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本帖最后由 cfaspace 于 2013-7-8 11:54 编辑
教授介绍
周昆博士，CFA，美国西弗吉尼亚大学 金融学资深教授、
博士生导师、金融研究生项目主任和中国中心副主任。
周昆教授1989年毕业于美国阿拉巴马大学，获金融学博士学位。周昆教授主要从事国际金融资产管理、资本市场风险分析、投资组合管理、公司财管和财政执行力等方面的教学工作。他的研究领域包括：金融资产、投资组合及基金管理、所得分配和税收、随机优势和统计建模以及亚太金融市场等。
周昆教授是全球公认特许金融分析师(CFA)持证人，著有投资银行等专著，并在国际经济和金融学术期刊发表论文30余篇。他于2005年担任上海证券交易所客座教授，参与中国上市公司股权分置改革之研究。
周昆教授于1994年创立西弗吉尼亚大学中国中心，致力于中国政府和企业领导干部的教育培训。至今，已有来自上海市政府、天津市政府、陕西省政府、宝钢集团、天津经济技术开发区、中国民生银行、上海浦东发展银行、上海航空公司等政府和企业的两百多名领导干部在西弗吉尼亚大学完成培训。
研究论文:
1. "Orthogonalized Equity Risk Premia and Systematic Risk Decomposition," with Rudolf Klein, Quarterly Review of Economics and Finance, 2013, forthcoming.
2. "Visualizing and Testing Convergence between Two Income Distributions," with John Bishop and Lester Zeager, Journal of Income Distribution, 2010, Vol. 19, No. 1.
3. "Marginal Conditional Stochastic Dominance Test for Efficiency of Capitalization-Weighted Market Portfolio" with Zaodang Huang and Karen Denning, International Economics and Finance Journal, 2009.
4. "Marginal Conditional Stochastic Dominance between Value and Growth" with S. Laio and Ou Hu, Frontiers in Finance and Economics, 2007, Vol. 4, No. 1.
5. "A Correlation-Ratio Test for Closed-end Country Funds: The Premium a Puzzle a No Longer, ” with Karen Denning, International Review of Economics and Business, 2005, Vol. LII, No. 4.
6. "Lorenz Decompositions and Inter-distributional Lorenz Comparisons,” with John Bishop and Lester Zeager, Research on Economic Inequality, 2004, Vol. 12.
7. "Value, Size, and Mutual Fund Performance: Why do Mutual Funds with Persistently Poor Performance Survive?" with Z. Huang, 2004 Best Paper Award, American Association of Individual Investors.
8. "Changes in Economic Advantage by National Origin After German Unification," with John Bishop and Lester Zeager, Estadistica, 2003.
9. "Decomposing Lorenz and Concentration Curves," with J. Bishop and L. Zeager, International Economic Review, 2003, Vol. 44, No. 3, 965-978. 2005 SOEP (German version of PSID) Senior Price Award funded by the Association of Friends of the DIW Berlin (Vereinigung der Freunde des Deutschen Instituts für Wirtschaftsforschung).
10. "Marginal Conditional Stochastic Dominance, Statistical Inference and Measuring Portfolio Performance," Journal of Financial Research, Summer 2001, 289-307.
11. "Inequality Orderings, Stochastic Dominance and Statistical Inference," Journal of Business, Economics and Statistics, with J. Formby and B. Zheng, October 2000, 479-488.
12. "Value, Size and Portfolio Efficiency" Journal of Portfolio Management, with H. Hulburt, Spring 2000, 1-11.
13. "Income and Tax Changes Following the Tax Reform Act of 1986: A General Decomposition,” Research on Economic Inequality, with J. Formby, J. Bishop and B. Zheng, 1998, 165-200
14. "Did Tax Reform Reduce Actual US Progressivity? Evidence from the Taxpayer Compliance Measurement Program, " International Tax and Public Finance, with J. Bishop, J. Formby and C. Ho, 1997, Vol. 4, 177-97.
15. "The Redistributive Effects of Non-Compliance and Tax Evasion in the US," with J. Bishop, J. Formby and C. Ho, Taxation, Poverty and Income Distribution, 1997, pp. 28- 47.
16. "Spectral Analysis in Three Dimensions: The Examination of Economic Interdependence Between New York, London, Tokyo and The Pacific Basin Equity Market Indices,” with Shih-Mo Lin and Denning, Journal of Applied Business Research, 1996, Vol. 12, 72 - 84.
17. "On the Long-Term or Short-Term Dependence in Stock Prices: Evidence from International Stock Markets," with M. S. Pan and R. Sakano, Review of Quantitative Finance and Accounting, 1996, Vol. 6, pp. 181-194.
18. "Long and Short Term Price Memory in the Stock Market," with K. Denning, S. Ferris and G. Noronha, Economics Letters, 1995, Vol. 49..
19. "Statistical Tests of Changes in U.S. Poverty, 1975-1990," with B. Zheng and B. Cushing , Southern Economic Journal, 1995, Vol. 62(2).
20. "Statistical Inference and Decomposable Poverty Measures," with J. Bishop and B. Zheng, Bulletin of Economic Research, 1995, Vol 47(4).
21. "The Redistributive Effects of Taxes: A Comparison of Six LIS Countries," with John Bishop and John Formby, Journal of Income Distribution, 1995, Vol. 5(1).
22. "Statistical Inference for Docile Means," with C. Beach, J. Formby and G. Slotsve, Economics Letters, 1994, Vol. 45.
23. "Testing for Marginal Changes in Income Distributions with Lorenz and Concentration Curves," John Bishop and John Formby, International Economic Review, 1994 , Vol 35.
24. "On Variance and Lower Partial Moment Betas: The Equivalence of Systematic Risk Measures," with Karen C. Denning, Journal of Business Finance & Accounting, 1994, Vol. 21.
25. "A Simple Multiple Variance Ratio Test," with Karen C. Denning, Journal of Econometrics, 1993, Vol. 58, 385-401.
26. "The Random Walks of Treasury Bill and Eurodollar Futures and The Mean-Reversion of TED-Spread," with Ashok Abbott, Journal of International Financial Markets, Institutions & Money, 1993 Vol 3.
27. "Option Portfolio Strategies: Testing Distributional Stability," with K. C. Denning and E. Gruca, Advances in Investment Analysis and Portfolio Management, 1993, Vol. 2.
28. "Asset Allocation and Risk Aversion of Individuals," with W. Riley, Financial Analysts Journal, Nov./Dec. 1992. Abstract reprinted in The CFA Digest, Spring 1993 (pp. 83-84).
29. "Cointegration Among European Equity Markets," with Ashok Abbott, Journal of Multinational Financial Management, 1993, Vol 2.
30. "International Portfolio Selection and Efficient Analysis," with William Riley and John Formby, Review of Quantitative Finance and Accounting, March 1992, Vol 2.
31. "The Symmetry and Stability of Word Equity Markets: Getting to the Issue on International Portfolio Diversification," with K. C. Denning, Journal of Multinational Financial Management, 1992, Vol 2.
32. "A Stochastic Dominance Analysis of The Effects of Growth and Recessions on The U.S. Income Distribution," with John Bishop and John Formby, The Southern Economic Journal, April 1991.
33. “Deposit Insurance: An Economic Interpretation," with David Shyu, Southern Review of Political Economy, Spring 1988. |
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发表于 2013-7-8 11:40
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