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Dr Jia Miao

Senior Lecturer in Accounting and Finance
Accounting, Finance and Informatics

KHBS220 Kingston Business School
Kingston University
Kingston Hill
Kingston Upon Thames

020 8417 9000 Ext: 65233


Jia joined Kingston University in 2011 and is currently a Senior Lecturer in Accounting and Finance in Kingston Business School. Prior to that he was a Senior Lecturer in Finance and Financial Economics in Coventry Business School. He received his PhD in Finance from Liverpool John Moores University in the area of Portfolio Management and Applied Investment Analysis. He then worked as a Postal Doctoral Research Fellow at Manchester Metropolitan University Business School.

Jia has several papers publised in academic refereed journals. His main research interests are in the areas of Portfolio Management, Applied Investment Analysis and International Finance.

Research Interest(s)

Portfolio Management

Applied Investment Analysis

Applied Financial Economics



BA3327 Financial Management

BKM025 Fixed Income Analysis


CFA Institute

Recent Publications

Jump to: Article
Number of items: 9.


Zheng, Mei and Miao, Jia (2012) Comparing the forecastability of alternative quantitative models: a trading simulation approach in financial engineering. Systems Engineering Procedia, 4, pp. 35-39. ISSN (print) 2211-3819

Leece, David, Berry, Tony, Miao, Jia and Sweeting, Robert (2012) The post-investment relationship between a venture capitalist and its investee companies. International Journal of Entrepreneurial Behavior & Research, 18(5), pp. 587-602. ISSN (print) 1355-2554

Dunis, Christian L. and Miao, Jia (2007) Trading foreign exchange portfolios with volatility filters: the carry model revisited. Applied Financial Economics, 17(3), pp. 249-255. ISSN (print) 0960-3107

Miao, Jia (2007) Volatility filter for index tracking and long-short market-neutral strategies. Journal of Asset Management, 8(2), pp. 101-111. ISSN (print) 1470-8272

Dunis, Christian and Miao, Jia (2006) Advanced frequency and time domain filters for currency portfolio management. Journal of Asset Management, 7(1), pp. 22-30. ISSN (print) 1470-8272

Miao, Jia and Dunis, Christian L. (2006) Volatility filters for FX portfolios trading: the impact of alternative volatility models. Applied Financial Economics Letters, 2(6), pp. 389-394. ISSN (print) 1744-6546

Dunis, Christian and Miao, Jia (2006) Volatility filters for asset management: an application to managed futures. Journal of Asset Management, 7(3-4), pp. 179-189. ISSN (print) 1470-8272

Dunis, Christian L. and Miao, Jia (2005) Optimal trading frequency for active asset management: evidence from technical trading rules. Journal of Asset Management, 5(5), pp. 305-326. ISSN (print) 1470-8272

Miao, Jia and Dunis, Christian L. (2005) Volatility filters for dynamic portfolio optimization. Applied Financial Economics Letters, 1(2), pp. 111-119. ISSN (print) 1744-6546

This list was generated on Tue Feb 14 16:31:24 2017 GMT.

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