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山东大学经济学院泰岳经济研究中心张群姿老师简介

 Qunzi Zhang
Assistant Professor in Financeat School of Economics, Shandong University
www.sdzk.org
Mailing Address: No. 27 South Shanda Road, School of Economics, Shandong University,
Jinan City, Shandong Province, P.R. China. Post Code: 250100

张群姿
山东大学经济学院金融学讲师
通讯地址:山东省济南市山大南路27号,山东大学经济学院,邮编250100

研究方向(Research Interests):
资产定价理论和实证研究(Theoretical and Empirical Asset Pricing)
高阶矩(Higher Moments)
行为金融学(Behavioral Finance)
金融风险(Financial Risk)

教育背景(Education):
2014–瑞士金融研究院和瑞士洛桑大学金融学博士(Ph.D. in Finance, Swiss Finance Institute and University of Lausanne, Switzerland)
2008–德国弗莱堡大学金融学硕士(M.A. in Finance, University of Freiburg, Germany)
2006–山东财经大学金融学学士(B.A. in Finance, Shandong University of Finance and Economics, China)

工作论文(Working Papers):
论文题目和会议录取(Title and Conference Acceptance)

Average Skewness Matters! (2015)

Gamble, Fear, and Asset Prices (AEA 2015)

Asymmetric Beta Comovement and Systematic Downside Risk (SFI Ph.D. Workshop2012; CICF 2013; IRMC 2014)
Technical Appendix
Uncertain Business Cycles, Information Cost, and Time-Varying Liquidity (Geneva SFI Ph.D. Workshop 2013)
Higher Moment Asset Pricing and Allocation in a Heterogeneous Market Equilibrium (EFMA 2012, AsianFA 2012)

获奖及荣誉 (Awards and Honors):

2014, Prix Doctorat de la Banque Cantonale Vaudoise 2014 (best Ph.D. thesis HEC Lausanne)
2013, Best GFEJ Paper at Paris Business and Social Science Research Conference
2013, HEC-Lausanne Research Funding Award
2013, Zurich-Chicago Computational Financial Economics Workshop Attendance Grant
2012, Australasian Finance Banking Conference Ph.D. Forum Attendance Grant
2012, Best JFS Paper Nomination in AsianFA Annual Meeting
2008, Swiss Finance Institute Scholarship

学术及社会兼职(Professional Affiliations):
Session Chair: 2013 Annual Paris Business and Social Science Research Conference (Banking, Finance, and Accounting)
Referee for Journals: Emerging Markets Finance and Trade (SSCI)
Memberships: American Economic Association; European Finance Association; Risk Banking and Finance Society