巨能久教授现任上海交通大学上海高级金融学院金融学讲席教授。2005至2013年曾任香港科技大学金融学副教授（终身教职），1998至2005年曾任马里兰大学（学院公园校园）金融学助理教授。
巨能久教授的研究领域包括衍生产品定价、动态资本结构、金融计量经济学、模糊偏好下的决策、连续时间代理模型等，迄今已在Econometrica, Review of Financial Studies, Journal of Financial Economics, Management Science, Journal of Financial and Quantitative Analysis, and Journal of Business等国际著名学术期刊发表论文近20篇。曾获得计算智能金融会议首次最佳学生论文奖（1998，纽约市），还曾与两位合著者Hui Chen和Jianjun Miao共同获得2009年中国国际金融会议TCW最佳论文奖。
巨能久教授讲授的课程包括衍生证券、资产定价理论等，面向博士生、MBA和MF学生。
1. Bulgac, Aurel, and Nengjiu Ju. 1992. Collective electronic excitations in C60 clusters, Physical Review B, 46(7), 4297-4300.
2. Ju, Nengjiu, Aurel Bulgac, and John W. Keller. 1993. Excitation of collective plasmon states in fullerenes, Physical Review B, 48(12), 9071-9079.
3. Ju, Nengjiu, and Aurel Bulgac. 1993. Finite-temperature properties of sodium clusters, Physical Review B, 48(4), 2721-2732.
4. Ju, Nengjiu, Aurel Bulgac, and John W. Keller. 1993. Excitation of collective states in fullerenes, Computational Materials Science, 2(3-4), 615-627.
5. Ju, Nengjiu. 1998. Pricing an American option by approximating its early exercise boundary as a multipiece exponential function, Review of Financial Studies, 11(3), 627-646.
6. Ju, Nengjiu, and Rui Zhong. 1999. An approximate formula for pricing American options, Journal of Derivatives, 7(2), 31-40.
7. Goldstein, Robert, Ju Nengjiu, and Hayne Leland. 2001. An EBIT-based model of dynamic capital structure, Journal of Business, 74(4), 483.
8. Ju, Nengjiu. 2002. Pricing Asian and basket options via Taylor expansion, Journal of Computational Finance, 5(3), 79-103.
9. Ju, Nengjiu, Robert Parrino, Allen M. Poteshman, and Michael S. Weisbach. 2005. Horses and rabbits? Trade-off theory and optimal capital structure, Journal of Financial and Quantitative Analysis, 40(2), 259-281.
10. Bakshi, Gurdip, and Nengjiu Ju. 2005. A Refinement to AitSahalia's "Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach": A closed-form approximation approach", Journal of Business, 78(5), 2037-2052.
11. Bakshi, Gurdip, Nengjiu Ju, and Hui Ou-Yang. 2006. Estimation of continuous-time models with an application to equity volatility dynamics, Journal of Financial Economics, 82(1), 227-249.
12. Ju, Nengjiu, and Rui Zhong. 2006. Fourier transformation and the pricing of average-rate derivatives, Review of Derivatives Research, 9(3), 187-212.
13. Nengjiu, Ju, and Ou Yang Hui. 2006. Capital structure, debt maturity, and stochastic interest rates, Journal of Business, 79(5), 2469-2502.
14. Chen, Andrew H., Nengjiu Ju, Sumon C. Mazumdar, and Avinash Verma. 2006. Correlated default risks and bank regulations, Journal of Money, Credit and Banking, 38(2), 375-398.
15. Ju, Nengjiu, and Jianjun Miao. 2012. Ambiguity, Learning, and Asset Returns, Econometrica, 80(2), 559-591.
16. Ju, Nengjiu, and Xuhu Wan. 2012. Optimal compensation and pay-performance sensitivity in a continuous-time principal-agent model, Management Science, 58(3), 641-657.
17. Ju, Nengjiu, Hayne Leland, and Lemma W. Senbet. 2014. Options, option repricing in managerial compensation: Their effects on corporate investment risk, Journal of Corporate Finance, 29, 628-643.
18. Chen, Hui, Nengjiu Ju, and Jianjun Miao. 2014. Dynamic asset allocation with ambiguous return predictability, Review of Economic Dynamics, 17(4), 799-823.
19. Huang, Yu, Nengjiu Ju, and Hao Xing. 2023. Performance Evaluation, Managerial Hedging, and Contract Termination, Management Science, 69(8), 4953-4971.
Ju, Nengjiu, Bing-hua Huang, and Yu Huang, A Model of Hedge Fund in Incomplete Market.
Ju, Nengjiu, Navneet Arora, and Hui Ou-Yang, Asset Pricing under Portfolio Delegation and Differential Information.
Ju, Nengjiu, and Hui Ou-Yang, Asset Substitution and Underinvestment: A Dynamic View.
Ju, Nengjiu, and Xuhu Wan, Delegated Portfolio Management under Adverse Selection in a Continuous-Time Model.
Ju, Nengjiu, Bing-hua Huang, and Yu Huang, Portfolio Choice of a CEO with Output-based Compensation.
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