个人简介
母从明,湖南大学金融与统计学院副教授、硕士生导师,上海财经大学金融学博士、经济学院博士后,美国北卡罗来纳大学夏洛特分校(UNCC)联合培养博士。在《Financial Management》、《Quantitative Finance》、《European Journal of Finance》以及《Economics Letters》等国际主流SSCI期刊以及《管理科学学报》、《中国管理科学》等国内核心期刊上发表(含录用)学术论文10余篇。
招生要求:
欢迎好学、上进、对研究具有兴趣的学生报考
科学研究:
(1)科研项目:
1.中国博士后科学基金会,特别资助,2019T120325,事件风险对私募基金投资策略的影响研究,2019-06至2020-07,主持(已结题)
2.中国博士后科学基金会,面上资助,2018M640370,非完全市场条件下中小企业的生存概率及应用研究,2018-11至2020-07,主持(已结题)
近期论文
查看导师新发文章
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主要论文: (*为通讯作者)
[1] Bo Liu, Lei Lu, Congming Mu*, Jinqiang Yang. Heterogeneous Preferences, Investment, and Asset Pricing. Financial Management 2021. Accepted. https://doi.org/10.1111/fima.12350
[2] Congming Mu,Jinzhou Yan*, Zhian Liang. Optimal risk taking under high-water mark contract with jump risk. Finance Research Letters 2021, 38: 101460.
[3] 彭涓, 母从明*, 朱小能, 杨金强. 基于过度外推的资产定价. 管理科学学报 2020, 23(8): 19-32.
[4] 母从明, 刘洋*, 周远祺, 杨金强, 股权收购(Buyouts)的债务估值和违约决策. 中国管理科学 2020, 28(2): 25-36.
[5] Congming Mu, Jinqiang Yang, and Yuhua Zhang*. Investment timing with information processing constraints. Finance Research Letters 2020, 32, 101089.
[6] Congming Mu,WeidongTian, JinqiangYang*. Portfolio choice with skewnes preference and wealth-dependent risk aversion. Quantitative Finance 2019, 19: 1905-1919.
[7] Jinglu Jiang, Congming Mu*, Juan Peng, Jinqiang Yang. Real options with maximizing survival probability under incomplete markets. Quantitative Finance 2019, 19: 1921-1931.
[8] Wenqiong Liu, Wenli Huang, Bo Liu*, Congming Mu. Optimal mortgage contract with time-inconsistent preferences. European Journal of Finance 2019, 25: 1834-1855.
[9] Yuanping Wang, Congming Mu*. Can ambiguity about rare disasters explain equity premium puzzle?. Economics Letters 2019, 183: 108555.
[10] Congming Mu, Anxing Wang, and Jinqiang Yang*. Optimal capital structure with moral hazard. International Review of Economics & Finance 2017, 48: 326-338.
[11] Bo Liu*, Congming Mu, Jinqiang Yang. Dynamic agency and investment theory with time-inconsistent preferences. Finance Research Letters 2017, 20: 88-95.
[12] Bo Liu, Lei lu*, Congming Mu, Jinqiang Yang. Time-inconsistent preferences, investment and asset pricing. Economics Letters 2016, 148: 48-52.
[13] Hong Li, Congming Mu*, and Jinqiang Yang. Optimal contract theory with time-inconsistent preferences. Economic Modelling 2016, 52: 519-530.
工作论文:
[1] Delong Li, Lei Lu, Congming Mu, Jinqiang Yang. Biased beliefs, costly external finance, and firm behavior.
[2] Congming Mu, Jinzhou Yan, Jinqiang Yang. Robust Risk Choice under High-Water Marks.