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Academic Achievements of CKGSB Faculty (July-- September, 2020)

发布时间:2020年11月18日

Li Haitao

1. Time-Varying Risk Aversion and Dynamic Portfolio Allocation (with C. Wu and C. Zhou), Operations Research, forthcoming.

2. Unifying Gaussian dynamic term structure models from a Heath-Jarrow-Morton perspective (with X. Ye and F. Yu), European Journal of Operational Research 286, 1153-1167, 2020.

Li Xuenan

1. “What Do Nominal Rigidities and Monetary Policy Tell Us about the Real Yield Curve?”, coauthored with Alex Hsu and Francisco Palomino, forthcoming at Management Science.

Song Zhongzhi

1. “Endogenous Asset Fire Sales and Bank Lending Incentive," was accepted by the Quarterly Journal of Finance.

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