尹力博     

金融学教授 | 管理学博士 | 太阳集团tyc539    

通讯地址：北京市海淀区学院南路39号太阳集团tyc539（100081）  

北京市昌平区沙河高教园太阳集团tyc539（102206）  

Email: yinlibowsxbb@126.com | 0020130053@cufe.edu.cn.

Home page: https://ylbcufe.weebly.com/  

Google Scholar page: https://scholar.google.com/citations?user=is1Vk-kAAAAJ  

研究领域    

Ÿ   实证资产定价 | 金融市场 | 大宗商品 | 能源金融 | 金融工程  

工作经历    

Ÿ   2020年1月—至今             太阳集团tyc539 太阳集团tyc539 教授 

Ÿ   2015年11月—2019年12月      太阳集团tyc539 太阳集团tyc539 副教授  

Ÿ   2017年9月—2018年9月          纽约州立大学石溪分校 访问学者 

Ÿ   2013年7月—2015年10月 太阳集团tyc539 太阳集团tyc539 讲师  

学术兼职 

Ÿ   中国优选法统筹法与经济数学研究会量化金融与保险分会 副秘书长\理事 

主持课题 

[1] 国家自然科学基金面上项目：金融化背景下国际原油市场多维信息含量研究——基于涟漪扩散双重网络结构（71871234，2019年—2022年） 

[2] 国家自然科学基金面上项目：考虑行为因素的多元耦合商品资产定价模型研究（71671193，2017年—2020年） 

[3] 国家自然科学基金青年项目：大宗商品资产战略配置模型研究（71401193，2015年—2017年，已结题） 

[4] 中国人民银行横向课题：研究中国经济转型中通过金融渠道传导的溢出效应（2016年—2017年）

[5] 太阳集团tyc539“青年英才”培育支持计划：金融化背景下原油市场不确定信息含量研究（QYP1901，2019年—2021年） 

[6] 太阳集团tyc539青年科研创新团队计划：不确定冲击背景下大宗商品价格动态演化机理研究（2017年—2020年）  

[7] 太阳集团tyc539121人才工程青年博士发展基金：宏观经济不确定背景下国际大宗商品期货市场信息传递研究（QBJ1416，2014年—2016年） 

科研成果   

1.资产定价  

[1] Libo Yin*, Ya Wei. Aggregate profit instability and time variations in momentum returns: Evidence from China[J]. Pacific-Basin Finance Journal, 2020, 60, 101276. 

[2] Libo Yin*, Huiyi Liao. Firm's quality increases and the cross-section of stock returns: Evidence from China[J]. International Review of Economics and Finance, 2020, 66, 228-243.

[3] Libo Yin*, Ya Wei, Liyan Han. Firms' profit instability and the cross-section of stock returns: Evidence from China[J]. Research in International Business and Finance, 2020, 53, 101203. 

[4] Libo Yin*. Can the intermediary capital risk predict foreign exchange rates?[J]. Finance Research Letters, 2020, Forthcoming. 

[5] Xue Jiang, Liyan Han, Libo Yin*. Can skewness of the futures-spot basis predict currency[J]. Journal of Futures Markets, 2019, 39(11): 1435-1449. 

[6] Xue Jiang, Liyan Han, Libo Yin*. Currency strategies based on momentum, carry trade and skewness[J]. Physica A: Statistical Mechanics and its Applications, 2019, 517: 121-131. 

[7] Xue Jiang, Liyan Han, Libo Yin*. Can skewness predict currency excess returns?[J]. The North American Journal of Economics and Finance, 2019, 48: 628-641. 

[8] Libo Yin*, Tengjia Shu T, Zhi Su. Common idiosyncratic volatility and returns: From an investment horizon perspective[J]. International Journal of Finance & Economics, 2019, 24(1): 370-390. 

[9] Liyan Han, Xue Jiang, Libo Yin*. The predictive performance of the currency futures basis for spot returns[J]. Quantitative Finance, 2019, 19(3): 391-405.   

[10]  Zhi Su, Tengjia Shu, Libo Yin*. The pricing effect of the common pattern in firm-level idiosyncratic volatility: Evidence from A-Share stocks of China [J]. Physica A: Statistical Mechanics and its Applications, 2018, 497: 218-235. 

[11] 尹力博，廖辉毅．中国A股市场存在品质溢价吗？[J]．金融研究，2019, 10: 170-187． 

[12] 尹力博，韦亚，韩复龄．中国股市异象的时变特征及影响因素研究[J]．中国管理科学，2019, 27(8): 14-25． 

[13] 韩立岩，蔡立新，尹力博．中国证券市场的绿色激励：一个四因素模型[J]. 金融研究，2017, 1: 145-161． 

2. 金融市场   

[1] Feng He, Ziwei Wang, Libo Yin. Asymmetric volatility spillovers between international economic policy uncertainty and the US stock market[J]. The North American Journal of Economics and Finance, 2020, 51, 101084. 

[2] You Wu, Libo Yin*, Liyan Han. Our currency, your attention Contagion spillovers of investor attention on currency returns[J]. Economic Modelling, 2019, 80: 49-61. 

[3] Yang Liu, Liyan Han, Libo Yin*. News implied volatility and long-term foreign exchange market volatility[J]. International Review of Financial Analysis, 2019, 61:126-142. 

[4] Zhi Su, Man Lu, Libo Yin*. Chinese stock returns and the role of news-based uncertainty[J]. Emerging Markets Finance and Trade, 2019, 55: 2949-2969. 

[5] Liyan Han, Yang Liu, Libo Yin*. Uncertainty and currency performance: A quantile-on-quantile approach[J]. The North American Journal of Economics and Finance, 2019, 48: 702-729. 

[6] Zhi Su, Tong Fang, Libo Yin*. Understanding stock market volatility: What is the role of US uncertainty?[J].The North American Journal of Economics and Finance, 2019, 48: 582-590. 

[7] Qiuna Lv, Liyan Han, Yipeng Wan, Libo Yin*. Stock net entropy: Evidence from the Chinese growth enterprise market[J]. Entropy, 2018, 20: 805(1-22). 

[8] Liyan Han, Ziying Li, Libo Yin*. Investor attention and stock returns: International evidence [J]. Emerging Markets Finance and Trade, 2018, 51(14): 3168-3188. 

[9] Liyan Han, Yang Xu, Libo Yin*. Forecasting the CNY-CNH pricing differential: The role of investor attention[J]. Pacific-Basin Finance Journal, 2018, 49: 232-247. 

[10] Liyan Han, You Wu, Libo Yin*. Investor attention and currency performance: International evidence [J]. Applied Economics, 2018, 50(23): 2525-2551. 

[11] Yimin Zhou, Liyan Han, Libo Yin*. Is the relationship between gold and the U.S. dollar always negative? The role of macroeconomic uncertainty [J]. Applied Economics, 2018, 50(4):354-370. 

[12] Liyan Han, Yang Xu, Libo Yin*. Does investor attention matter? The attention-return relationships in FX markets [J]. Economic Modelling, 2018, 68: 644-660. 

[13] Zhi Su, Tong Fang, Libo Yin*. Does NVIX matter for market volatility? Evidence from Asia-Pacific markets [J]. Physica A: Statistical Mechanics and its Applications, 2018, 492: 506-516. 

[14] Ding Ding, Liyan Han, Libo Yin*. Structure of systemic risk and dynamics of contagion: A duplex inter-bank network [J]. Quantitative Finance, 2017, 17(9): 1435-1445. 

[15] Zhi Su, Tong Fang, Libo Yin*. The role of news-based implied volatility among US financial markets [J]. Economics Letters, 2017, 157: 24-27. 

[16] Libo Yin*, Liyan Han. Spillovers of macroeconomic uncertainty among major economics [J]. Applied Economics Letters, 2014, 21(13): 938-944. 

[17] Libo Yin*, Liyan Han. Macroeconomic uncertainty: Does it matter for commodity prices?  [J]. Applied Economics Letters, 2014, 21(10): 711-716. 

[18] 尹力博，吴优．离岸人民币区域影响力研究—基于信息溢出的视角[J]．金融研究，2017, 8: 1-14． 

[19] 尹力博，李勍．投资者关注对人民币汇率价差波动的影响研究——基于 GARCH-MIDAS模型[J]. 管理科学，2017, 30(5): 147-159． 

[20] 尹力博，吴优．不确定冲击与人民币汇率动态演化——基于投资者关注的视角[J]．金融经济学研究，2017, 32(2): 3-19． 

[21] 戴方贤，尹力博．股指期货交易提升了股票市场有效性吗？[J]．财贸经济，2017, 38(8): 36-51． 

[22] 戴方哲，尹力博．证券分析师“变脸”行为会增加股票特质波动率吗？[J]．管理评论，2017, 29(5): 14-22． 

[23] 戴方贤，尹力博．中国资本市场系统性风险——基于个股的风险联动[J]. 投资研究，2017, 36(4): 75-89． 

[24] 戴方贤，尹力博．分析师目标价预测是否引导了基金集中持股行为[J]．投资研究，2016, 11: 134-150． 

3. 大宗商品  

[1] Libo Yin*, Jing Nie, Liyan Han. Intermediary asset pricing in commodity futures returns[J]. Journal of Futures Markets, 2020, Forthcoming. 

[2] Yang Liu, Liyan Han, Libo Yin*. Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and non-energy sectors[J]. Journal of Futures Markets, 2018, 38: 1246-1261. 

[3] Liyan Han, Ziying Li, Libo Yin*. The effects of investor attention on commodity futures markets [J]. Journal of Futures Markets, 2017, 37(10): 1031-1049. 

[4] Libo Yin, Qingyuan Yang, Zhi Su*. Predictability of structural co-movement in commodity prices: the role of technical indicators [J]. Quantitative Finance, 2017, 17(5): 795-812. 

[5] Libo Yin*, Liyan Han. Macroeconomic impacts on commodity prices: China vs. the United States [J]. Quantitative Finance, 2016, 16(3): 489-500. 

[6] Libo Yin*, Liyan Han. Co-movements in commodity prices: Global, sectoral and commodity-specific factors[J].Economics Letters, 2015, 126: 96-100． 

[7] Liyan Han, Yimin Zhou, Libo Yin*. Exogenous impacts on the links between energy and agricultural commodity markets[J]. Energy Economics, 2015, 49: 350-358. 

[8] Libo Yin*, Liyan Han. Exogenous shocks and information transmission in global copper futures markets [J]. Journal of Futures Markets, 2013, 33(8): 724-751. 

[9] 大宗商品资产战略配置模型研究，独著，2017年6月，经济科学出版社，22万字． 

[10] 尹力博，杨清元，韩立岩．技术指标能够预测商品期货价格吗？来自中国的证据[J]．管理科学学报，2018, 21(6): 99-109． 

[11] 韩立岩, 郑擎擎, 尹力博．商品金融化背景下大宗商品指数收益机制转换[J]．管理科学学报，2017, 20(9): 61-69． 

[12] 尹力博，柳依依．中国商品期货金融化了吗？——来自国际股票市场的证据[J]．金融研究，2016, 3: 189-206． 

[13] 尹力博，柳依依．黄金是稳定的避险资产吗？——基于宏观经济不确定性的视角[J]．国际金融研究，2015, 7: 87-96． 

[14] 苏治，尹力博，付萱．公众预期与量化宽松政策的冲击效应：来自国际大宗商品的证据[J]．世界经济，2015, 10: 56-78． 

[15] 苏治，尹力博，方彤．量化宽松与国际大宗商品市场：溢出性、非对称性和长记忆性[J]．金融研究，2015, 3: 68-82． 

[16] 尹力博，韩立岩．大宗商品战略配置——基于国民效用与风险对冲的视角[J]．管理世界，2014, 7: 39-51． 

[17] 尹力博，韩立岩．国际大宗商品资产行业配置研究[J]．系统工程理论与实践，2014, 34 (3): 560-574． 

[18] 韩立岩，尹力博．投机行为还是实际需求?——国际大宗商品价格影响因素的广义视角分析[J]．经济研究，2012, 12: 83-96． 

4.能源金融  

[1] Libo Yin*, Xiyuan Ma. Oil shocks and stock volatility: new evidence via a Bayesian, graph-based VAR approach[J]. Applied Economics, 2020, 52(11): 1163-1180. 

[2] Yang Xu, Liyan Han, Li Wan, Libo Yin*. Dynamic link between oil prices and exchange rates: A non-linear approach[J]. Energy Economics, 2019, 84: 104488. 

[3] Libo Yin*, Yang Wang. Forecasting the oil prices: What is the role of skewness risk?[J]. Physica A: Statistical Mechanics and its Applications, 2019, 534: 120600. 

[4] Liyan Han, Qiuna Lv, Libo Yin*. The effect of oil returns on the stock markets network[J]. Physica A: Statistical Mechanics and its Applications, 2019, 533: 122044.

[5] Xuan Mo, Zhi Su, Libo Yin*. Can the skewness of oil returns affect stock returns? Evidence from China’s A-Share markets[J]. The North American Journal of Economics and Finance, 2019, 50: 101042.

[6] Libo Yin*, Jiabao Feng. Oil market uncertainty and international business cycle dynamics[J]. Energy Economics, 2019, 81: 728-740. 

[7] Libo Yin*, Jiabao Feng, Li Liu, Yudong Wang. It's not that important: The negligible effect of oil market uncertainty[J]. International Review of Economics and Finance, 2019, 60: 62-84. 

[8] Libo Yin*, Jiabao Feng. Can investors attention on oil markets predict stock returns?[J]. The North American Journal of Economics and Finance, 2019, 48: 786-800. 

[9] Yudong Wang, Yu Wei, Chongfeng Wu, Libo Yin. Oil and the short-term predictability of stock return volatility[J]. Journal of Empirical Finance, 2018, 47: 90-104. 

[10] Zhi Su, Man Lu, Libo Yin*. Oil prices and news-based uncertainty: Novel evidence[J]. Energy Economics, 2018, 72: 331-340. 

[11] Libo Yin*, Xiyuan Ma. Causality between oil shocks and exchange rate: A Bayesian, graph-based VAR approach[J]. Physica A: Statistical Mechanics and its Applications, 2018, 508: 434-453. 

[12] Zhiyuan Pan, Yudong Wang, Chongfeng Wu, Libo Yin. Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model [J]. Journal of Empirical Finance, 2017, 43: 130-142. 

[13] Jiabao Feng, Yudong Wang, Libo Yin*. Oil volatility risk and stock market volatility predictability: Evidence from G7 countries [J]. Energy Economics, 2017, 68: 240-254. 

[14] Liyan Han, Qiuna Lv, Libo Yin*. Can investor attention predict oil prices? [J]. Energy Economics, 2017, 66C: 547-558. 

[15] Libo Yin*. Does oil price respond to macroeconomic uncertainty? New evidence [J]. Empirical Economics, 2016, 51(3): 921-938. 

[16] Libo Yin*, Qingyuan Yang. Predicting the oil prices: Do technical indicators help? [J]. Energy Economics, 2016, 56: 338-350. 

[17] Lei, Li, Libo Yin*, Yimin Zhou. Exogenous shocks and the spillover effects between uncertainty and oil price [J]. Energy Economics, 2016, 54: 224-234. 

[18] Libo Yin*, Yimin Zhou. What drives long-term oil market volatility: Fundamentals versus speculation [J]? Economics: The Open-Access, Open-Assessment E-Journal, 2016, 10: 1-27. 

5.金融工程  

[1] Libo Yin*, Liyan Han. International assets allocation with risk management via multi-stage stochastic programming [J]. Computational Economics, 2020, 55: 383-405. 

[2] Libo Yin*, Liyan Han. Hedging international foreign exchange risks via option based portfolio insurance[J]. Computational Economics, 2015, 45: 151-181. 

[3] Libo Yin*, Liyan Han. Risk management for international portfolios with basket options: A multi-stage stochastic programming approach[J]. Journal of System Science and Complexity, 2015, 28(6): 1279-1306. 

[4] Libo Yin*, Liyan Han. Options strategies for international portfolios with overall risk management via multi-stage stochastic programming [J]. Annals of Operations Research, 2013, 206: 557-576. 

[5] Ping Li, Libo Yin. A Copula-based Regime-switching Model for Rainbow Option Pricing [A]. The 2012 International Conference on Business Intelligence and Financial Engineering [C], Lanzhou and Tunhuang, August 18-21, 2012. 

[6] Libo Yin*, Liyan Han. Forwards or Options? Currency Risk Hedging for International Portfolios via Stochastic Programming [J]. International Research Journal of Finance and Economics, 2011, 72(August), pp. 84-99. 

[7] Libo Yin*, Liyan Han. Optimize International Portfolio via Stochastic Programming [A]. The 2011 International Conference on Management and Service Science [C], Wuhan, August 12-14, 2011. 

[8] 基于随机规划模型的国际资产战略配置研究，独著，2017年3月，经济科学出版社，20万字． 

[9] 尹力博，韩立岩．基于长期投资视角的动态套期保值策略：以原油期货组合为例[J]. 系统工程学报，2017, 32(2): 218-232．   

[10] 尹力博，韩立岩．国际投资汇率风险的综合套保策略研究[J]．中国管理科学，2014, 22(2): 1-6． 

[11] 尹力博，韩立岩，崔旻抒．人民币指数期货定价研究[J]．管理评论，2013, 25(9): 51-61． 

[12] 韩立岩，王梅，尹力博．盯住通胀率的养老基金战略性资产配置研究[J]．中国软科学，2013, 9: 151-158． 

[13] 尹力博，韩立岩．人民币外汇期权套保策略：基于随机规划模型[J]．管理科学学报，2012, 15(11): 31-44． 

6.其他   

[1] Yanran Wu, Tingting Liu, Liyan Han, Libo Yin*. Optimistic bias of analysts' earnings forecasts: Does investor sentiment matter in China?[J]. Pacific-Basin Finance Journal, 2018, 49: 147-163. 

[2] Yimin Zhou, Liyan Han, Dan Wang, Libo Yin*. A moment-based criterion for determining the number of components in a normal mixture model [J]. Journal of Systems Engineering and Electronics, 2017, 28(4), 801-809. 

[3] Xu Wang, Liyan Han, Libo Yin*. Environmental efficiency and its determinants for manufacturing in China [J]. Sustainability, 2017, 9(1): 47.

[4] Liyan Han, Mengchao Qi, Libo Yin*. Macroeconomic policy uncertainty shocks on the Chinese economy: a GVAR analysis [J]. Applied Economics, 2016, 48(51): 4907-4921.

[5] Liyan Han, Qingqing Zheng, Lei Li, Libo Yin. Do foreign institutional investors stabilize the capital market?[J]. Economics Letters, 2015, 136: 73-75． 

[6] 人民币国际化：离岸市场及其影响，参编（第二署名），2019年4月，广东经济出版社，28万字． 

[7] 韩立岩，尹力博，郑承利，任若恩．发展与风险防范的平衡：地方债策略[J]．中国社会科学内部文稿，2019, 4: 58-87． 

[8] 孙永强，尹力博，杜勇宏．经济政策不确定性对经济波动的动态影响[J]．经济社会体制比较，2018, 6: 129-137．  

[9] 苏治，方彤，尹力博．中国虚拟经济与实体经济的关联性——基于规模和周期视角的实证研究[J]. 中国社会科学，2017, 8: 87-109． 

[10] 尹力博，韩立岩．对冲通胀风险的战略视角与微观选择[J]．管理科学学报，2015, 18(3): 64-77． 

[11] 尹力博，韩立岩．基于多阶段随机规划模型的国债动态积极投资策略[J]．中国管理科学，2015, 23(6): 9-16．  

[12] 尹力博，韩立岩．中国输入型通货膨胀特征研究：程度、来源及渠道[J]．数量经济技术经济研究，2014, 31(7): 52-67． 

[13]  尹力博，韩立岩．外部冲击对PPI指数的结构性传导——基于FAVAR模型的全视角分析[J]．数量经济技术经济研究，2012, 12: 66-81． 

学术交流  

Ÿ   December 13th-15th, 2019, INFINITI Conference on International Finance Asia-Pacific, Trinity College Dublin & Tianjin University & Tianjin University of Finance and Economics (Tianjin, China). “Oil market uncertainty and excess returns on currency carry trade” (with Xuan Mo, and Zhi Su); “Who dominate Chinese A-share market: institutions or households?” (with Huiyi Liao) 

Ÿ   2019年10月26-27日，第十六届中国金融学年会（中国，杭州）“股息率能预测股票收益率吗？——兼论半强制分红政策效果”（和 聂婧）  

Ÿ   August 23rd-25th, 2019, International Conference on Internet Finance 2019, School of Finance at Zhejiang University of Finance and Economics (Hangzhou, China). “Economic fundamentals or investor perceptions? The role of uncertainty in predicting the long-term cryptocurrencies” (with Tong Fang, Xuan Mo and Zhi Su);

Ÿ   2019年7月22日，《管理科学》杂志金融理论与金融市场专栏稿件研讨会（中国，哈尔滨）“基于BGVAR模型的离岸人民币信息溢出效应研究”（和 马惜缘）   

Ÿ   July 17th-20th, 2019, International Conference on Financial Development and Stability in Dynamic Global Economy 2019, School of Business at Ningbo University) & Research Academy of Belt & Road at Ningbo University (Ningbo, China). “Oil market uncertainty and volatility in Chinese stock markets” (with Xuan Mo and Zhi Su) 

Ÿ   June 25th-27th, 2019, The 2019 Cross Country Perspective in Finance Symposium, The Journal of International Financial Markets, Institutions and Money & University of Manitoba & Shandong University of Finance and Economics (Jinan, China). “Adjusted dividend-price ratio and stock return predictability: Evidence from China” (with Jing Nie) 

Ÿ   May 18th-19th, 2019, International Conference on Energy Finance 2019, China Energy Finance Network & Yunnan University of Finance and Economics (Kunming, China). “Downside Risk of Oil Market: Will It Impact Stock Returns in China?” (with Xuan Mo and Zhi Su) 

Ÿ   October 19th-20th, 2018, 7th International Conference on Futures and Other Derivatives, Fudan University (Shanghai, China). “Can Skewness of the Futures-Spot Basis Predict Currency Spot Returns?” (with Liyan Han and Xue Jiang) 

Ÿ   August 13rd-15th, 2018, 2nd Annual New Directions in Commodities Research International Conference, J.P. Morgan Center for Commodities & CU Denver Business School (Denver, the United States). (with Liyan Han and Yang Xu) 

Ÿ   November 3rd-4th, 2017, 6th International Conference on Futures and Other Derivatives, University of Nottingham Ningbo (Ningbo, China).

Ÿ   August 31st-September 2nd, 2017, IFABS Asia 2017 Ningbo China Conference (Financial Innovation, Stability and Sustainable Growth), University of Nottingham Ningbo China & New York University (NYU) Shanghai (Ningbo, China).

Ÿ   May 25th-27th, 2017, 2nd International Conference on Energy Finance, Zhejiang University (Hangzhou, China). 

Ÿ   April 7th-9th, 2017, European Financial Management Symposium 2017 (Finance and Real Economy), Xiamen University, China (Xiamen, China). 

Ÿ   2016年8月6-7日，第十四届金融系统工程与风险管理国际年会（FSERM'2016）（中国，哈尔滨）   

Ÿ   2016年10月22-23日，中国运筹学会金融工程与金融风险管理分会第六届学术年会（中国，大连）  

Ÿ   2016年10月29-30日，第十三届中国金融学年会（中国，大连）  

Ÿ   2016年12月5-6日，中国宏观经济分析与预测学术讨论会，中国金融学会 & 上海交通大学上海高级太阳集团tyc539（中国，北京）  

Ÿ   Jun 3rd-6th, 2016, 1th International Conference on Energy Finance, Zhejiang University (Hangzhou, China). 

Ÿ   July 2nd-3rd, 2016, International Conference on Applied Financial Economics, SHU-UTS SILC Business School, Shanghai University (Shanghai, China). 

Ÿ   July 9th, 2016, Network Economics and Big Data Conference, Tsinghua University (Beijing, China). 

Ÿ   December 2nd-3rd, 2016, 5th International Conference on Futures and Other Derivatives, Shanghai Futures Exchange & Beihang University & Renmin University (Shenzhen, China). 

Ÿ   December 9th-10th, 2016, 24th Conference on the Theories and Practices of Securities and Financial Markets (Fintech and Behavioral Research in Finance) (Kaohsiung, Taiwan). 

Ÿ   December 18th, 2016, 2nd Annual Shanghai Risk Forum, Shanghai University of Finance and Economics (Shanghai, China). 

Ÿ   2015年8月22-23日， 第十三届金融系统工程与风险管理国际年会（FSERM'2015）（中国，芜湖） 

Ÿ   2015年1月11日，第二届中国金融发展学术论坛，南开大学金融发展研究院 & 《经济研究》杂志社（中国，天津） 

Ÿ   August 24th-25th, 2015, 11th Asia Pacific Association of Derivatives (APAD) Conference (Busan, Korea)

Ÿ   2014年8月 9-10日，第十二届金融系统工程与风险管理国际年会（FSERM'2014）（中国，太原） 

Ÿ   2014年10月25-26日，第十一届中国金融学年会（中国，广西） 

Ÿ   December 4th-5th, 2014, 1st Conference on Recent Developments in Financial Econometrics and Applications, Deakin University (Melbourne, Australia) 

Ÿ   2014年9月30日-10月2日，蒙中货币金融合作首届论坛（蒙古，乌兰巴托）  

课程教学  

Ÿ   本科：投资学、国际财务管理、风险管理、国际金融、国际经济学  

Ÿ   博士：实证金融研究、金融学前沿与文献阅读  

Ÿ   研究生指导要求：对资产定价、金融工程和能源金融等相关定量学术研究感兴趣，掌握统计学或计量经济学，熟练使用Python/Matlab/SAS/Stata至少一种统计分析软件