首页  >  教授与研究  >  金融及财务  >  周春生  

周春生

ZHOU Chunsheng

普林斯顿大学金融学博士
金沙威尼斯欢乐娱人城金融学教授
高层管理教育项目副院长
EMBA项目学术主任
金沙威尼斯欢乐娱人城教育发展基金会理事长

Email:
cszhou@ckgsb.edu.cn

下载个人简历

教授简介:

周春生教授长期从事金融和经济学研究,系金沙威尼斯欢乐娱人城常驻教授,国家杰出青年基金获得者。周教授早年跳过本科阶段,直接进入研究生阶段学习,并先后获得北京大学数学硕士学位和美国普林斯顿大学金融经济学博士学位。周教授曾担任美联储经济学家以及中国证监会规划委员会委员(副局级),以及深交所第一至第三届上市委委员。周教授也曾先后在加州大学、香港大学、以及北京大学担任教授职务。周教授在金融领域的研究多次获奖,近年在新经济和数字经济研究中也取得了一系列重要成果,开创性地提出了无限供给理论和新二元经济理论,受到广泛关注。

主要研究领域

金融

学术成就

提出的信用风险分析模型,股票定价及公司分拆的实证研究,行为金融学理论引起国际学术界及金融行业的广泛关注。有关信用风险所作的开创性工作得到了巴塞尔委员会的高度重视,并被其录入了官方文件,对国际金融规范的制定产生了积极的影响,相关论著已被美国及欧洲多家咨询机构及投资银行列为风险管理培训的教材

主要学术成果

1994-1995,普林斯顿大学优秀博士生荣誉奖学金,Harold Dodds奖;

2002年第九届全球金融年会最佳论文奖。2003年获得国家杰出青年基金。

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. (This article inspired a large number of researchers to do similar studies.)

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

• Books and Book Chapters

12. Wealth Forever_The Analytics of Stock Markets, World Scientific Publishing Company, 2003 (with Sarkis J. Khoury, et al).

13. “Country Risk: Existing Models and New Horizons”
(with Sarkis J. Khoury), Victor Murinde & Andy Mullineux, editors,