Erik Benrud - 北京大学深圳研究生院

个人简介

Erik Benrud (白恩睿) 博士职位：访问教授最高学历：弗吉尼亚大学金融学博士教育背景：金融学博士，弗吉尼亚大学所获认证： CFA: CFA协会。 CFP：CFP协会。 FRM: 全球风险管理协会。 CAIA: CAIA 协会。学术工作经验：(从获PhD起): 1/13 - 北京大学汇丰商学院，中国。 9/09 金融实践教授，CFA复审员及顾问，德雷塞尔大学， PA 19104。 9/08 – 9/09金融实践助教授, 德雷塞尔大学, PA 19104。 8/06 – 5/08金融学副教授, 林奇堡学院, 林奇堡, VA 24501。 8/03 – 5/06金融学助教授, 美利坚大学，华盛顿, DC 20016。 8/97 – 5/03金融学助教授, 巴尔的摩大学, 巴尔的摩， MD 21210。其他工作经验： 2015 NYSSA其他投资指导 2010 Uppermark高级顾问: 编写和编辑教授CAIA考试资料，及教授CAIA课程。 2008 – 2009 IIExamPrep课程主任：对象-金融机构投资者。 2001 – 2008 Schweser/Kaplan CFA 复习导师: 在周末教CFA所有level课程, 编写资料，播放录像；同时参与FRM和CAIA的资料编写工作。 200巴尔的摩大学CFP复习课程。 2001 全球风险管理协会: 编写FRM考试试题。 1995 – 1999 CFA及AIMR协会顾问：监督升级考试及编写考试试题。所获奖励： • 最佳论文，2015年第9届亚太商业研究会议，由全球经济与金融杂志选定。 • 年度杰出本科课程教授: 2005-2006 (Kogod 学院/美利坚大学)。 • The Black and Decker 科研奖： 2003 (巴尔的摩大学商科最高学术奖)。 • The Chase Bank of Maryland 金融科研奖：2002 (巴尔的摩大学)。 • 国际CFA成就证书及AIMR成就证书：1995-1999。教学投资（U, G），财政情况分析（G），中级公司金融（U, G, E），另类投资（U），金融案例分析（U, G），衍生产品（G），运营研究（G），资本市场（U, G），计量经济学（U, G），金融机构（U, G），货币与银行业（U, G），国际经济学（U），宏观/微观经济学（U, E），统计学（U, G） “G”, “U”和“E”分别表示本科生、硕士生及高级管理培训课程。

研究领域

衍生产品, 另类投资, 金融服务业竞争

近期论文

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“The Power of Gold: An Initial Look at Trading Strategies Using ETFs and ETNs 2009-2014” with Elena Smirnova, Global Economy and Finance Journal (Mar 2016). “Assessing the Efficiency of the Indonesian Stock Market,” with Ragnar Benediktsson, International Review of Business Research Papers (September 2015) Benrud, Erik, Managing Business Environments in Tier 1 and Tier 2 Cities in China: Implications for Tax Revenue and Total Investment. US-China Law Review 12.3 (March 2015) 276-294 Benrud, Erik, Was There an Option-listing Effect for the IRX Options?. Applied Economics Letters 20 (Aug 2012): 485-488. Benrud, Erik, and Chang, Beryl, A New Decision for Hedge Fund Managers: Longer Lockups for Lower Fees. Financial Decisions (Winter 2011). “A Model of Interest-Rate and Loan Covenant Competition” Journal of Modern Accounting and Auditing (February 2011). “The Option-Listing Effect and Depositary Receipts: Is it Different from that of Domestic Stocks?”with E. Smirnova, Banking and Finance Review (December 2010). “Trends in Preferences in the Market for Alternative Investments” American Journal of Economics and Business Administration (Fall 2010). “An Early Look at the Deutsche Bank Alternative Investment Survey, 2002–2009” Journal of Alternative Investments (Summer 2010). “Competition Between High and Low Accuracy Trading Platforms,” Journal of Trading (Summer 2009). “Predicting Volatility Using Forecast Dispersion: a Model and a Comparison to Option-Implied Volatility,” International Economics and Finance Journal (January-June 2008). “A Market Model of Analysts’ Opinions to Explain Changes in the Dispersion of Opinions,” Journal of Economics and Finance (Summer 2007). “’Is Fed Policy Still Relevant for Investors?’: a Comment,” Financial Analysts Journal (May/June 2005). “Competition Between Low and High Quality Products in the Financial Services Market,” Journal of Financial Services Research (April 2003). “Challenges of Existing in a Market as a Small, Low-quality Producer,” Small Business Economics Journal (June 2002). “The Relationship between the Level and Dispersion of Stock Analysts’ Opinions,” Applied Economic Letters (August 2001). “Useful Properties of Exchange Rate Forecasts for Risk Management and Derivative Pricing,” Thunderbird International Business Review (May-June 2001). 出版书籍: Valuation Workbook: Step-by-Step Exercises and Tests to Help You Master Valuation 5th Edition, with T.Koller, M.Goedhart, D.Wessels, and J.Lessard; published by John Wiley & Sons, Hoboken, NJ (2011) “Historical Evolution of Dividends,” a chapter in The Blackwell Companion to Dividends and Dividend Policy, Wiley-Blackwell, Malden, MA (2009). Derivatives and Risk Management, (lead coauthor) Schweser Institute (2004): a 1000+ page text covering major categories of derivatives and methods for managing risk. “The Online Discussion and Student Success in Web-based Education“ in Encyclopedia of Multimedia Technology and Networking, I-LAB Centre for Research on the Digital Economy – Idea Group Inc., Hershey, PA (2004). “Forum Performance in Web-Based Education: Causes and Effects,” a chapter in Web-Based Education: Learning From Experience, Information Science Publishing, Hershey, PA (2003).