PDF《清华大学五道口金融学院》

陈卓清华大学五道口金融学院 办公室:一号楼

507 室

电话:8610-62781370 chenzh@pbcsf.

tsinghua.edu.cn 教育背景 2014.6 西北大学,凯洛格管理学院,金融学,博士学位 2009.5 杜克大学,经济学,硕士学位 2007.7 北京大学,工程学和经济学,双学士学位 工作和实习经历

2014 至今 清华大学五道口金融学院,助理教授

2012 夏 中信证券,产品策略部,实习

2010 夏 花旗集团,投资银行部,实习 研究领域 实证资产定价 金融市场摩擦 金融计量 量化投资策略与组合管理 工作论文 [1] "A Market-Based Funding Liquidity Measure," with Andrea Lu [2] "Slow Diffusion of Information and Price Momentum in Stocks: Evidence from Options Markets," with Andrea Lu [3] "Seeing the Unobservable from the Invisible: The Role of CO2 in Measuring Consumption Risk," with Andrea Lu [4] "International Instability and Asset Pricing," with Andrea Lu and Zhuqing Yang [5] "Small-sample Properties of Factor Mimicking Portfolio Estimates," with Gregory Connor and Robert Korajczyk [6] "Carbon Dioxide Emissions and Asset Pricing," with Andrea Lu 专业活动 学术讲座 Arizona State University

2014 Purdue University

2014 Georgetown University

2014 City University of Hong Kong

2014 Shanghai Advanced Institute of Finance

2014 Tsinghua PBC

2014 Northwestern University

2013 Citadel LLC

2014 PanAgora Asset Management

2014 Moody's Analytics

2014 学术会议 (*表示合作者所做报告) Northern Finance Association Conference (two papers)

2014 ESMT Asset Management Conference

2014 China International Conference in Finance

2014 (three papers) Multinational Finance Society Conference*

2014 Financial Intermediation Research Society Annual Meeting*

2014 The Fifth Risk Management Conference in Mont Tremblant

2014 The 26th Australasian Finance and Banking Conference (AFBC) (two papers)

2013 The 26th Australasian Finance and Banking Conference (AFBC) PhD Forum (two papers)

2013 The 24th Annual Conference on Financial Economics and Accounting (UNC-Chapel Hill)*

2013 FDIC/JFSR 13th Bank Research Conference

2013 Financial Management Association (FMA) Annual Conference (two papers)

2013 Financial Management Association (FMA) Doctoral Student Consortium (two papers)

2013 2013 SoFiE Large-Scale Factor Models in Finance Conference*

2013 Chicago Quantitative Alliance (CQA) Fall Conference*

2013 European Finance Association (EFA) Annual Meeting*

2013 PKU-Tsinghua-Stanford Conference in Quantitative Finance

2013 Midwest Finance Association (MFA) Annual Meeting (two papers)

2013 The 25th Australasian Finance and Banking Conference (AFBC)* (two papers)

2012 The 25th Australasian Finance and Banking Conference (AFBC) PhD Forum*

2012 学术讨论 "Measuring Liquidity Mismatch in the Banking Sector" by Jennie Bai, Arvind Krishnamurthy, and Charles-Hneri Weymuller,

2014 CICF "Systemic Risk and Market Liquidity" by Kebin Ma,

2014 CICF "Carry" by Ralph Koijen, Tobias Moskowitz, Lasse Pedersen, and Evert Vrugt,

2013 EFA "Deception and Managerial Structure: A Joint Study of Portfolio Pumping and Window Dressing Practices" by Saurin Petel and Sergei Sarkissian,

2013 EFA "Long/Short Equity Hedge Funds and Systematic Ambiguity" by Rajna Gibson and Nikolay Ryabkov,

2013 MFA 应邀出席 NBER Summer Institute

2013 Kellogg Finance Conference 2012,

2013 Chicago Booth Junior Finance Symposium

2012 荣誉与奖项 Kellogg School of Management Fellowship 2009-present PanAgora Crowell Memorial Prize Finalist