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长江新进三名院长讲席教授

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发表于 2013-5-13 12:42:39 | 只看该作者 回帖奖励 |正序浏览 |阅读模式
李海涛,

耶鲁大学金融学博士 长江商学院金融学教授
杰出院长讲席教授
MBA/FMBA项目副院长
教授简介
李海涛博士是长江商学院金融学访问教授,他同时是密歇根大学Stephen M. Ross School of Business ,Jack D.Sparks Whirlpool Corporation 金融学讲席教授。李海涛博士曾在康奈尔大学约汉逊管理学院任教。李海涛博士是耶鲁大学金融学博士。



主要研究领域
理论与资产定价,信用风险,期权定价,金融经济学,对冲基金。



学术成就
  • Sanford R. Robertson Professorship, University of Michigan, 2007-2008.
  • NTT Research Fellowship, University of Michigan, 2006-2007.
  • Nomination for Ph.D. Teaching Excellence Award, University of Michigan, 2006.
  • Q-Group Research Grant, 2004.
  • Best Student Paper Award, Eastern Finance Association, 1997.
  • Trefftz Award for the Best Student Paper, Western Finance Association, 1996.
  • Sterling Prize Fellowship, Yale University, 1991-1993.
  • Yale University Fellowships, 1991-1996.



主要学术成果
  • Return Dynamics with Lévy Jumps: Evidence from Stock and Option Prices (with M. Wells and L. Yu), Mathematical Finance forthcoming.
  • Investing in Talents: Manager Characteristics and Hedge Fund Performances (with R. Zhao and X. Zhang), Journal of Financial and Quantitative Analysis forthcoming.
  • Short Rate Dynamics and Regime Shifts (with Y. Xu), International Review of Finance forthcoming.
  • Evaluating Asset Pricing Models Using the Second Hansen-Jagannathan Distance (with Y. Xu and X. Zhang), Journal of Financial Economics forthcoming.
  • Nonparametric Estimation of State-Price Densities Implicit in Interest Rate Cap Prices (with F. Zhao), Review of Financial Studies forthcoming.
  • Reduced-Form Valuation of Callable Corporate Bonds: Theory and Evidence (with R. Jarrow, S. Liu, and C. Wu), Journal of Financial Economics forthcoming.
  • Are Liquidity and Information Risks Priced in the Treasury Bond Market? (with Y. He, J. Wang, and C. Wu), Journal of Finance forthcoming.
  • A Tale of Two Yield Curves: Modeling the Joint Term Structure of Dollar and Euro Interest Rates (with A. Egorov and D. Ng) Journal of Econometrics forthcoming.
  • A Bayesian Analysis of Return Dynamics with Lévy Jumps (with M. Wells and L. Yu), Review of Financial Studies 21, 2345-2378, 2008.
  • Can the Random Walk Model be Beaten in Out-of-Sample Density Forecasts: Evidence from Intraday Foreign Exchange Rates (with Y. Hong and F. Zhao), Journal of Econometrics 141, 736-776, 2007.
  • Interest Rate Caps "Smile" Too! But Can the LIBOR Market Models Capture Smile? (with R. Jarrow and F. Zhao), Journal of Finance 62, 345-382, 2007.
  • Validating Forecasts of the Joint Probability Density of Bond Yields: Can Affine Models Beat Random Walk? (with A. Egorov and Y. Hong), Journal of Econometrics 135, 255-284, 2006.
  • Unspanned Stochastic Volatility: Evidence from Hedging Interest Rate Derivatives (with F. Zhao), Journal of Finance 61, 341-378, 2006.
  • Is Investor Misreaction Economically Significant? Evidence from Short- and Long-Term S&P 500 Index Options (with C. Cao and F. Yu), Journal of Futures Markets 25, 717-752, 2005.
  • Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates (with Y. Hong), Review of Financial Studies 18, 37-84, 2005.
  • Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models (with Y. Hong and F. Zhao), Journal of Business and Economic Statistics 22, 457-473, 2004.
  • Regulation FD and Earnings Information: Market, Analyst, and Corporate Responses (with W. Bailey, C. Mao, and R. Zhong), Journal of Finance 58, 2489-2516, 2003.
  • Maximum Likelihood Estimation of Time-Inhomogeneous Diffusions (with A. Egorov and Y. Xu), Journal of Econometrics 114, 107-139, 2003.
  • Corporate Use of Interest Rate Swaps: Theory and Evidence (with C. Mao), Journal of Banking and Finance 27, 1511-1538, 2003.
  • Survival Bias and the Equity Premium Puzzle (with Y. Xu), Journal of Finance 57, 1981-1996, 2002.
  • Pricing of Swaps with Default Risk, Review of Derivatives Research 2, 231-250, 1998.




孙宝红

南加州大学博士 长江商学院市场营销教授、杰出院长讲席教授、国际项目副院长客户信息管理与多媒体营销研究中心主任
单击此处下载简历
E-mail: bhsun@ckgsb.edu.cn
个人主页

教授简介
                                    孙宝红教授目前为长江商学院市场营销教授、杰出院长讲席教授、国际项目副院长。她在美国南加州大学获得博士学位。在加入长江商学院之前,曾任教于Carengie Mellon University, UC Berkeley, UNC Chapel Hill作为营销领域专家,曾任卡内基梅隆大学的Carnegie Bosch讲席教授,Xerox研究讲席教授。孙宝红博士拥有丰富的公司咨询经验,服务过的公司包括PNC银行,Bell South,青岛啤酒和IBM公司等。她是《市场营销科学》和《市场营销学刊》等专业学术期刊编委会成员,并在包括芝加哥大学、沃顿商学院、康奈尔大学、加州大学伯克利分校、印弟安那大学等美国多所知名大学发表过演讲。此外,她还分别是美国市场营销学会和美国经济学委员会成员。                                


主要研究领域
  • 消费者理性和策略性选择及动态模型
  • 市场营销的动态和互动混合,消费者关系管理
  • 交叉分类和依赖状态的消费者选择及动态促销影响
  • 新产品预测和调研设计



学术成就
  • Finalist, John D.C. Little Best Paper Award, INFORMS, 2009
  • Faculty fellow for 2008 Doctoral Consortium, AMA, 2008
  • Faculty fellow for 2007 Doctoral Consortium, AMA, 2007
  • MBA George Leland Bach Teaching Award, CMU, 2006
  • Faculty fellow for 2007 Doctoral Consortium, AMA, 2006
  • Faculty fellow for 2006 Doctoral Consortium, AMA, 2006
  • CART Research Frontier Award for Innovative Research, CMU, 2005
  • Xerox Research Chair Professor, CMU, 2004-05
  • Selected to Marketing Young Scholars Program, MSI, 2004
  • MBA All Star Teaching Award, UNC, 2003
  • MBA Master Teacher, UNC, 2003
  • Academic Achievement Award, USC, 1995
  • Academic Achievement Award, USC, 1993



主要学术成果
  • "The ISMS Durable Goods Datasets," Jian Ni and Scott Neslin (database article). Marketing Science, 2012, 31(6), 1008-13.
  • "Ushering Buyers into Electronic Channels." Nishitha Langer, Chris Forman, Sunder Kekre, and Baohong Sun. Information Systems Research, 2012, 23(4),1212-31.
  • "A Dynamic Structural Model of the Impact of Loyalty Programs on Customer Behavior," Praveen Kopalle, Scott A. Neslin, Baohong Sun, Yacheng Sun, and Vanitha Swaminathan. Marketing Science, 2012 (31(2), 216-235.
  • "Cross-Selling the Right Product to the Right Customer at the Right Time," Shibo Li, Alan Montgomery and Baohong Sun, Journal of Marketing Research, 2011, 48(4), 683-700.
  • "Learning and Acting Upon Customer Information: A Simulation-Based Demonstration on Service Allocations with Offshore Centers," Sun, Baohong and Shibo Li, Journal of Marketing Research, 2011, 48(1), 72-86.
  • "Testing for Choice Dynamics in Panel Data," Tulin Erdem, Michael Katz, and Baohong Sun, Quantitative Marketing and Economics, 2010, 8(3), 303.
  • "Why Do Consumers Buy Extended Service Contracts?" Tao Chen, Ajay Kalra, and Baohong Sun, Journal of Consumer Research, 2009, 36(4), 661-623.
  • "An Empirical Investigation of the Dynamic Effect of Marlboro's Permanent Pricing Shift," Tao Chen, Baohong Sun, and Vishal Singh, 2009, Marketing Science, 28(4), 740-758.
  • "Internet Auction Features as Quality Signals," Shibo Li, Kannan Srinivasan and Baohong Sun, 2009, Journal of Marketing, 73(1), 75-92.
  • "A Dynamic Model of Brand Choice When Price and Advertising Signal Product Quality." Erdem, Tulin, Michael Keane and Baohong Sun, 2008, Marketing Science, 27(6), 1111-1129. (Finalist, John D.C. Little Best Paper Award, INFORMS)
  • "The impact of advertising on consumer price sensitivity in experience goods markets," Erdem, Tulin, Michael Keane and Baohong Sun, 2008, Quantitative Marketing and Economics, 6 (2), p139-176.
  • "Promotion Effect on Endogenous Consumption," Baohong Sun, 2005, Marketing Science, 24(3), 430-443.
  • "Cross-selling Sequentially Ordered Products: An Application to Consumer Banking Services," Shibo Li, Baohong Sun and Ronald Wilcox, 2004, Journal of Marketing Research, 42 (2), 233-240.(2005-2007 Journal of Marketing Research Most-Cited Articles)
  • "Product Strategy for Innovators in Markets with Network Effects," Baohong Sun, Jinhong Xie and H. Henry Cao, 2004, Marketing Science, 23 (2), 243-254.
  • "Measuring The Impact of Promotions on Brand Switching Under Rational Consumer Behavior," Baohong Sun, Scott Neslin, Kannan Srinivasan, 2003, Journal of Marketing Research, 40, 4, 389-405.
  • "An Empirical Investigation of Spillover Effects of Marketing Mix Strategy in Umbrella Branding," Tulin Erdem and Baohong Sun, 2002, Journal of Marketing Research, 39, 4, 408-420.
  • "Understanding the Reference Price Shopper: A Within and Cross-Category Analysis," Tulin Erdem, Glenn Mayhew and Baohong Sun, 2001, Journal of Marketing Research, 38, 4, 445-457.
  • "Missing Price and Coupon Availability Data in Scanner Panels: Correcting for the Self-Selection Bias in the Choice Model Parameters," Tulin Erdem, Michael Keane and Baohong Sun, 1999, Journal of Econometrics, 89, 1-2, 177-196.
  • "Modeling Survey Response Bias - with An Application to the Demand for An Advanced Electronic Device Service," Cheng Hsiao and Baohong Sun, Journal of Econometrics, 1999, 89, 1-2, 15-39, (lead article).




欧阳辉
美国加州大学伯克利分校博士 长江商学院金融学教授、杰出院长讲席教授

欧阳辉博士分别毕业于美国加州大学伯克利分校和杜兰大学(Tulane University),并分获金融学、化学物理学博士学位。随后,他曾在加州理工学院从事了化学物理相关的博士后研究。欧阳辉教授此前担任过瑞士银行 (UBS),雷曼兄弟公司和野村证券董事总经理。欧阳辉博士也曾担任杜克大学商学院副教授和北卡大学商学院(UNC-Chapel Hill) 助理教授。欧阳辉博士曾被杜克大学全球高层管理EMBA课程评选为“2004年度最佳教师”。                                
主要研究领域
                                    资产定价
公司理财
资产定价与道德风险的混合模型                                


学术成就


  • Barclays Global Investors/ Michael Brennan Runner-Up (Second Place) Award for the best paper published in Volume 16 of the Review of Financial Studies for "Optimal Contracts in a Continuous-Time Delegated Portfolio Management Problem"
  • Outstanding Professor Award (Professor of the Year), Global Executive MBA, Fuqua Business School, Duke University, 2004
  • The Society of Quantitative Analysts Award, 2005 Western Finance Association Meetings for "Differences of Opinion of Public Information and Speculative Trading in Stocks and Options" (with H. Cao)
  • The third place award for the best paper presented at the 2004 China International Finance Assiciation Meeting for "Differences of Opinion of Public Information and Speculative Trading in Stocks and Opinions" (with H. Cao)



主要学术成果
  • "A Model of Portfolio Delegation and Strategic Trading", with A. S. Kyle and B. Wei, Review of Financial Studies, 24, 3778-3812, 2011.
  • "A Continuous-Time Model of Risk-averse Strategic Trading with Dynamic Information," with M. Guo, Review of Economic Studies, revise and resubmit.
  • "Beauty Contests, Risk Shifting, and Bubbles" with H. Cao, Econometrica, revise and resubmit.
  • "Differences of Opinion of Public Information and Speculative Trading in Stocks and Options", with H. Cao, Review of Financial Studies, 22, 299-335, 2009. (Placed third in the best paper award at CIFC in 2004 and judged best paper in the "most relevant to practitioners" category at WFA in 2005.)
  • "Capital Structure, Debt Maturity, and Stochastic Interest Rates", with N. Ju, Journal of Business, 79, 2469-2502, 2006.
  • "Estimation of Continuous-Time Models with an Application to Equity Volatility", with G. Bakshi and N. Ju, Journal of Financial Economics, 82, 227-249, 2006.
  • "Prospect Theory and Liquidation Decisions", with A. S. Kyle and W. Xiong, Journal of Economic Theory, 129, 273-288, 2006.
  • "Incentives and Performance in the Presence of Wealth Effects and Endogenous Risk", with M. Guo, Journal of Economic Theory, 129, 150-191, 2006.
  • "An Equilibrium Model of Asset Pricing and Moral Hazard", Review of Financial Studies, 18, 1219-1251, 2005.
  • "Optimal Contracts in a Continuous-Time Delegated Portfolio Management Problem", Review of Financial Studies, 16, 173-208, 2003. (Awarded the Barclays Global Investors/ Michael Brennan Runner-Up Award for the best paper published in Volume 16)


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62#
发表于 2013-12-14 15:41:46 | 只看该作者
michael1999 发表于 2013-5-17 12:42
MBA应当增加到两年制。

為何認為應該增加到兩年制?
一年深度不夠,走馬看花嗎?
61#
发表于 2013-5-22 12:34:04 | 只看该作者
现在还愿意回CD说几句的同学,都是有相当的情怀啊!
60#
 楼主| 发表于 2013-5-19 23:28:26 | 只看该作者
忘了提杨瑞辉,Leslie young,来长江前做过UT Austin,和港中文讲席教授

Journal Articles
  • "Alternative Tax Systems to Correct for Externalities and the Technical Options of Firms," Economica, 1977.
  • "Price, Inventory and the Structure of Uncertain Demand,"New Zealand Operations Research, 1978.
  • "Uncertainty, Market Structure and Resource Allocation,"Oxford Economic Papers, 1979.
  • "Ranking Optimal Tariffs and Quotas for a Large Country Under Uncertainty," Journal of International Economics, 1979.
  • "Tariffs vs Quotas Under Uncertainty: An Extension,"American Economic Review, 1980.
  • "Distributional Neutrality and Optimal Commodity Taxation," American Economic Review, 1980.
  • "An Extension of the Composite Commodity Theorem," (with J. Fountain) Quarterly Journal of Economics, 1980.
  • "The Optimal Policies for Restricting Trade Under Uncertainty," (with J.E. Anderson) Review of Economic Studies, 1980.
  • "Optimal Revenue-Raising Trade Restrictions Under Uncertainty," Journal of International Economics, 1981.
  • "On the Optimal Stabilisation of Internal Producers' Prices in International Trade," (with M. C. Kemp), International Economic Review, 1982.
  • "Quantity Controls vs Expenditure Controls in International Trade Under Uncertainty,"Journal of International Economics, 1982.
  • "Risk Aversion and Optimal Trade Restrictions," (with J. E. Anderson) Review of Economic Studies, 1982.
  • "The Optimality of Tariff Quotas Under Uncertainty," (with J.E. Anderson) Journal of International Economics, 1983.
  • "Uncertainty and the Theory of International Trade in Long Run Equilibrium," Journal of Economic Theory, 1984.
  • "International Investment and Immiserizing Growth" (with K. Miyagiwa) Journal of International Economics, 1986.
  • "International Capital Mobility and Commercial Policy in an Economic Region" (with K. Miyagiwa) Journal of International Economics, 1986.
  • "Factor Returns and Resource Allocation in the Political Economy of Trade Restrictions" (with S. P. Magee) Review of Economic Studies, 1986, reprinted in The International Political Economy of Trade, D. A. Lake, ed., Edward Elgar Publishing Ltd., 1992.
  • "A Note on Sector-Specific Capital, Interconnectedness in Production and Welfare" Canadian Journal of Economics, 1986.
  • "Intermediate Goods and the Formation of Duty Free Zones" Journal of Development Economics, 1987.
  • "Unemployment and the Formation of Duty-Free Zones" (with K. Miyagiwa) Journal of Development Economics, 1987.
  • "Asset Prices, Commodity Prices and Money: a General Equilibrium, Rational Expectations Model" (with G.W.Boyle), American Economic Review, 1988.
  • "Forward and Futures Markets in a General Equilibrium Monetary Model" (with G.W.Boyle) Journal of Financial Economics, 1989.
  • "International Investment and the Positive Theory of International Trade" (with J. Romero) Journal of International Economics, 1990.
  • "Optimal Tariffs: A Generalisation," International Economic Review, 1991.
  • "Heckscher-Ohlin Trade Theory with Variable Returns to Scale," Journal of International Economics, 1991.
  • "Stock Returns, Inflation and Interest Rates: Ex Ante and Ex Post Relationships," (with G.W. Boyle) International Review of Financial Analysis, 1991.
  • "Output Fluctuations as Entry Deterrence: A Model of Predatory Pricing" (with A. Bolbol), Canadian Journal of Economics, 1992.
  • "Optimal Taxation and Debt in an Open Economy,"(with J.E. Anderson), Journal of Public Economics, 1992.
  • "Risk Aversion and Stock Market Volatility"(with G.W. Boyle), Journal of Macroeconomics, 1992.
  • "Unemployment and the Optimal Export-Processing Zone,"Journal of Development Economics, 1993.
  • "Economic Development with Limited and Unlimited Supplies of Capital," (with A. Bolbol) Manchester School of Economic and Social Studies, 1993.
  • "The Design of Executive Stock Options," (with Socorro Quintero), Managerial and Decision Economics, 1995.
  • "The Black Hole of Graft: The Predatory State and the Informal Economy," (with D. Marcouiller), American Economic Review, 1995.
  • "Education, Trade and Development," Journal of International Trade and Economic Development, 1995.
  • "The Tao of Price: Sima Qian's Discovery of the Price Mechanism" Pacific Economic Review, 1996.
  • "Executive Stock Options, Risk and Incentives" (with Socorro Quintero and Michael Baur) Journal of Financial and Decision Sciences, 1997 V. 10 #2, Summer 1997.
  • "Licensing of New Technology vs. Direct Foreign Investment: A General Equilibrium Analysis,"(with Kaz Miyagiwa) Pacific Economic Review, 1997.
  • "International Stock Market Equilibium with Heterogeneous Tastes,"(with James Bennett) American Economic Review, 1999.
  • "Monetary Rules and Stock Market Value: (with Glenn Boyle) Journal of Economics and Business, 1999.
  • "Dividends and Expropriation", (with Mara Faccio and Larry Lang) American Economic Review, 2001.
  • "Non-Discriminating Foreclosure and Unavoidable Liquidating Costs: The Case of Mortgage Defaults" (with Ko Wang and Zhou Yuqing) Review of Financial Studies, 2002.
  • "Who Controls US", European Financial Management, (with Yoser Gadhoum and Larry Lang) 2005.
  • "Cognitive and Linguistic Foundations of Chinese History", forthcoming, Pacific Economic Review.

59#
发表于 2013-5-19 14:41:29 | 只看该作者
nunogomesrr 发表于 2013-5-17 12:00
树大有枯枝,族大有乞丐。长江学生的质量总体还是可以的。不过难免树大有枯枝,族大有乞丐。此人不大可能 ...

不是校友,就是招生团队的人。不然对学校的情况不会那么清楚。

58#
发表于 2013-5-19 14:40:27 | 只看该作者
Chasedream1983 发表于 2013-5-17 14:04
It is what it is.
但希望大家记住,这是一个平等讨论的平台,请放弃攻击性的词汇!
如果你要闹,要折腾 ...

攻击型词汇?这里白纸黑字,你看仔细了。长江的学生和招生团队,就是这素质。
57#
发表于 2013-5-19 14:39:12 | 只看该作者
grossman 发表于 2013-5-17 12:05
对长江给一些建设性的批评,当然欢迎。但罔顾事实,以讹传讹,就会遭到迎头痛击。来而不往,非礼也! ...

罔顾事实,以讹传讹。说你自己吧?

我就是等你回答这些问题,网友自然会有结论的。

迎头痛击,来而不往?呵呵,打你自己一嘴巴。
56#
发表于 2013-5-18 09:56:14 | 只看该作者
长江现在用英文教学的MBA才一年50个名额?
55#
发表于 2013-5-17 14:04:50 | 只看该作者
nunogomesrr 发表于 2013-5-17 13:38
唉。我只能说,学校的形象需要每个人通过合适的言行来维护。

It is what it is.
但希望大家记住,这是一个平等讨论的平台,请放弃攻击性的词汇!
如果你要闹,要折腾,要不正常,那就来而不往非礼也!
54#
发表于 2013-5-17 13:38:12 | 只看该作者
Chasedream1983 发表于 2013-5-17 12:46
我同意!
建设的批评有利于大家的进步。但心存芥蒂无休止的诘问,让人看后着实讨厌。你们能放弃有攻击性 ...

唉。我只能说,学校的形象需要每个人通过合适的言行来维护。
53#
发表于 2013-5-17 12:46:12 | 只看该作者
nunogomesrr 发表于 2013-5-17 12:00
树大有枯枝,族大有乞丐。长江学生的质量总体还是可以的。不过难免树大有枯枝,族大有乞丐。此人不大可能 ...

我同意!
建设的批评有利于大家的进步。但心存芥蒂无休止的诘问,让人看后着实讨厌。你们能放弃有攻击性的字眼吗?比如“河流商学院”?
如果你连这点都做不到,哥们我就只能逗你们玩了。因为你们的发言无非就是想博取眼球,发泄私愤!
我的风格很清楚,看你cute就逗逗你,如是而已!
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