岭南新任院长，有丰富的国外留学和教学经历，有丰富的国内顶级商学院（北大光华）、金融系领导经历。其学术比起那些不入流的人强百倍。以下是简历，明眼人可以自己和那个朱××做比较。
有些人真是可笑，给你激励让你发文章过好日子你嚷嚷着功利，失去学术品质。待遇差吧，又嚷嚷着知识分子生活窘迫。能再jian点么。
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现任中山大学岭南学院院长、金融学教授。在此之前担任北京大学光华管理学院资深副院长，曾任英国Bank of England货币政策局金融经济学家和英国Lancaster大学管理学院金融学讲座教授。曾任中国金融学年会第一届理事会主席。

      他在公司治理，行为金融和金融风险管理和资产定价等领域有多年的研究经验，取得了丰富的研究成果，并在国际和国内一流学术杂志上发表文章16篇。 发表论文的学术期刊包括Journal of Financial Economics, Journal of Financial and Quantitative Analysis, Journal of Banking and Finance, Review of Economics and Statistics.

      他的研究成果受到国际同行的认可，发表的论文被大量引用，并获得British Accounting Review 1997最佳论文奖和2002年澳大利亚金融国际会议衍生产品领域的最佳论文奖。本人的研究成果具有极强的实用价值，上述发表的论文已多次被金融应用性书籍转载，并应邀在英格兰银行，瑞士联合银行，日本三菱银行等金融机构作学术演讲。关于隐含波动率期限结构（Term Structure）的学术文章被金融衍生产品的经典教科书《Options, Futures, and other derivatives by John Hull》引用；关于“恋家”倾向的研究成果被《纽约时报》报道。

发表记录：
The Dynamics of International Equity Market Expectations (Co-authored with Michael J.Brennan, H. Henry Cao, Norman Strong), Journal of Financial Economics, forthcoming .
•Forecasting FX Volatility: Inplied Volatilities versus AR(FI)MA Models, Journal of Banking and Finance, forthcoming. (Co-authored with S.Pong, M.Shackleton, and S. Taylor) .
•CAPM, Higher Co-moment and Factor Models of UK Stock Returns, 2004, Journal of Bussiness Finance and Accounting, March. (Co-authored with D.Hung and M. Shackleton) .
•Post-Earning-Announcement Drift in the UK, 2003, European Financial Management, 9(1), 89-116. (Co-authored with W.Liu and N.Strong) .
•Understanding the Equity Home Bias:The Evidence from the Survey Data, 2003, Review of Economics and Statistics, May, 307-312.(Co-authored with N.Strong) .
•Pricing FTSE 100 Index Options under Stochastic Volatility, 2001, Journal of Futures Markets, 21, 197-211. (Co-authored with Y. Lin and N. Strong).
•The Profitability of Momentum Investing, 1999, Journal of Business Finance and Accounting, 26, 1043-1091. (Co-authored with W. Liu and N. Strong) .
•Do S&P 500 Index Options Violate Martingale Restriction?, 1999, Journal of Futures Markets, 15(5), 499-521. (Co-authored with N. Strong) .
•The Incremental Volatility Information in One Million Foreign Exchange Quotations, 1997, Journal of Empirical Finance, 4(4), 317-340. (Co-authored with S. Taylor) .
•Explaining the Cross-section of UK Expected Stock Returns, 1997, British Accounting Review, 29(1), 1-23. (Co-authored with N. Strong) .
•Conditional Volatility and the Informational Efficiency of PHLX currency Options Markets, 1995, Journal of Banking and Finance, 19(4), 803-821. (Co-authored with S. Taylor) .
•The Term Structure of Volatility Implied by Foreign Exchange Options, 1994, Journal of Financial and Quantitative Analysis, 29(1), 57-74. (Co-authored with S. Taylor) .
•The Magnitude of Implied Volatility Smiles: Theory and Empirical Evidence for Exchange Rates, 1994, Review of Futures Markets, 13(2), 355-380. (Co-authored with S. Taylor) .