徐维东 - 浙江大学

个人简介

目前担任浙江大学互联网金融研究院（AIF）研究员、浙江大学互联网与创新金融研究中心（CIFI）执行主任。职业经历 2013年1月—现在副教授浙江大学管理学院会计与财务系 2011年2月—2012年12月讲师浙江大学管理学院会计与财务系 2009年8月—2010年8月University of British Columbia商学院金融系交流 2013年8月—2013年12月新加坡国立大学RMI访问教育背景 2010年上海交通大学管理学博士 2007年上海交通大学数学硕士 2004年宁夏大学数学学士教学与课程本科生，金融衍生工具、兼并收购与重组 MBA，兼并收购与公司重组 MPACC，兼并收购与资本运作 EDP,兼并收购与重组、资本运作工作研究项目研究课题风险积聚下的投资组合管理研究，国家自然科学基金跳风险下的资产定价和资产配置研究，国家自然科学基金奈特不确定下的资产定价研究，钱江人才计划金融科技企业、政府委托的各类横向项目实验室介绍浙江大学互联网金融研究院（www.aif.zju.edu.cn）浙江大学互联网与创新金融研究中心（www.cifi.zju.edu.cn）

研究领域

兼并收购与重组；金融创新；互联网金融与大数据

近期论文

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Zhou C.Y.,Wu C.F.,Xu W.D.,Incorporating Time-varying Jump Intensities in the Mean-variance Portfolio Decisions.Journal of Futures Markets,2019,forthcoming. Xu W.D.,Zuo Y.,Gao X.,Yao M.L.,The influencing factors of satisfaction and lending intention in online lending investiment:an empirical study based on the Chinese market.Accounting and Finance,2019,forthcoming. Zheng,K.,Li Y.Y.,Xu W.D.,Regime switching model estimation:spectral clustering hidden markov model.Annals of Operations Research,2019,forthcoming. Ma,Y.,Shan,S.P.,Xu,W.D.,Optimal investment and consumption in the market with jump risk and capital gains tax.Journal of Industrial and Management Optimization,2019,15(4):1937-1953. Ma,Y.,Keshab Shrestha,Xu W.D.Pricing vulnerable options with jump clustering.Journal of Futures Markets,2017,1155-1178. Yu J.F.,Xu W.D.An improved framework for asset pricing with heterogeneous beliefs and relative performance.Emerging Markets Finance and Trade,2017,1764-1778. Chen J.,Jiang F.W.,Li H.Y.,Xu W.D.Chinest stock market volatility and the role of U.S.economic variables.Pacific-Basin Finance Journal,2016,70-83. Wang X.X.,Wu C.F.,Xu W.D.When to buy or sell in supply chains with the presence of mergers.International Journal of Production Economics,2015,137-145. Wang X.X.,Wu C.F.,Xu W.D.Volatility forecasting:the role of lunch-break returns,overnight returns,trading volume and leverage effects.International Journal of Forecasting,2015,609-619. Xu W.D.,Wu C.F.,Xiao W.L.Ambiguity,asset prices,and excess volatility in a pure-exchange economy.Quantative Finance,2014,393-399. Xu W.D.,Xu W.J.,XiaoW.L.Pricing Black-Scholes Options with Correlated Credit Risk and Jump Risk.Applied Economics Letters,2014,83-97. Sun Q.,Dong Y.C.,Xu W.D.Effects of higher order moments on the newsvendor problem.International Journal of Production Economics,2013,167-177. Xu W.D.,Xu W.J.,Li,H.Y.,Xiao,W.L.A jump-diffusion approach to modeling vulnerable option pricing.Finance Research Letter,2012. Tong B.,Wu C.F.,Xu,W.D.Risk concentration of aggregate dependent risks:second-order properties.Insurance:Mathematics and Economics,2012,50,139-149. Xu W.D.,Li,H.Y.,Wu C.F.A robust general equilibrium stochastic volatility model with recursive preference investors.Annals of Economics and Finance,2011,12,217-231.. Xu W.D.,Wu C.F.,Li,H.Y.Foreign equity option pricing under stochastic volatility model with double jumps.Economic Modeling,2011,28(4):1857-1863. Xu W.D.,Wu C.F.,Li,H.Y.Robust general equilibrium under stochastic volatility model.Finance Research Letters,2010,224-23 W.D.Xu,C.F.Wu,W.J.Xu,H.Y.Li.Dynamic asset allocation with jump risk.Journal of Risk,2010,12(3):29-44. W.D.Xu,C.F.Wu,W.J.Xu,H.Y.Li.A jump-diffusion model for option pricing under uncertainty environments.Insurance:Mathematics and Economics,2009,44(3):337-344.

学术兼职

国际期刊 China Finance Review International 副主编