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向巨
向巨
助理教授
教師簡介:

教育經歷


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


工作經歷


?2009/02-2013/12 金融助理教授,碩導,中央財經大學中國金融發展研究院,北京

?2008/01-2009/01 研究員, Opto Global Macro LLC, 紐約

?2006/04-2008/01 高級商務分析師, Algomod Corp., 紐約

?2001/01-2001/12 風險管理專員, Finansium Oy, 瑞典和芬蘭

?1997/08-2000/09 金融分析師/風險助理, 慶泰證券, 北京


榮譽


?國際最著名的社科研究網站SSRN上行為金融學分類前十下載(2010)

?2011年第二屆宏基世業私募股權行業研究大賽最佳指導老師

?2012年第三屆宏基世業私募股權行業研究大賽指導專家

?深圳市地方級領軍人才 (2013)


代表文章


1. “Intraday asymmetric volatility and asymmetric liquidity”, accepted by the Journal of Empirical Finance (金融前五雜志. Corresponding author, with Xiaoneng Zhu)

2. “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)

3. “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)

4. “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)

5. “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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