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Personal profile

Research Interests

Dr Jia Shao is a Lecturer in Statistics and part of the Centre for Financial and Corporate Integrity (CFCI) at Coventry University, UK. She received a PhD (2015) in Quantitative Finance from Department of Mathematical Sciences at the University of Liverpool, UK. She was a quant strategist in a hedge fund in London (2015-2016) and currently is the organization committee member for Royal Statistical Society (RSS) West Midlands Local Group, UK, service on editorial and advisory board in Journal of Academic Writing, reviewer of leading journals and assessor for universities and industry. She is the co-author of five international standing publications in journals and conference proceedings. Her principal research interests are catastrophe risk bonds, extreme value theory, semi-Markov chain, uncertainty theory and Monte-Carlo simulations. Her research outputs are concentrated on three distinct themes, namely, i) pricing and modelling financial products, especially catastrophic related; ii) Chinese pension system; and iii) shark report and tourism information in Australia. 

Education/Academic qualification

Financial Mathematics, Doctorate, University of Liverpool

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Research Output

  • 16 Citations
  • 2 h-Index
  • 8 Article
  • 1 Conference proceeding
  • 1 Poster

How sharks and shark - human interactions are reported in major Australian newspapers

Hardiman, N., Burgin, S. & Shao, J., 29 Mar 2020, In : Sustainability. 12, 7, 18 p., 2683.

Research output: Contribution to journalArticle

Open Access
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  • 2 Downloads (Pure)

    Pricing inefficiencies and feedback trading: evidence from country ETFs

    Kallinterakis, V., Liu, F., Pantelous, A. & Shao, J., Jul 2020, In : International Review of Financial Analysis. 70, p. (In-Press) 101498.

    Research output: Contribution to journalArticle

  • Pricing Inefficiencies and Feedback Trading: Evidence From Country ETFs

    Kallinterakis, V., Liu, F., Pantelous, A. & Shao, J., 12 Mar 2020, In : SSRN Electronic Journal.

    Research output: Contribution to journalArticle

  • News media portrayal of attributed stakeholder attitudes to shark management in Australia

    Hardiman, N., Burgin, S. & Shao, J., 2 Nov 2019, In : Human Dimensions of Wildlife. 24, 6, p. 548-563 16 p.

    Research output: Contribution to journalArticle

  • 1 Citation (Scopus)

    Life Cycle Costing Analysis for Determining Hydrogen Cost for Mobility Applications

    Khzouz, M., Gkanas, E. & Shao, J., 2018.

    Research output: Contribution to conferencePoster

    Activities

    • 6 Participation in conference
    • 1 Membership of committee

    Royal Statistical Society West Midlands Local Group (External organisation)

    Jia Shao (Member)
    2018 → …

    Activity: MembershipMembership of committee

    4th Symposium on Quantitative Finance and Risk Analysis (QFRA 2018)

    Jia Shao (Organising Committee)
    2018

    Activity: Participating in or organising an eventParticipation in conference

    3rd Symposium on Quantitative Finance and Risk Analysis

    Jia Shao (Speaker)
    2017

    Activity: Participating in or organising an eventParticipation in conference

    2nd Symposium on Quantitative Finance and Risk Analysis

    Jia Shao (Organising Committee)
    2016

    Activity: Participating in or organising an eventParticipation in conference

    19th International Congress in the Insurance: Mathematics and Economics

    Jia Shao (Organising Committee)
    2015

    Activity: Participating in or organising an eventParticipation in conference