普林斯顿大学金融学博士、长江商学院教授 周春生

教授简介

现任长江商学院EMBA/Exec Ed学术主任，曾任北京大学光华管理学院院长助理、高层管理者培训与发展中心主任、金融教授、博士生导师、香港大学荣誉教授、香港城市大学客座教授。

主要研究领域

金融

学术成就

提出的信用风险分析模型，股票定价及公司分拆的实证研究，行为金融学理论引起国际学术界及金融行业的广泛关注。有关信用风险所作的开创性工作得到了巴塞尔委员会的高度重视，并被其录入了官方文件，对国际金融规范的制定产生了积极的影响，相关论著已被美国及欧洲多家咨询机构及投资银行列为风险管理培训的教材

主要学术成果

1994-1995，普林斯顿大学优秀博士生荣誉奖学金，Harold Dodds奖；

2002年第九届全球金融年会最佳论文奖。2003年获得国家杰出青年基金。

1. “The Illusionary Nature of Momentum ProFITs”

(with Lesmond and Schill)

Journal of Financial Economics, Volume: 71，Issue: 2 ，February, 2004.

2. “Credit Rating and Corporate Defaults”

Journal of Fixed Income, December 2001, pp 30-40.

3. “The Term Structure of Credit Spreads with Jump Risk”

Journal of Banking and Finance, Nov 2001.

4. “Credit Derivatives in Banking: Useful Tools for Managing Risk?” (with Gregory Duffee, University of California[综述 图片 论坛] at Berkeley)

Journal of Monetary Economics, August 2001.

5. “Pricing an Emerging Industry: Evidence from Internet Subsidiary Carveouts” (With Schill), Leading artiCL[综述 图片 论坛]e, Financial Management, 2001. (This article inspired a large number of researchers to do similar studies.)

6. “An Analysis of Default Correlation and Multiple Defaults”

Review of Financial Studies, May 2001.

7. “Time to Build and Investment”

Review of Economics and Statistics, 82 (2000), 273-282.

8. “A State-Space Model of Short and Long Horizon Stock Returns”

Journal of Financial Research, Winter 2000.

9. “Informational Asymmetry and Market Imperfections: Another Solution to the Equity Premium Puzzle”

Journal of Financial and Quantitative Analysis, 34 (1999), pp 445-464.

10. “Path-Dependent Option Valuation When the Underlying Path Is Discontinuous”

Journal of Financial Engineering, 8 (1999), pp 73-98

11. “Dynamic Portfolio Choice and Asset Pricing with Differential Information”

Journal of Economic Dynamics and Control, 22 (1998),pp 1027-1051

• Books and Book Chapters

12. Wealth Forever_The Analytics of Stock Markets, World Scientific Publishing Company, 2003 (with Sarkis J. Khoury, et al).

13. “Country Risk: Existing Models and New Horizons”

(with Sarkis J. Khoury), Victor Murinde & Andy Mullineux, editors,

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