清华五道口金融学院周皓导师简介.doc

凯程考研，为学员服务，为学生引路！第 1 页 共 2 页清华五道口金融学院周皓导师简介周皓 紫光讲席教授货币政策与金融稳定研究中心主任中国 北京（100083）清华大学五道口金融学院：8610- 62790665：8610- 62799557Email: zhouh@Google Scholar Page教育背景1994-2000 美国杜克大学，经济学，博士学位1989-1993 北京大学光华管理学院，管理学，硕士学位1985-1989 北京大学，国际经济学，学士学位工作经历2013 至今 清华大学五道口金融学院，紫光讲席教授2006-2013 美国联邦储备委员会风险分析部，高级经济学家2000-2006 美国联邦储备委员会交易风险分析部，经济学家1999-2000 美国杜克大学经济系，讲师1993-1994 中国国务院研究发展中心，顾问1989-1990 中国广西省南丹县，行政官员主要研究领域以消费为基础的随机波动资产定价模型信用风险的结构化模型与信用衍生品市场金融市场波动性和收益的预测消费期限结构模型与通货膨胀的不确定性金融市场的跳跃性与资产定价之谜国际风险溢价动态模型金融机构的系统性风险和宏观审慎监管讲授课程资产定价之谜，金融市场和投资，计量经济学导论 凯程考研，为学员服务，为学生引路！第 2 页 共 2 页学术兼职2009 年 2 月 技术顾问，国际清算银行（香港）2007 年 秋 访问教授，麻省理工学院斯隆管理学院2005 年 9 月 访问教授，北京大学中国经济研究中心荣誉及奖项1. “Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities,” with Tim Bollerslev and Mike Gibson, Whitebox Selected Research Best Financial Research Paper finalist, 2012.2. “Predicting Stock Returns with Variance Risk Premia: Statistical Inference and International Evidence,” with Tim Bollerslev, James Marrone, and Lai Xu, China International Conference in Finance Best Paper Award, 2011.3. “Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty,” Crowell Memorial Prize 3rd Place by PanAgora Asset Management, 2010.4. “Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty,” Chicago Quantitative Alliance (CQA) Academic Competition Award 3rd Place, 2009.5. “Assessing the Systemic Risk of a Heterogeneous Portfolio of Banks during the Recent Financial Crisis,” with Xin Huang and Haibin Zhu, BankScope Best Paper Prize of the 22nd Australasian Finance and Banking Conference, 2009.6. “Credit Default Swap Spreads and Variance Risk Premia,” with Hao Wang and Yi Zhou, Global Association of Risk Professionals (GARP) Research Proposal Award, 2009.7. “Credit Default Swap Spreads and Variance Risk Premia,” with Hao Wang and Yi Zhou, Imperial College London Centre for Hedge Fund Research (CHFR) Research Proposal Award, 2009.8. “A Framework for Assessing the Systemic Risk of Major Financial Institutions,” with Xin Huang and Haibin Zhu, Bocconi Centre for Applied Research in Finance (CAREFIN) Research Proposal Award, 2008.9. “Short Course on Asset Pricing Puzzles,” China Center for Economic Research (CCER) of Peking University, Oversea Young Chinese Forum (OYCF) Gregory C. and Paula K. Chow Teaching Fellowship, 2005.。