长江新进三名院长讲席教授

grossman

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

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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)
  

尽职调查

请长江的托把软文撤下！！

dummies

撤下!小心CB二神尽职调查你们！

grossman

尽职调查 发表于 2013-5-13 13:13
请长江的托把软文撤下！！

What's wrong of introducing new faculty members to candidates? This is a platform to share information.

What's wrong with you? Have you no sense of decency?

grossman

Full disclosure of information is always welcome.

An indisputable fact is that ckgsb has grown from 7 faculty members in 2002 to 40+ faculty members in 2012 with better quality. Many of the new faculty members held chair positions in top business schools before they joined CKGSB.

Don't be afraid of TRUTH!

grossman

尽职调查 发表于 2013-5-13 13:13
请长江的托把软文撤下！！

If 尽职调查 is from CEIBS, there is no need to censor. Let people share their information and provide analysis from different perspectives.

CEIBS is a good school. However, there are also areas where CKGSB is stronger. For example, the research quality/quantity and visibility of faculty members, the influence of alumni, and the global reach of CKGSB is unrivaled.

Dont be scared of competition. China is big enough for both CKGSB and CEIBS to survive in the long run. Competition will only give more choices to candidates, force schools to work harder to provide a better education to MBA students, and find better jobs for graduating students.

尽职调查

What is your purpose to disclose the so-called "truth"?
Do other top business schools do the same here?  Why they do not and you do?
Do you think you are doing the right thing here?

尽职调查

grossman 发表于 2013-5-13 22:15
What's wrong of introducing new faculty members to candidates? This is a platform to share informat ...

你有Decency吗？把销售的做法带到教育界？你的世界里，Decency是如何定义的？

尽职调查

grossman 发表于 2013-5-13 22:21
Full disclosure of information is always welcome.

An indisputable fact is that ckgsb has grown from ...

真会给自己脸上贴金！

这所谓的四十个教授中，有多少是全职的？有多少是访问的？兼职的？双聘的？走穴的？扒分的？请你列一张细表告诉所有申请者？

我们等着！！！

尽职调查

grossman 发表于 2013-5-14 00:37
If 尽职调查 is from CEIBS, there is no need to censor. Let people share their information and prov ...

我都替你脸红，敢下这些结论。