向巨
2016-12-10 11:48:00
教育经历

◆ PhD (finance), University of Texas at San Antonio (AACSB-accredited) , 08/2002-12/2005

◆ Advanced Financial Engineering PhD course (IEOR E6703), Columbia University, 05/2003-11/2003

◆ Master of Science in Computational Finance, Swedish School of Economics & Business Administration (HANKEN),10/2000-05/2002

◆ B.Econ. in Investment Economics, Central U. of Finance and Economics, Beijing, China 09/1993-07/1997


工作经历

◆ 2009/02-2013/12 金融助理教授,硕导,中央财经大学中国金融发展研究院,北京

◆ 2008/01-2009/01 研究员, Opto Global Macro LLC, 纽约

◆ 2006/04-2008/01 高级商务分析师, Algomod Corp., 纽约

◆ 2001/01-2001/12 风险管理专员, Finansium Oy, 瑞典和芬兰

◆ 1997/08-2000/09 金融分析师/风险助理, 庆泰证券, 北京


荣誉

◆ 国际最著名的社科研究网站SSRN上行为金融学分类前十下载(2010)

◆ 2011年第二届宏基世业私募股权行业研究大赛最佳指导老师

◆ 2012年第三届宏基世业私募股权行业研究大赛指导专家

◆ 深圳市地方级领军人才 (2013)


代表文章

* “Intraday asymmetric volatility and asymmetric liquidity”, accepted by the Journal of Empirical Finance (金融前五杂志. Corresponding author, with Xiaoneng Zhu)

* “A Regime-Switching Nelson-Siegel Term Structure Model and Interest Rate Forecasts”, Journal of Financial Econometrics, Volume 11(3), Page 522-555(2013) (with Xiaoneng Zhu)

* “Convergence to efficiency in FTSE-100 futures market”, International Journal of Financial Markets and Derivatives, Volume 1(3), Pages 243–257(2010) (with Donald Da-Hsiang Lien)

* “Price discovery in the foreign exchange futures market”, Journal of Futures Markets, Volume 26, Issue 11, Pages 1131–1143(2006) (with Y. Tse and J. K. W. Fung)

* “Market quality and price discovery: Introduction of the E-mini energy futures”, Global Finance Journal, Volume 16, Issue 2, Pages 164–179(2005) (with Y. Tse)

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