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CENET已邀请到著名经济学家、北京大学光华管理学院周春生教授于2005年4月27日(周三)晚上19:00—21:00做客“名家茶坊”与网友在线交流。访谈问题征集现在开始,感兴趣的网友可以在http://bbs.efnchina.com/dispbbs.asp?boardID=92510&ID=64333
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教育背景:
1995 普林斯顿大学金融经济学博士学位,并获普林斯顿大学优秀博士生荣誉(Honorific Fellowship)
1993 普林斯顿大学经济学硕士学位
1988 北京大学数学系硕士
研究领域:金融投资、证券市场与金融衍生工具分析
主要研究成果:· 论文:
[1]“The Illusionary Nature of Momentum Profits” (with Lesmond and Schill), Journal of Financial Economics, Volume: 71,Issue: 2 ,February, 2004.
[2]“Credit Rating and Corporate Defaults” Journal of Fixed Income, December 2001, pp 30-40.
[3]“The Term Structure of Credit Spreads with Jump Risk” Journal of Banking and Finance, Nov 2001.
[4]“Credit Derivatives in Banking: Useful Tools for Managing Risk?” (with Gregory Duffee, University of California at Berkeley), Journal of Monetary Economics, August 2001.
[5]“Pricing an Emerging Industry: Evidence from Internet Subsidiary Carveouts” (With Schill), Leading article, Financial Management, 2001.
[6]“An Analysis of Default Correlation and Multiple Defaults”, Review of Financial Studies, May 2001.
[7]“Time to Build and Investment”, Review of Economics and Statistics, 82 (2000), 273-282.
[8]“A State-Space Model of Short and Long Horizon Stock Returns” Journal of Financial Research, Winter 2000.
[9]“Informational Asymmetry and Market Imperfections: Another Solution to the Equity Premium Puzzle”, Journal of Financial and Quantitative Analysis, 34 (1999), pp 445-464.
[10]“Path-Dependent Option Valuation When the Underlying Path Is Discontinuous, Journal of Financial Engineering, 8 (1999), pp 73-98
[11]“Dynamic Portfolio Choice and Asset Pricing with Differential Information”, Journal of Economic Dynamics and Control, 22 (1998),pp 1027-1051
[12]《等待的价值——未来不确定性条件下的建设项目投资决策分析》(和长青. 郭良勤),《经济研究》2001年8期
[13]《中国股市的理性泡沫》(和杨云红),《经济研究》2002年7期
·著作和著作章节
[14]Wealth Forever_The Analytics of Stock Markets, World Scientific Publishing Company, 2003 (with Sarkis J. Khoury, et al).
[15]“Country Risk: Existing Models and New Horizons” (with Sarkis J. Khoury), Victor Murinde & Andy Mullineux, editors,
[16] 《融资,并购,与公司控制》,北京大学出版社,2004(预计)
[17] 《风险与危机管理》,北京大学出版社,2004或2005(预计)
周春生老师的论文链接,仅做学习参考之用
http://down.efnchina.com/view.asp?id=20749
http://down.efnchina.com/view.asp?id=20748