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主讲专家学者(一)陈志武教授概况
金沙电子游戏:2008年04月25日 00:00   编辑:worthdoor   点击:[]

陈志武教授

Zhiwu Chen(Professor of Finance,Yale University)

Professor Zhiwu Chen is an expert on finance theory, securities valuation, emerging markets, and China's economy and capital markets. Dr. Chen is a frequent contributor to top economics and finance journals with research papers ranging from novel means of valuing stocks and pricing options, to studies of foreign exchange, market integration, mutual funds and profitable investment strategies. In the last few years, Dr. Chen has been actively doing research on market development and institution-building issues in the context of China's transition process and other emerging markets. What institutions are necessary for markets to develop? What roles do financial innovations play in a country's economic development process? These are among the issues which Dr. Chen's research focuses on. Dr. Chen's work has been featured in The Wall Street Journal, The New York Times, The Boston Globe, Barron's, Far-Eastern Economic Review, and many newspapers and magazines in Hong Kong and China. He is also a frequent contributor to newspapers and magazines in China, on economic policy and legal reform issues.

Achievements and Awards

Pacesetter Research Award, Ohio State University, 1999

Merton Miller Prize, 1994

Chicago Board Options Exchange Competitive Research Award, 1994

PACAP Research Fellow, 1994-1995

Yale Fellowship, 1986-1990

Editorships

Editor:

Annals of Economics and Finance

Associate Editor:

Journal of Financial and Quantitative Analysis

Journal of Empirical Finance

Pacific-Basin Finance Journal

Selected Articles

"Viable Costs and Equilibrium Prices in Frictional Securities Markets,"Annals of Economics and Finance, Vol. 2, No. 2, 297-323, November, 2002

"Do Call Prices and the Underlying Stock Always Move in the Same Direction?" ( with G. Bakshi and C. Cao),Review of Financial Studies, Vol. 13, 549-584, 2000

"Pricing and Hedging Long-Term Options" (with G. Bakshi and C. Cao),Journal of Econometrics, 1998

"Empirical Performance of Alternative Option Pricing Models" (with G. Bakshi and C. Cao),Journal of Finance, Vol. LII, No. 5, 1997

"Equilibrium Valuation of Foreign Exchange Claims" (with G. Bakshi),Journal of Finance, Vol. LII, No. 2, 1997

"An Alternative Valuation Model for Contingent Claims" (with G. Bakshi),Journal of Financial Economics, Vol. 44, 1997

"The Spirit of Capitalism and Stock Market Prices" (with G. Bakshi),American Economic Review, Vol. 86, No. 1, 1996

"Portfolio Performance Measurement: Theory and Applications" (with P. Knez),Review of Financial Studies, Vol. 9, No. 2, 1996

"Inflation, Asset Prices, and the Term Structure of Interest Rates in Monetary Economies" (with G. Bakshi),Review of Financial Studies, Vol. 9, No. 1, 1996

Working Papers

"Price Impact Costs and the Limit of Arbitrage" (with W. Stanzl and M. Watanabe)

"Discounts for Illiquid Stocks: Evidence from China" (with P. Xiong)

"Stock Valuation and Investment Strategies" (with M. Dong)

"Stock Valuation in Dynamic Economies" (with G. Bakshi)

"Viable Costs and Equilibrium Prices in Frictional Securities Markets"

"Market Frictions and the Preferred Habitat Theory of the Term Structure of Interest Rates" (with G. Bakshi)

Education

PhD Yale University, 1990

MS Changsha Institute of Technology, China, 1986

BS Central-South University of Technology, China, 1983

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