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Research Areas

Investment Security Markets

Liang, Bing

Professor of Finance
University of Massachusetts, Amherst

bliang@saif.sjtu.edu.cn

Educational Background

Ph.D., Finance, University of Iowa

Experience

Prof. Liang is Professor of Finance at Isenberg School of Management, University of Massachusetts Amherst since 2008. Previously, he served as Associate Professor of Finance at Isenberg School of Management from 2003 to 2008, and Assistant Professor of Finance at Weatherhead School of Management, Case Western Reserve University from 1995 to 2003. He was a Visiting Scholar at London School of Economics in 2004.

Honors / Achievements

BSI Gamma Foundation Award (2007)
Best Paper Award at China International Conference in Finance (2007)
Best Paper Award in Hedge Funds, European Finance Associate Meetings (2003)

Short BIO

Prof. Liang co-authored several book chapters, for books including Encyclopedia of Quantitative Finance, Foundation of Managed Derivatives, World of Hedge Funds, and The Asian Financial Crisis and Taiwan’s Economy.

Prof. Liang is on the editorial boards of European Financial Management, Journal of Investment Management, and Journal of Alternative Investments. He served as the Guest Editor for European Financial Management’s Special Issue on Hedge Funds in 2007. He was invited as an expert at the SEC’s Roundtable on Hedge Fund in 2003. Prof. Liang has been actively involved in several academic organizations, such as American Finance Association and the Western Finance Association.

Publication

Li Cai, Bing Liang (2012), Asset Allocation Dynamics in the Hedge Fund Industry, Journal of Investment Management.

Stephen Brown, Will Goetzmann, Chris Schwarz (2012), Trust and Delegation, Journal of Financial Economics.

Li Cai, Bing Liang (2010), On the Dynamics of Hedge Fund Strategies, The Journal of Alternative Investments.

Hyuna Park, Bing Liang (2010), Predicting Hedge Fund Failure: A Comparison of Risk Measures, Journal of Financial and Quantitative Analysis.

Bing Liang, Stephen Brown, Will Goetzmann, Chris Schwarz (2009), Estimating Operational Risk for Hedge Funds: The ? Score, The Financial Analysts Journal.

Bing Liang, Stephen Brown, Will Goetzmann, Chris Schwarz (2008), Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration, Journal of Finance.

Bing Liang, Yong Chen (2007), Do Market Timing Hedge Funds Time the Markets? The Journal of Financial and Quantitative Analysis.

Bing Liang, Turan Bali and Suleyman Gokcan (2007), Value at Risk and the Cross-Section of Hedge Fund Returns, Journal of Banking and Finance.

Bing Liang, Hyuna Park (2007), Risk Measures for Hedge Funds, European Financial Management.

Bing Liang, Anurag Gupta (2005), Do Hedge Funds Have Enough Capital? A Value at Risk Approach, Journal of Financial Economics.

Bing Liang, Nill (2004), Alternative Investments: CTAs, Hedge Funds, and Funds-of-Funds, Journal of Investment Management.

Bing Liang, Stephen Brown and William Goetzmann (2004), Fees on Fees in Funds of Funds, Journal of Investment Management.

Bing Liang, Nill (2003), Hedge Fund Returns: Auditing and Accuracy, The Journal of Portfolio Management.

Bing Liang, Nill (2001), Hedge Fund Performance: 1990-1999, Financial Analysts Journal.

Bing Liang, Nill (2000), Hedge Funds: The Living and the Dead, The Journal of Financial and Quantitative Analysis.

Bing Liang, Nill (2000), Portfolio Formation, Measurement Errors, and Beta Shifts: A Random Sampling Approach, The Journal of Financial Research.

Hemang Desai, Ajai Singh (2000), Do All-stars Shine? An Evaluation of Analysts' Recommendations, Financial Analysts.

Bing Liang, Nill (1999), On the Performance of Hedge Funds, Financial Analysts Journal.

Bing Liang, Nill (1999), Price Pressure: Evidence from the ‘Dartboard’ Column, Journal of Business.

Research Areas

Liang, Bing

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