汤珂

汤珂的个人资料

汤珂详细资料(以下内容包含:汤珂演艺经历 主要作品 人物评价 歌曲列表 专辑唱片列表等信息)
汤珂生日:1900-01-01

教育背景

2000年7月毕业于清华大学,获得经济学和工程学士学位2002年7月毕业于清华大学,获得工程学硕士学位2004年4月毕业于美国加州大学伯克利分校,获得金融工程硕士学位2008年8月毕业于剑桥大学,获得金融学博士学位


工作经历

2008年9月至2009年9月中国人民大学汉青研究院讲师2009年9月至2013年9月中国人民大学汉青研究院副教授2013年10月至今 中国人民大学汉青研究院教授2014年11月至今 清华大学社科学院经济学研究所 教授


兼职

审稿Managing Editor, Quantitative FinanceJournal of FinanceManagement ScienceJournal of Banking and FinanceJournal of Applied EconometricsJournal of Empirical FinanceQuantitative FinanceEuropean Financial ManagementInternational Review of FinanceEnergy, International Review of Economics and Finance


讲授课程

互联网金融创新金融经济学中国金融市场


教学成果

国家杰出青年科学基金中组部青年拔尖人才支持计划教育部新世纪人才支持计划中国人民大学明德青年学者


荣誉

国家杰出青年科学基金中组部青年拔尖人才支持计划教育部新世纪人才支持计划北京市第11届哲学社会科学优秀成果奖二等奖加州大学伯克利分校金融工程硕士最佳论文David Pyle奖


科研方向

资产定价大宗商品市场中国证券市场


主要论文

1. Long Term Spread Option Valuation and Hedging with Michael Dempster (Cambridge University) and Elena Medova (Cambridge University), Journal of Banking and Finance, 2008, 32, 2530-2540.2. No-arbitrage Conditions for Storable Commodities and the Modelling of Futures Term Structures with Peng Liu (Cornell University), Journal of Banking and Finance, 2010, 34, 1675-1687.3. Estimating exponential affine models with correlated measurement errors: Applications to fixed income and commodities with Michael Dempster (Cambridge University), Journal of Banking and Finance, 2011, 35, 639-652.4. The Stochastic Behavior of Commodity Prices with Heteroskedasticity in the Convenience Yield with Peng Liu (Cornell University), Journal of Empirical Finance, 2011, 18, 211-224.5. Time-varying Long Run Mean of Commodity Prices and the Modelling of Futures Term Structure, Quantitative Finance, 2012, 12, 781-790.6. Determinants of Oil Futures Prices and Convenience Yields with Michael Dempster (Cambridge University) and Elena Medova (Cambridge University), Quantitative Finance, 2012,12,1795-1809.7. Commodity Investing with K. Geert Rouwenhorst (Yale University), Annual Review of Financial Economics, 2012, 4, 447–467.8. The Determinants of Homebuilder Stock Price Exposure to Lumber: Production Cost versus Housing Demandwith Peng Liu (Cornell University) and Xiaomeng Lu (Cornell University), Journal of Housing Economics, 2012, 21, 211-222.9. Index Investment and the Financialization of Commodities with Wei Xiong (Princeton University), Financial Analyst Journal, 2012, 68, 54-74.10. Economic Linkages, Relative Scarcity, and Commodity Futures Returns with Jaime Casassus (Pontificia Universidad Catolica de Chile) and Peng Liu (Cornell University) , Review of Financial Studies, 2013, 26, 1324-1362.11. Maximal Affine Models for Multiple Commodities: A Note with Jaime Casassus (Pontificia Universidad Catolica de Chile) and Peng Liu (Cornell University), Journal of Futures Markets, forthcoming.12. Corporate Governance and Firm Liquidity: Evidence from the Chinese Stock Market with Changyun Wang (Renmin University of China), Emerging Market Finance and Trade, 2011, 47, 47-60.13. Size and Performance of Chinese Mutual Funds: The Role of Economy of Scale and Liquidity with Wenjun Wang (Renmin University of China) and Rong Xu (Renmin University of China), Pacific-Basin Finance Journal, 2012, 20, 228-246.14. Are Chinese Warrants Derivatives? Evidence from Connections to their Underlying Stocks with Changyun Wang (Renmin University of China), Quantitative Finance, forthcoming15. China’s Imported Inflation and Global Commodity Priceswith Changyun Wang (Renmin University of China) and Shiyi Wang (Renmin University of China), Emerging Market Finance and Trade, forthcoming16. Cross-Market Soybean Futures Price Discovery: Does the Dalian Commodity Exchange Affect the Chicago Board of Trade? with Liyan Han (Beihang University) and Rong Liang (Renmin University of China) Quantitative Finance, 2013,13,613-626.17. Institutional Asset Pricing with Heterogeneous Beliefs with Zhigang Qiu (Renmin University of China), Shiyang Huang (London School of Economics) and Qi Shang (Renmin University of China), Journal of Banking and Finance, forthcoming.18. 商业银行竞争、效率及其关系研究--以韩国、中国台湾和中国大陆为例(与黄隽合作) ,《中国社会科学》并被《新华文摘》转载, 2008年。


会议入选文

European Financial Management Association Annual Meeting, Milan, Italy, 2009Austrian Banking and Finance Conference Annual Meeting, Sydney, Australia, 2009Financial Management Association Annual Meeting, Reno, USA, 2009European Financial Management Association, Asian symposium, Beijing, China, 2010Asian Finance Association Annual Meeting, Hong Kong, 2010Financial Management Association, Asian Symposium, Singapore, 2010NBER annual summer institute, Capital Markets and the Economy Workshop, Cambridge, MA, USA, 2010World Econometrics Congress, Shanghai, China, 2010Austrian Banking and Finance Conference Annual Meeting, Sydney, Australia, 2010NBER Asset Pricing Program Meeting, San Francisco, CA, USA, 2010Workshop on Food Security and Food Price Volatility, Paris, France, 2010American Finance Association, Denver, USA 2011OECD-FAO Technical Meeting on Commodity Futures, Paris, France, 2011Global Commodity Forum, United Nation Conference on Trade and Development (UNCTAD), Geneva, Switzerland, 2011European Financial Management Association, Asian symposium, Beijing, China, 2011中国金融年会, 成都,2009中国金融年会, 广州,2010


汤珂档案之演唱过的歌曲

  • 2016-12-21歌曲:光流

汤珂档案之所有专辑

  • 2017年推出专辑:《光》
  • 2016年推出专辑:《光流》
  • 2016年推出专辑:《镜子》

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