首页 新闻 房产 育儿 健康 时尚 CBA NBA 体育 理财

游戏

旗下栏目:

曹泉伟_全职师资_教师资源_教师与研究

来源:网络整理 作者:admin 人气: 发布时间:2018-07-07
摘要:

极力主张环境

  美国芝加哥大学人员,堆积学,博士学位

  美国肯塔基大学人员,统计法,硕士学位

  北京大学人员,数学系,宗教礼仪

职业史

到现在为止        清华大学人员五平交路口姣姣者适配,紫罗兰色的讲课者

    美国宾夕法尼亚州州立大学人员商业专科学校,堆积系,讲席教员

    美国宾夕法尼亚州州立大学人员商业专科学校,堆积系,教员

  美国宾夕法尼亚州州立大学人员商业专科学校,堆积系,副教员

2001-2002         William 埃利奥特有某种文科知识的人

  美国宾夕法尼亚州州立大学人员商业专科学校堆积系,有帮助的教员

1991               堆积主自信地期待(纽约)

1991                 美国富达应付课题公司(波士顿)

首要课题接防

衍生堆积工具开价协同基金对冲基金信贷风险应付堆积义卖市场微观建筑物应付锁的按期解锁与担保的液体的

命令奔流

堆积方针决策学说 (博士生)

未婚妻与选项年长的特殊的 (博士生)

未婚妻,选项与堆积衍生品义卖市场 (.)

使充满学说 (.)

使充满学说 (大学的)

未婚妻,选项与堆积衍生品义卖市场 (大学的)

公司理财(EMBA)

使充满学(EMBA)

信誉与判定

法国BNP Paribas堆积对冲基金课题中心课题基金,2013

美国房地契课题粉底, 2012

美国堆积学会课题基金, 2010

法国BNP Paribas堆积对冲基金课题中心课题基金, 2009

美利坚联邦储蓄保证人课题基金, 2006-2007

诺丁汉特伦特大学大学人员第三有经济效益的、堆积、世界会计聚会姣姣者论文奖,2005

摩根斯坦利课题基金, 2004

纽约担保交易所姣姣者论文奖, 1999

堆积应付学会姣姣者论文奖, 1996

芝加哥大学人员奖学金, 1988 - 1991

芝加哥大学人员担保价钱课题中心课题基金,1990 

肯塔基大学人员奖学金, 1987  1988

学术胶卷盒总编辑

总编辑,   太平洋的池塘 堆积学e Journal, 2009到现在为止

副总编辑,Journal of 堆积学ial Markets, 2000到现在为止

副总编辑,Review of Derivatives Research, 2007到现在为止

副总编辑,Review of Quantitative 堆积学e and Accounting, 2006到现在为止

副总编辑,太平洋的池塘 堆积学e Journal, 2006-2008

副总编辑,编年史 Economics and 堆积学e, 2000到现在为止

发布坐果

1. “Liquidity Risk in Stock Returns: An Event-study Perspective”, 用 Lubomir 佩特拉塞克), 2014, Journal of Banking and 堆积学e, 45, 2014, 72-83.

2. "Can Hedge Funds Time Market Liquidity?," 用 Yong Chen, Bing Liang and Andrew Lo), 2012, Journal of 堆积学ial Economics 109(2), 2013, 493-516

3. "Do Mutual Fund Managers Time Market Liquidity?," 用 Tim Simin and Ying 王), Journal of 堆积学ial Markets, 2012, Journal of 堆积学ial Markets 16(2), 2013, 279-307

4. "Pricing Credit Default Swaps with Option-Implied Volatility," 用 Fan Yu and Ken 钟), 2011, 堆积学ial Analysts Journal 67, 2011, 67-76

5. "The Information Content of Option-Implied Volatility for Credit Default Swap Valuation," 用 Fan Yu and Ken 钟), Journal of 堆积学ial Markets 13, 2010, 321-343

6. "Derivatives do Affect Mutual Fund Returns: Evidence from the 堆积学ial Crisis of 1998," 用 Eric Ghysels and Frank 哈思韦), 2010. Journal of Futures Markets 31, 2011, 629-658

7. "Can Growth Options Explain the Trend in Idiosyncratic Risk?," 用 Tim Simin and 荆 赵), Review of 堆积学ial Studies 21, 2008, 2599-2633 

8. "An Empirical Analysis of the Dynamic Relationship between Mutual Fund Flow and Market Return Volatility," 用 Eric Chang and Ying 王), Journal of Banking and 堆积学e 32, 2008, 2111-2123 

9. "The Information Content of an Open Limit Order Book," 用 Oliver Hanscah and Xiaoxin 王), Journal of Futures Markets 29, 2008, 16-41 

10. "Order Placement Strategies in a Pure Limit Order Book Market," 用 Oliver Hansch and Xiaoxin 王), Journal of 堆积学ial Research, Vol. XXXI, 2008, 113-140 

11. "Determinants of S&P 500 Index Option Returns," 用 荆zhi 黄), Review of Derivatives Research, 10, 2008, 1-38 

12. "Informational Content of Option Volume Prior to Takeovers," 用 Zhiwu Chen and John 格里芬), Journal of Business, 78, 2005, 1073-1109 

13. "Is Investor Misreaction Economically Significant? Evidence from Short- and Long-term Index Options," 用 Haitiao Li and Fan 禹), Journal of Futures Markets, 25, 2005, 717-752 

14. "Does Insider Trading Impair Market Liquidity: Evidence from IPO Lockup Expirations," 用 Laura Field and Gordon Hanka), Journal of 堆积学ial and Quantitative Analysis 39, 2004, 25-46

15. "Share Repurchase Tender Offers and 招标问答 Spreads," 用 Heejoon Ahn and Hyuk Choe), Journal of Banking and 堆积学e 25, 2001, 445-478 

16. "Price Discovery without Trading: Evidence from Nasdaq Pre-opening," 用 Eric Ghysels and Frank 哈思韦), Journal of 堆积学e 56, 2000, 1339-1365 

获纽约担保交易所1999年度姣姣者文字奖 

2001 年度财务胶卷盒Smith Breeden 杰出论文奖举起

17. "Do Call Prices and the Underlying Stock Always Move in the Same Direction?," 用 Gurdip Bakshi and Zhiwu 陈), Review of 堆积学ial Studies 13, 2000, 549-584. 

18. "Pricing and Hedging Long-Term Options," 用 Gurdip Bakshi and Zhiwu 陈), Journal of Econometrics 94, 2000, 

277-318.

19. "Empirical Performance of Alternative Option Pricing Models," 用 Gurdip Bakshi and Zhiwu 陈), Journal of 堆积学e 52, 1997, 2003-2049. 

20. "Does the Specialist Matter? Differential Execution Costs and Inter-Security Subsidization on the NYSE," 用 Hyuk Choe and Frank 哈思韦), Journal of 堆积学e 52, 1997, 1615-1640. 

财务应付学会1996年度姣姣者文字奖

21. "Decimalization and Competition Among Exchanges: Evidence from the Toronto Stock Exchange 穿插上市 Securities," 用 Heejoon Ahn and Hyuk Choe), Journal of 堆积学ial Markets 1, 1998, 51-87. 

22. "Evolution of Transitory Volatility over the Week," 用 Hyuk Choe), Annals of Economics and 堆积学e, 1997, 49-78. 

23. "What is Special About the Opening: Evidence from NASDAQ," 用 Hyuk Choe and Frank Hatheway, Seoul Journal of Business, 1997, 1-36. 

24. "Tick Size, Spread and Volume," 用 Heejoon Ahn and Hyuk Choe), Journal of 堆积学ial Intermediation 5, 1996, 2-22.

25. "Nonlinear Time Series Analysis of Stock Return Volatility," 用 Ruey Tsay), Journal of Applied Econometrics 7, 1992, 165-185. 

26. "Inequality Constraints in the Univariate GARCH Model," 用 Daniel 罗伊·尼尔森), Journal of Business & Economic Statistics 10, 1992, 229-235.

国际学术胶卷盒评委

Journal of 堆积学e, Review of 堆积学ial Studies, Journal of 堆积学ial and Quantitative Analysis, Journal of Business, Journal of 堆积学ial Markets, Journal of 堆积学ial Intermediation, Journal of Econometrics, Econometrica, Management Science, Journal of Business & Economic Statistics, Journal of Banking and 堆积学e, Journal of Futures Markets, Journal of Empirical 堆积学e, Review of Quantitative 堆积学e and Accounting, 太平洋的池塘 堆积学e Journal, Review of Derivatives Research, 堆积学ial Management, 堆积学ial Review, International Economic Review, Journal of International Money and 堆积学e, Canadian Journal of Economics

表里维修服务

1. Conference Committee: Program Committee, Conference on 堆积学ial Economics and Accounting at the University of Maryland, 2010 

2. Graduate School of Pennsylvania State University: Graduate Council Committee, Penn State University, 2008-2010

3. Pennsylvania State University: Senate Committee on Research, Penn State University, 2008-2010 

4. Program Chair, China International Conference in 堆积学e sponsored by MIT’s Sloan School of Management and Tsinghua University, 2005-2008

5. 堆积学e Department Recruiting Committee, Penn State University, 2007-2011

6. Advisor of Ph.D. Program in finance, Smeal College of Business, Pennsylvania State University: 2001-2006 

7. Smeal Chair Search Committee, Smeal College of Business, Penn State University, 2002-2004

8. William Elliott Chair Search Committee, Smeal College of Business, Penn State University, 2000-2004 

9. Promotion and Tenure Committee, Smeal College of Business, Penn State University, 1995-1996, and 2001-2002 

10. Ph.D. Program Renewal Committee, Smeal College of Business, Penn State University, 2001

11. Program Committee, 堆积学ial Management Association, 1996, 2002, 2012 

12. Program Committee, New York Stock Exchange Conference on U.S. Equity Markets in Transition, 1999 

13. University Grants Commission of Hong Kong, 1998-present 

14. Competitive Paper Award Committee, 堆积学ial Management Association, 1996

责任编辑:admin

频道精选