He, Songrun
He, Songrun 何松潤
BSc(CUFE); MA(UChicago); PhD(WashU)
Assistant Professor
Contact
Department of Finance
Room 1240, 12/F
Cheng Yu Tung Building
12 Chak Cheung Street
Shatin, N.T., Hong Kong
+852 3943 1776
Biography
Songrun He is an Assistant Professor of Finance at the CUHK Business School. He received his PhD in Finance from Washington University in St. Louis (Olin Business School), an MA in Economics from the University of Chicago, and a BSc in Finance from the Central University of Finance and Economics. His research focuses on asset pricing, artificial intelligence in finance, investment strategies, and asset management.
Teaching Areas
AI in Finance
FinTech
Research Interests
Asset Pricing
Artificial Intelligence
Investment Strategies
Asset Management
Publications & Working Papers
- Songrun He (2026), “Interpretable Systematic Risk around the Clock,” working paper.
- Songrun He, Linying Lv, Asaf Manela, and Jimmy Wu (2025), “Chronologically Consistent Large Language Models,” Journal of Financial Economics, forthcoming.
- Songrun He, Linying Lv, Asaf Manela, and Jimmy Wu (2025), “Instruction Tuning Chronologically Consistent Large Language Models,” working paper.
- Songrun He, Linying Lv, and Guofu Zhou (2024), “Empirical Asset Pricing with Probability Forecasts,” working paper.
- Songrun He, Ming Yuan, and Guofu Zhou (2024), “Principal Portfolios: The Multi-Signal Case,” working paper.
- Ilias Filippou, Songrun He, Sophia Zhengzi Li, and Guofu Zhou (2023), “ETFs, Anomalies and Market Efficiency,” working paper.
- Songrun He, Jiaen Li, Linying Lv, and Guofu Zhou (2023), “How Accurate Are Survey Forecasts on the Market?” working paper.
- Songrun He, Asaf Manela, Omri Ross, and Victor von Wachter (2022), “Fundamentals of Perpetual Futures,” working paper.
Awards & Honours
- Moog Scholar Award, 2024-2025, WashU
Business School in the region to offer BBA, MBA & Executive MBA programme