Phone: (626) 815-3836
Fax: (626) 815-3802
Email: jjeng@apu.edu
Office Location: Wilden Hall, Rm. 217
Office Hours: Mon., Wed., and Fri., 9:40-10:40 a.m.; 3-3:30 pm.; and by appointment
Jau-Lian Jeng, Ph.D.
Professor
School of Business and Management
Profile
Jau-Lian Jeng, Ph.D., an professor in Azusa Pacific University's School of Business and Management. He teaches courses in corporate finance, managerial finance, investments, international trade and finance, and applied business research. Jeng has written a number of articles for such publications as Global Finance Journal and Journal of Financial and Quantitative Research. He has served as a reviewer for textbooks, refereed journal articles, and has participated as a discussant in the First Global Finance Conference. He is fluent in Chinese Mandarin and Taiwanese, and is an expert in mathematical modeling, statistical analyses, and econometric and time series modeling in volatility analysis for derivatives and asset pricing.
Education
Ph.D. - Economics, University of California San Diego, 1991
M.A. - Economics, Rutgers University, 1985
B.A. - Economics, National Taiwan University, 1979
M.A. - Economics, Rutgers University, 1985
B.A. - Economics, National Taiwan University, 1979
Professional/Scholarly Presentations
Presentations
Jeng, Lau-Lian (1995). Robust Encompassing Tests on Multifactor Asset-Pricing Models. Silver Anniversary Meeting of Financial Management Association.
Publications
Jeng, J., Chen, C., (1996). The impact of price limits on foreign currency futures price volatility and market efficiency. Global Finance Journal, 7(1), 13-25.
Jeng, J, (1999). Interest parity, fractional differencing, and the strength of attraction: A re-examination on the cost-of-carry futures pricing model. Global Finance Journal, 10.
Jeng, Lau-Lian (1995). Robust Encompassing Tests on Multifactor Asset-Pricing Models. Silver Anniversary Meeting of Financial Management Association.
Publications
Jeng, J., Chen, C., (1996). The impact of price limits on foreign currency futures price volatility and market efficiency. Global Finance Journal, 7(1), 13-25.
Jeng, J, (1999). Interest parity, fractional differencing, and the strength of attraction: A re-examination on the cost-of-carry futures pricing model. Global Finance Journal, 10.
Professional Involvement and Accomplishments
Honors, Awards, Recognition
Reviewer of textbook Modern Corporate Finance by D. Chambers and N. Lacey, 1995
Reviewer of textbook Modern Corporate Finance by D. Chambers and N. Lacey, 1996
Referee for the Global Finance Journal, 1997, 1998
Discussant for the First Global Finance Conference, 1994
Discussant for the Silver Anniversary Meeting of Financial Management Association, 1995
Associations, Boards, Committees
ASSA (Allied Social Science Association)
FMA (Financial Management Association)
Global Finance Conference
EFA (European Finance Association)
Reviewer of textbook Modern Corporate Finance by D. Chambers and N. Lacey, 1995
Reviewer of textbook Modern Corporate Finance by D. Chambers and N. Lacey, 1996
Referee for the Global Finance Journal, 1997, 1998
Discussant for the First Global Finance Conference, 1994
Discussant for the Silver Anniversary Meeting of Financial Management Association, 1995
Associations, Boards, Committees
ASSA (Allied Social Science Association)
FMA (Financial Management Association)
Global Finance Conference
EFA (European Finance Association)
Expertise
Econometric and Time Series Modeling in Volatility Analysis for Derivatives and Asset Pricing
Mathematical Modeling
Statistical Analysis
Special Interests and Activities
Litigation Consulting, Financial Planner, and Portfolio Risk Management
Note: This information is current for the 2007-08 academic year. For additional information, please contact the appropriate office.
