Jun Duanmu, PhD, CFA

• Jun Duanmu CV

Born in Shanghai, Dr. Duanmu is an Assistant Professor of Finance at Seattle University's Albers School of Business and Economics. He holds an M.S. in Finance from the University of Arizona and a Ph.D. in Finance from the University of Arkansas. Dr. Duanmu is also a CFA charterholder. Before joining Seattle University, he was the Chase Bank Endowed Professor at Louisiana Tech University. Dr. Duanmu’s research focuses on empirical finance, investments, and empirical asset pricing. His work has been featured in leading academic journals such as Journal of Financial and Quantitative Analysis, Financial Analyst Journal, Financial Review and Journal of Financial Services Research. He serves as a faculty fellow at the Center for Business Ethics and actively mentors students in the CFA Research Challenge.

Recent Research:

Duanmu, J., Huang, Q., Li, Y., & Sun, L. (2022). Litigation risk and stock return anomaly. Financial Analyst Journal, 78(4), 145-162. https://doi.org/10.1080/0015198X.2022.2089008

Duanmu, J., Li, Y., Lin, M., & Tahsin, S. (2022). Natural disaster risk and residential mortgage lending standards. Journal of Real Estate Research, 44(1), 106-130. https://doi.org/10.1080/08965803.2021.2013613

Duanmu, J., Huang, Q., Li Y., & McBrayer, G. (2021). Can hedge funds benefit from CSR investment? The Financial Review, 56(2), 251-278. https://doi.org/10.1111/fire.12261

Duanmu, J., Li, Y., & Malakhov, A. (2020). Capturing hedge fund risk factor exposures: Hedge fund return replications with ETFs. The Financial Review, 55(3), 405-431. https://doi.org/10.1111/fire.12221

Duanmu, J., Malakhov, A., & McCumber, W. R. (2018). Beta active hedge fund management. Journal of Financial and Quantitative Analysis, 53(6), 2525-2558.