View the Changing World Through the Lens of Capital Markets

                                                                                   

Wenguang Lin, PhD, CFA

Associate Professor of Finance

Western Connecticut State University

Office: WS 252

Email: LinW {at} wcsu edu

Phone: (203) 837-8578

Teach:

Fixed Income Securities, Financial Engineering, Investment Analysis and Portfolio Management, Business Data Analytics, etc.

Research:

Current research interests include quantitative investing and trading, market anomalies, and equity portfolio management.

Selected Publications:

Li, D. D., Lin, W., Sun, P. Y., Tang, Y., & Cheng, Z. (2024). Breaking the Big Four brand’s halo effect precisely: evidence from the association between RMM coverage ratios and integrated audit effectiveness. Review of Quantitative Finance and Accounting, 62(3). Link

Lin, W., & Sanger, G. C. (2020). Is smart beta still smart under the lens of the diversification return? The Journal of Portfolio Management, 47 (1). Link (Covered in Bloomberg Markets “Quant research debunks the hype behind smart-beta Investing” Gregor Stuart Hunter, September 30, 2020. Link)

Lin, W., & Sanger, G. C. (2019). An alternative fundamental weighting scheme based on enterprise value multiple. Journal of Asset Management, 20 (2). Link