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Jau-Lian Jeng, Ph.D.

Professor		 Phone: (626) 815-3836
Email: jjeng@apu.edu
Fax: (626) 815-3802
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 Chinese Economy. 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

Departments

  • School of Business and Management
    • Graduate Programs
    • Undergraduate Programs

Expertise

  • Econometric and Time Series Modeling in Volatility Analysis for Derivatives and Asset Pricing
  • Mathematical Modeling
  • Statistical Analysis

Courses Taught

BUSI 330 – Principles of Finance
FIN 330 – Financial Analysis
FIN 434 – Derivatives
FIN 436 – Financial Risk Management
FIN 439 – Seminar in Finance

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.

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)

Special Interests and Activities

Litigation Consulting, Financial Planner, and Portfolio Risk Management

Office Hours

Mon., Wed., and Fri., 9:40-10:40 a.m.; 3-3:30 pm.; and by appointment

Office Location

Wilden Hall, Room 217, East Campus

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