building & Room:

University Hall 2500

Address:

601 S. Morgan St., Chicago, IL 60607

Office Phone:

(312) 996-5503

Related Sites:

Selected Publications

  • “Negative Price of Oil: What Really Happened and What Can We Learn?” Lead article and Editor’s choice, The Journal of Derivatives, Vol. 29, Issue 3, 9-29, Spring 2022.
  • “Special Items and Stock Returns,” Journal of Investing, Volume 30, Issue 5, August 2021
  • “Portfolio Construction,” Chapter 4 in the textbook Trading and Money Management, 2nd ed., Academic Press, 2020
  • “Quantitative Investing: from Theory to Industry,” monograph, Springer, September 2020
  • “Quantile Regression,” book in Chinese, published by Shanghai Finance and Economic University Press, 2013
  • “ Is Gold Overpriced?” The Journal of Investing, Spring Issue, 2013
  • “Return Forecasting by Quantile Regression,” with Larry Pohlman, The Journal of Investing, Volume 19, Issue 4, 2010
  • “Return Forecast and Portfolio Construction: A Distributional View,” with Larry Pohlman, The European Journal of Finance, Volume 14, Issue 5, 2008
  • “Quantile Regression Methods for Recursive Structural Equation Models,” with Roger Koenker, Journal of Econometrics, October 2006

Professional Leadership

Director of Research, Quantamental Investments, BMO Global Asset Management, 2009-2015

Group Head of Research, Deutsche Asset Management, 2007-2009

Senior Portfolio Manager, Northern Trust Global Investments, 2006-2007

Portfolio Manager, PanAgora Asset Management, 2003-2006

Education

Ph.D., Economics, University of Illinois at Urbana-Champaign, 2004
M.S., Applied Statistics, University of Illinois at Urbana-Champaign, 2003

Selected Presentations

Academic and Industry

  • Fitzwilliam College, University of Cambridge, 2021
  • Chicago Trading Show: Annual Conference, 2014, 2015, 2020
  • CFA Society: Boston/Quebec/Ottawa, 2012, 2013, 2014
  • Global Resource Investments, Shanghai, 2013
  • Quantitative Work Alliance for Applied Finance, Education, and Wisdom (QWAFAFEW), New York City/Boston/Chicago, 2004-2019
  • Econometrica Society World Congress, London, 2004
  • Georgetown University, Ohio State University, and Fannie Mae, 2003