CHEN Weizhong Professor

Transcription

1 CHEN Weizhong Professor PhD Advisor Position: Chair, Department of Economics and Finance Department: Department of Economics and Finance Office Phone: EDUCATION BACKGROUND 1997: Ph. D., Management Science and Engineering, Xi an Jiaotong University 1984: Master, Management Engineering, Xi an Jiaotong University 1982: Bachelor, College of Science, Xi an Jiaotong University RESEARCH FIELD Finance and Investment TEACHING INTERESTS Finance and Investment WORK EXPERIENCE Teaching Positions 2007-Now: Professor, Chair of Department of Economics and Finance, School of Economics & Management, Tongji University : Professor, Head of Modern Finance Institute, Tongji University : Lecturer, associate professor, professor, School of Management, Xi an Jiaotong University Consulting Activities & Management Activities Independent Director of Board, Yantai Moon Co., Ltd. Independent Director of Board, Weihai Gangtai Airport Equipment Co., Ltd. Independent Director of Board, Jiangsu Farun Co., Ltd. Independent Director of Board, BNY Mellon Western Fund Management Co., Ltd. International Experience 2008: Visiting Scholar, Harvard University, US 2002: Visiting Scholar, ENPC, Paris Aug Dec. 1998: Postdoctoral Research, Alberta University, Canada

2 : Visiting Scholar, Chinese University of Hong Kong PROFESSIONAL SERVICES Professional Societies Executive Member of Shanghai Finance Association Executive Member of Shanghai Financial Engineering Association Editorship Editor of Investment Research LANGUAGES Chinese (mother tongue) English (fluent) RESEARCH Sponsored Research Projects The Dynamic Determination of Foreign Exchange Reserves, Optimized Asset Allocation and Risk Controlling for China, sponsored by National Natural Science Foundation of China (NSFC) Research on Chinese Investors on Dynamic Allocation Model of Global Asset, sponsored by NSFC Research on the Investors Sentiment and Its Influence on the Market Based on Limited Rational Expectation, sponsored by Shanghai Planning Office of Philosophy and Social Science, Sept Nov Design and Development of Money Collection Plan of Western Securities, Western Securities Co., Ltd. Research on Shanghai Stock 180ETF, Hua An Fund Management Co., Ltd. Impact of Financial Derivatives Market on Risks of Securities Company and Regulatory Strategy Study, China Securities Investor Protection Fund Corporation Building and Development China Securities Investor Protection Index System, Essence Securities Co., Ltd. Selected Publications Papers China should Build an International Investment Platform Dominated by Cross-listing ETF(in Chinese), Shanghai Finance, 2014 No.9:36-41 Multilevel Optimized Allocation of Exchange Reserve Monetary Assets: Based on an

3 Analysis Framework of AHP Model, Journal of Quantitative and Technical Economics, 2013 No.6 Inflationary Stability and the Optimal Inflation (in Chinese), Journal of Management Sciences in China, 2013 Vol.16, No.5:13-28 Influential Factors and Proxy Variables of Investor Sentiment (in Chinese), Investment Research, 2013 Vol.32, No.6:77-90 Dynamics of Agglomeration Economies along Industry Life Cycle (in Chinese), Industrial Economics Research, CSSCI, 2013 No.3:23-34 Research Review on Sovereign Wealth Funds (in Chinese), Inquiry Into Economic Issues, CSSCI, 2013 No.5: Comparative Research on the Fund Companies Competitiveness among Beijing, Shanghai and Guangdong in China (in Chinese), Shanghai Finance, 2012 No.3:70-80 Research on the Aim and Principle of Foreign Exchange Reserves Optimized Asset Allocation Based on the Perspective of Multi-level and Function Evolution (in Chinese), Modern Economic Research, CSSCI, 2012 No.9:39-43 Does Rebalance Frequency Affect Investors Return?----Investment Strategies Based on Analysts Recommendations (in Chinese), Journal of Applied Statistics and Management, 2012 Vol.31, No.6: A Regime-switching Approach for Identifying Abnormal Fluctuation of RMB Non-deliverable Forward Exchange Rate (in Chinese), Journal of Tongji University (Natural Science), 2012 Vol.40, No.12: Multi-level Dynamic Allocation Strategy of Chinese Foreign Exchange Reserve (in Chinese), Shanghai Finance, 2012 No.12:44-47 On the Exchange Rate Stability and the Optimal Monetary Policies (in Chinese), Journal of Financial Research, No.11, 2011 Articles of Association and Protection of Minority Shareholders-From Empirical Tests of Voting Accumulation Provisions (in Chinese); Journal of Financial Research, 2011 No.11 The Welfare Effects of Optimal Fiscal and Monetary Policy for China (in Chinese), Economic Review, 2011 No.6:41-53 The Welfare Effects of Optimal Fiscal and Monetary Policy for China (in Chinese), China Financial Research Network, ; Vol.3, No.11 Brokers credibility Differences of Analysts Recommendation Performance and Interest Conflict (in Chinese), Securities Market Herald, 2010 No.5: 3-40 Technology of Choosing Position Ratio of International Portfolio Arbitrage and an Empirical Study (in Chinese), Systems Engineering, 2010 Vol.28, No.5 Analysts Recommendation Rating, Investment Delay and Abnormal Returns (in

4 Chinese), Financial Theory and Practice, 2010 No.6:71-75 Analysis on Mechanism of International Portfolio Arbitrage and Its Optimal Strategy (in Chinese), Journal of Tongji University (Natural Science), 2010 Vol.38, No.11 International Active Arbitrage Mechanism and Chinese Coping Strategies (in Chinese), Shanghai Finance, 2010 Vol.38: RMB Exchange Rate Risk Assessment of the International Investment Portfolio, Statistics and Decision, 2009 No.12: Game Analysis of Effect of Shares Allocation Right on Inquiry Efficiency (in Chinese), Journal of Tongji University (Natural Science), 2009 Vol.37, No.6 Research on Duration Measurement of Mortgage-backed Security of China (in Chinese), Economic Management, 2008 Vol.30,No.6 The Parameter Estimation of Stochastic Scenario Generation Model (in Chinese), Finance and Trade Research, 2008 No.2: An Empirical Analysis of Dynamic Assets Allocation Performance in Chinese Stock Market (in Chinese), Journal of Tongji University (Natural Science), 2007 Vol.35, No.10 Development of TC s Economic Behavior in China Based on Game Theory (in Chinese), China Industrial Economy, 2007 No.7 Quantitative Statistical Assessment Research on Recommendation Performance of China s Security Analysts-Take the Best Analysts of the New Fortune Magazine For Example (in Chinese), Statistics and Decision, 2007 No.5 Empirical Research on China s Security Analysts Recommendation Revisions Investment Value (in Chinese), Journal of Tongji University, 2007 Vol.35, No.5 Market and Industrial influences on International Assets Allocation (in Chinese), Finance & Trade Economics, 2007 No.2 Analysis of Industry Characteristics in the correlation of Chinese Stock Market and the International Markets (in Chinese), Shanghai Finance, 2007 No.2 Empirical Research on the Correlation of Chinese and US Stock Market (in Chinese), Economic Tribune, 2007 No.10 Correlative Comparison of Assets and Exchange Returns Across Countries and Regions Based on Different Economic Characteristics (in Chinese), Zhejiang Economy, 2007 No.11 Performance of Currency Hedging across Major Stock Markets under Different Constraints, International Conference on Management Science & Engineering the14th, Proceedings of 2007 Books Portfolio Investment in Global Market (in Chinese), Finance Publisher of China, 2008

5 Financial Economics (in Chinese), Finance Publisher of China, 2008