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WU Jian

Doctorat, Sciences de Gestion, Finance

Jian Wu est professeur de finance à NEOMA Business School avec dix ans d'expérience en tant que chef du département économique et financier. Elle enseigne actuellement les investissements, la gestion des risques financiers, la finance durable, l'environnement économique et son impact sur les marchés financiers en formation initiale, ainsi que des cours de formation des cadres. Ses intérêts de recherche comprennent l'ingénierie financière, la gouvernance d'entreprise, la réglementation bancaire, les impacts macroéconomiques sur les marchés financiers et la responsabilité sociale des entreprises. Elle a publié ses résultats de recherche dans des revues universitaires qui incluent «Finance», «International Review of Financial Analysis», «Economic Bulletin» et «Bankers, Markets & Investors».

Domaines de spécialisation

  • Options exotiques
  • Réglementation bancaire dans le cadre de Basil II
  • Plan de rémunération incitative des dirigeants basé sur l'ESG

Récentes contributions académiques

  • GONZALEZ CORTES, D., E. ONIEVA, I. P. LÓPEZ, L. TRINCHERA, J. WU, "Autoencoder-Enhanced Clustering: A Dimensionality Reduction Approach to Financial Time Series", IEEE Access, Février 2024, vol. 12, pp. 16999-17009
    DOI : 10.1109/ACCESS.2024.3359413
  • GONZALEZ CORTES, D., E. ONIEVA, I. P. LÓPEZ, L. TRINCHERA, J. WU, "Portfolio construction using explainable reinforcement learning", Expert Systems: the Journal of Knowledge Engineering, Juillet 2024, vol. 12
    DOI : 10.1111/exsy.13667
  • TAO, R., H. ZHAO, J. WU, "Do Corporate Customers Prefer Socially Responsible Suppliers? An Instrumental Stakeholder Theory Perspective", Journal of Business Ethics, Juillet 2023, vol. 185, no. 3, pp. 689 - 712
    DOI : 10.1007/s10551-022-05171-5

Article

  • GONZALEZ CORTES, D., E. ONIEVA, I. P. LÓPEZ, L. TRINCHERA, J. WU, "Portfolio construction using explainable reinforcement learning", Expert Systems: the Journal of Knowledge Engineering, Juillet 2024, vol. 12
    DOI : 10.1111/exsy.13667
  • GONZALEZ CORTES, D., E. ONIEVA, I. P. LÓPEZ, L. TRINCHERA, J. WU, "Autoencoder-Enhanced Clustering: A Dimensionality Reduction Approach to Financial Time Series", IEEE Access, Février 2024, vol. 12, pp. 16999-17009
    DOI : 10.1109/ACCESS.2024.3359413
  • JIA, L., R. XU, J. WU, M. SONG, X. CHEN, "Impacts of geopolitical risk and economic policy uncertainty on metal futures price volatility: Evidence from China", Resources Policy, Novembre-Decembre 2023, vol. 87, no. Part B
    DOI : 10.1016/j.resourpol.2023.104328
  • TAO, R., H. ZHAO, J. WU, "Do Corporate Customers Prefer Socially Responsible Suppliers? An Instrumental Stakeholder Theory Perspective", Journal of Business Ethics, Juillet 2023, vol. 185, no. 3, pp. 689 - 712
    DOI : 10.1007/s10551-022-05171-5
  • WU, J., "An Overview of Corporate Social Responsibility", Bankers, Markets & Investors (ex-Banque & Marchés), 2019, no. 159, pp. 26-38
  • WU, J., "How do CoCo bonds impact a bank’s shareholder wealth", Bankers, Markets & Investors (ex-Banque & Marchés), Juin 2018, no. 151, pp. 2-15
  • WU, J., "When financial derivatives can be applied to the real economy: the case of exotic options in corporate finance", Bankers, Markets & Investors (ex-Banque & Marchés), Mai 2016, no. 142, pp. 42-53
  • WU, J., W.YU, "Holder-Extensible Options with Modifiable Underlying-Assets", Bankers, Markets & Investors (ex-Banque & Marchés), Mars 2013, no. 123, pp. 4-14
  • WU, J., T.NGUYEN, W.YU, "Extendible options by changing their underlying assets", Bankers, Markets & Investors (ex-Banque & Marchés), Janvier 2012, no. 116, pp. 40-51
  • THO, N., J.WU, "A new classification of exotic options", Bankers, Markets & Investors (ex-Banque & Marchés), Mai 2011, no. 112, pp. 54-62
  • WU, J., T.NGUYEN, "Capital structure determinants and convergence", Bankers, Markets & Investors (ex-Banque & Marchés), Mars 2011, no. 111, pp. 43-53
  • WU, J., T.NGUYEN, "Spillover impacts of the US macroeconomic news:Australian sectoral perspective", Economics Bulletin, Juillet 2010, vol. 30, no. 3, pp. 1753-1771
  • WU, J., J.-P.CHATEAU, "Basel II Capital Adequacy : Computing the 'Fair" Capital Charge for Loan Commitment 'True' Credit Risk", International Review of Financial Analysis, Janvier 2007, vol. 16, no. 1, pp. 1-21
  • WU, J., "Le régime juridique et fiscal des stock-options en France", Luxembourg Economics Papers, Publication de l'Université du Luxembourg, Décembre 2004, no. 18, pp. 25-51
  • WU, J., W.YU, W.YU, "Indexed Executive Stock Options with a Ratchet Mechanism and Average Prices", Finance, Décembre 2003, vol. 24, no. 2, pp. 85-127

Chapitre d'ouvrage

  • WU, J., "Why have executive stock options met with such success in France?" dans Resource Allocation and Institutions : Explorations in Economics, Finance and Law., Roufagalas J. Ed., ATINER Publications (Athens Institute for Education and Research), pp. 293-310, 2006

Academic conferences

  • WU, J., "Reinforcing the banking capital with two tranches of CoCo bonds" dans AFFI Conference in ESCP Europe, 2018, Paris, France
  • WU, J., "Reinforcing the banking capital with two tranches of CoCo bonds" dans International Risk Management Conference (IRMC), 2018
  • WU, J., "How do CoCo bonds impact a bank’s shareholder wealth?" dans European Financial Management Association (EFMA) Conference, 2018, Milan, Italie
  • WU, J., "Basel II Capital Adequacy:the Fair Capital Charge for Loan Commitment Credit Risk" dans AFFI, 2003 Spring Conference, 2003, France
  • WU, J., "Les Stock-options indexées à cliquets sur moyenne" dans AFFI, 2001 Spring Conference, 2001, Belgique

Communication dans une conférence sans actes

  • WU, J., "How can Coco bonds help banks in case of crisis?" Brown Bag Seminar du pôle Finance Responsable - Rouen Business School. 2012, Rouen, France
  • WU, J., "Impact of Coco Bonds on Banks' Capital Structure" dans 5th International Conference on Business Intelligence and Financial Engineering (BIFE), 2012, Chine
  • WU, J., "Impact of Coco Bonds on Banks' Capital Structure" dans B&SI July International Conference (Business & Economics Society), 2012, Autriche
  • WU, J., "Generalized external extendible options" dans 4th International Global Studies Conference, 2011, Brésil
  • WU, J., "Capital Structure Determinants and Convergence" dans 9th International Conference of the Japan Economic Policy Association (JEPA), 2010, Japon
  • WU, J., "Extending options by changing their underlying assets: an anti-crisis solution" dans 3rd International Conference on Business Intelligence and Financial Engineering (BIFE), 2010, Hong Kong
  • WU, J., "A new classification of exotic options" dans 8th Annual International Conference on Finance, ATINER, 2010, Grèce
  • WU, J., "Innovation et crise financière : rôle et avenir des produits financiers sophistiqués" dans Université des Diplômés - Rouen Business School Alumni Association, 2009, Rouen, France
  • WU, J., "How to classify existing exotic options and design new ones?" dans International Scientific School Modelling and Analysis of Safety and Risk in Complex Systems (MA SR), 2009, Russie, Fédération De
  • WU, J., "L'échange entre la Chine et la France dans le cadre de l'éducation" dans Rencontre avec le Ministre Adjoint de l'Education de la Chine, 2008, France
  • WU, J., "Executive stock options in France " dans 8th Global Conference on Business and Economics (GCBE), 2008, Italie
  • WU, J., "Extending option maturities by extending their underlying assets" dans Quantitative Methods in Finance Conference, 2008, Australie
  • WU, J., "Extending option maturities by extending their underlying-assets " dans 21st Annual Australasian Finance and Banking Conference (AFBC), 2008, Australie
  • WU, J., "External writer-extendible options: pricing and applications" dans EFMA, Annual Meeting (European Financial Management Association), 2007, Autriche
  • WU, J., "External writer-extendible options: pricing and applications" dans Oxford Business and Economics Conference, 2007, Royaume-Uni
  • WU, J., "The regime of the executive stock options in France" dans Oxford Business and Economics Conference, 2007, Royaume-Uni
  • WU, J., "Why have executive stock options met with such success in France?" dans 5th Annual International Conference on Finance, ATINER, 2007, Grèce
  • WU, J., "External writer-extendible options: pricing and applications" dans Eastern Finance Association Annual Meeting, 2006, États-Unis
  • WU, J., "Why have executive stock options met with such success in France?" dans Workshop on executive compensations, University of Stirling, 2006, Royaume-Uni
  • WU, J., "An attempt to Classify Exotic Options" dans 6th Global Conference on Business and Economics (GCBE), 2006, États-Unis
  • WU, J., "An attempt to Classify Exotic Options" dans Midwest Finance Association Annual Meeting, 2006, États-Unis
  • WU, J., "External writer-extendible options: pricing and applications" dans 6th Global Conference on Business and Economics (GCBE), 2006, États-Unis
  • WU, J., "An attempt to Classify Exotic Options" dans Eastern Finance Association Annual Meeting, 2005, États-Unis
  • WU, J., "An attempt to Classify Exotic Options" dans 17th Annual Australasian Finance and Banking Conference (AFBC), 2004, Australie
  • WU, J., "Indexed executive stock options with ratchet mechanism and average prices" dans Eastern Finance Association Annual Meeting, 2003, États-Unis
  • WU, J., "Basel II Capital Adequacy: computing the banks "fair" Capital Charge for Loan Commitment Credit Risk" dans Northern Finance Association - NFA, 2003, Canada
  • WU, J., "Banks' capital adequacy : Computing the "fair" capital charge for loan commitment credit risk" dans 9th Symposium on Finance, Banking and Insurance, 2002, Allemagne
  • WU, J., "Indexed executive stock options with ratchet mechanism and average prices" dans Northern Finance Association - NFA, 2002, Canada
  • WU, J., "Comment rendre les stock-options plus incitatives ?" dans Séminaire de recherche, Direction de Recherche et d'Innovation, HSBC-CCF, 2002, France
  • WU, J., "Indexed executive stock options with ratchet mechanism and average prices" dans 14th Annual Australasian Finance and Banking Conference (AFBC), 2001, Australie

Revues professionnelles

  • WU, J., "Comment expliquer le succès de l’Asset Management ?", Finance Grandes Ecoles, Février 2008, no. 11
  • WU, J., "L’enseignement de la finance dans quatre Grandes Ecoles de Commerce", Finance Grandes Ecoles, Avril 2007, no. 9