张丽宏 - 清华大学 - 经济管理学院

个人简介

教育经历中国科学院应用数学所，概率论与数理统计，博士南开大学，概率论与数理统计，硕士南开大学，概率论与数理统计，学士工作经历 2013年12月---今，清华大学经管学院教授 2003年12月--2013年11月，清华大学经管学院副教授 2001年11月--2003年11月，清华大学经管学院助理教授 2000年1月--2001年11月，北京大学数学学院博士后

研究领域

资产定价，风险理论与风险管理，投资组合管理

近期论文

查看导师最新文章（温馨提示：请注意重名现象，建议点开原文通过作者单位确认）

Zhang, X. and Zhang, L. ,“HOW DOES THE INTERNET AFFECT THE FINANCIAL MARKET? AN EQUILIBRIUM MODEL OF INTERNET-FACILITATED FEEDBACK TRADING”, March 2015 MIS Quarterly 39(1):17-37 Zhang, L. and Zhao, L. (2013) “Quantifying the Impact of Partial Information on Sharpe Ratio Optimization” Probability in Engineering and Informational Sciences, Volume 27 / Issue 03 / July 2013, pp 375-402 Wang, Y., Zhang, L. and Yin, K., (2012) “Behavioral patterns of Chinese stock funds: Evidence from closed growth stock funds”, Tsinghua Science and Technology Vol. 52, 260-264 (in Chinese) Sun, L., Zhang, L. (2011) “Optimal Consumption and Investment under Irrational Beliefs”, Journal of Industrial and Management Optimization, Vol 7,139-156. Gao, J., Song, F. and Zhang, L. (2011), “Who wants to be informed---More risk aversion or less risk aversion”, Tsinghua Science and Technology Vol. 16, 69-73 Chen, B., Zhang, L. and Zhao, L (2010), “On the Robustness of Longevity Risk Pricing”, Insurance: Mathematics and Economics 47, 358-373 Wang, Z., Xia, J. and Zhang, L.H., (2007) “Optimal Investment for An Insurer: the Martingale Approach”, Insurance: Mathematics and Economics 40(2) ，322-334 Gao, F., Song, F. and Zhang, L.H., (2007) “Coherent Risk Measure, Equilibrium and Equilibrium pricing”, Insurance: Mathematics and Economics 40, 85-94. Ng, KW, Yang, H. and Zhang, L.H., (2006) “Upper Bounds for Ruin Probability under Compound Filtered Poisson Models”, International Journal of Statistics and System Vol.1 No. 2, 191-201. Yang, J., Cheng, S. and Zhang, L.H., (2006) “Bivariate Copula Decomposition in Terms of Comontonicity, Countermonotocity and Independence”. Insurance: Mathematics and Economics 39, 267-284. Yang Hailiang. & Zhang L.H. (2006) “Ruin Problems for a Discrete Time Risk Model with Random Interest Rate”, Mathematical Methods of Operations Research Vol 63, No. 2, 287-299. Zhang L.H., (2005) “Upper Bounds for Ruin Probability with Stochastic Investment Return”, Tsinghua Science and Technology, Vol. 10, No. 2, 254-258 Zhang L.H., (2005) “Ruin Probability in Linear Time Series Model”, Tsinghua Science and Technology, Vol. 10, No. 2, 259-264. Yang H. & Zhang, L.H., (2005) “Optimal Investment for Insurer with Jump-Diffusion Risk Process”, Insurance: Mathematics and Economics 37(3), 615-634 Ng KW, Yang H. & Zhang L.H., (2004) “Ruin Probability under Compound Poisson Models with Random Discount Factor”, Probability in Engineering and Informational Sciences, 18, 2004, 55-70 Yang H. & Zhang L.H., (2003)“Martingale Method for Ruin Probability in an Autoregressive Model with Constant Interest Rate”, Probability in Engineering and Informational Sciences, 17, 2003, 183-198 Yang H. & Zhang L.H., (2001) “The Joint Distribution of Surplus Immediately before Ruin and the Deficit at Ruin under Interest Force”, North American Actuarial Journal 5(3): 92-103. Yang H. & Zhang L.H, (2001) “On the Distribution of Surplus Immediately after Ruin under Interest Force”, Insurance: Mathematics & Economics, Vol. 29, Issue 2, 247-255. Yang H. & Zhang L.H., (2001) “On the Distribution of Surplus Immediately before Ruin under Interest Force”, Statistics & Probability Letters, Vol.55, Issue 3, 329-338. ang, H. and Zhang, L. (2000) Ruin Theory with Interest Income, Statistics and Finance: An Interface, p355-369, Edited by Chan, Li and Tong, Imperial College Press, London.