Lingjie Ma
Clinical Professor, Assistant Dean for Partnership Programs
Department of Finance
Contact
Building & Room:
UH 2502, MC 074
Address:
601 S. Morgan St., Chicago, IL 60607
Office Phone:
Email:
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