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陈志武老师介绍
Zhiwu Chen (陈志武) 客座教授
教育背景 1983年获中南工业大学理科学士
1986年获长沙理工大学理科硕士
1990年获耶鲁大学金融学博士
研究方向 金融法、证券法、证券市场监管
主要论著 "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
教育背景 1983年获中南工业大学理科学士
1986年获长沙理工大学理科硕士
1990年获耶鲁大学金融学博士
研究方向 金融法、证券法、证券市场监管
主要论著 "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
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