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Personal profile


Professor Jie (Jay) Cao is currently a full professor of finance at the School of Accounting and Finance, Hong Kong Polytechnic University (PolyU). He also serves as an Advisory Council member for Monetary Research at Hong Kong Institute for Monetary and Financial Research (HKIMR), an Academic and Accreditation Advisory Committee member for The Securities and Futures Commission (SFC) of Hong Kong, and a member of the Board of Directors for Chicago Quantitative Alliance Asia (CQAsia). Before joining PolyU, he served as a tenured associate professor of finance at the Chinese University of Hong Kong (CUHK) Business School and had worked there for 13 years.

Prof. Cao received his Ph.D. in Finance from the University of Texas at Austin in 2009 and BA in Economics from Peking University in 2002. His research interests center on empirical asset pricing, derivatives, and sustainable finance. His papers are published or forthcoming in top finance and management journals such as Journal of Financial Economics, Review of Financial Studies, Journal of Financial and Quantitative Analysis, and Management Science. He is the Principal Investigator of several Hong Kong competitive RGC grants and many other research grants from both academic and industry sponsors such as The Canadian Derivatives Institute (CDI) and Geneva Institute for Wealth Management. He has received various research awards such as AAM–CAMRI Prize in Asset Management by Asia Asset Management and NUS, the ETF Research Academy Award by the Paris–Dauphine House of Finance and Lyxor Asset Management, Chicago Quantitative Alliance (CQA) Academic Competition Award, and the best paper awards at several academic conferences such as the 28th Australian Finance & Banking Conference, 2020 FMA Consortium on Asset Management, 2020 Northern Finance Association Annual Conference, etc.

Professor Cao has taught undergraduate Investments, MSc Fixed Income, finance MBA Quantitative Investing, and Ph.D. Empirical Asset Pricing during the past years. He received the Outstanding Teaching Award of CUHK Business School. He has also provided consulting services for several fintech start-ups and hedge funds.

Education/Academic qualification

Bachelor of Economics, Peking University

Master of Science in Finance, The University of Texas at Austin

Doctor of Philosophy, The University of Texas at Austin