Dr Ming-Tsung Lin

Job: VC2020 Lecturer in Accounting and Finance

Faculty: Business and Law

School/department: Faculty of Business and Law

Address: Hugh Aston Building, De Montfort University.

T: 0116 257 7446

E: ming-tsung.lin@dmu.ac.uk

W: dmu.ac.uk

 

Personal profile

Ming-Tsung Lin joined Department of Accounting and Finance as VC2020 lecturer in September 2016 from the University of Westminster where he was a visiting lecturer, after completing his PhD in the University of Manchester in 2015. His academic background is linked to the financial derivatives and the market risks. During his PhD study, his research areas are credit default swaps (CDS) and hedge funds.

Publications and outputs 

Olga Kolokolova, Ming-Tsung Lin, Ser-Huang Poon, 2018, “Rating Based CDS Curves”, The European Journal of Finance. DOI: https://doi.org/10.1080/1351847X.2018

Olga Kolokolova, Ming-Tsung Lin, Ser-Huang Poon, 2017, “Too Big to Ignore? Hedge Fund Flows and Bond Yields”, Journal of Banking and Finance. DOI: https://doi.org/10.1016/j.jbankfin.2017.12.009

Research papers

Kevin Aretz, Ming-Tsung Lin, Ser-Huang Poon, “Moneyness, Total, Systematic, and Idiosyncratic Volatility, and the Cross-Section of European Option Returns”, Working Paper.

Olga Kolokolova, Ming-Tsung Lin, Ser-Huang Poon, “Systematic and Firm-specific Risks of CDS Spreads: Credit and Liquidity under Scrutiny”, Working Paper.

Ka Kei Chan, Olga Kolokolova, Ming-Tsung Lin, Ser-Huang Poon, “What Drives the Price Convergence between Credit Default Swap and Put Option”, Working Paper.

Ming-Tsung Lin, Ser-Huang Poon, “Gender Diverse Portfolios as New Asset Class”, Working Paper.

Research interests/expertise

Financial derivatives

Asset pricing model

Hedge funds

Risk management

Areas of teaching

Corporate finance

Econometrics

Qualifications

BA in Economics

MSc in Money and Banking

PhD in Accounting and Finance

Professional licences and certificates

Financial Risk Manager (FRM) by GARP, obtained in 2009.

PGCert

Conference attendance

(2018) Financial Engineering and Banking Society (FEBS) Conference, Rome.

(2018) FMA Asia-Pacific Conference, Hong Kong.

(2017) International Conference on Accounting and Finance, Singapore. Best Paper Award

(2017) Young Finance Scholars’ Conference, Sussex.

(2017) Financial Engineering and Banking Society (FEBS) Conference, Glasgow.

(2016) Financial Management Association (FMA) European Conference, Finland.

(2015) Young Finance Scholars’ Conference, University of Sussex, UK.

(2014) Financial Engineering and Banking Society (FEBS) Conference, UK.

(2014) Young Finance Scholars' Conference, University of Sussex, UK.

(2013) Financial Engineering and Banking Society (FEBS) Conference, France.

(2013) Marie Curie ITN Conference on Financial Risk Management & Risk Reporting, German.

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