• 1
  • 2
  • 3
  • 4

当前位置:首页 > 教师与科研 > 教职员工

证券期货系

罗丹 分享:

职  称:Associate Professor

职  位:

研究兴趣:Asset Pricing Theory and Empirics, Corporate Theory

教授课程

Asset pricing theory, option pricing theory, continuous-time finance, empirical asset pricing, investments, structural financial products

科研成果

1. Dynamic Asset Allocation with Uncertain Jump Risks: A Pathwise Optimization Approach, with Xing Jin and Xudong Zeng, 2017, Mathematics of Operations Research, forthcoming. 2. The Pricing of Jump Propagation: Evidence from Spot and Options Markets, with Du Du, 2017, Management Science, forthcoming.

研究领域

Asset Pricing Theory and Empirics, Corporate Theory

奖励、荣誉称号

1. 2016 2nd Prize for Outstanding Papers for ""Tail Risk, Robust Portfolio choice, and Asset Prices”, China Finance Annual Meeting in Dalian, China 2. 2016 Outstanding Reviewer of 2016, by Emerald for China Finance Review International 3. 2014 GTA Best Paper Award for “Jump Propagation and Dynamic Derivative Investment”, China Finance Review International Annual Conference by Shanghai Jiaotong University, China 4. 2010 Ph.D. Student Travel Grant, American Finance Association Annual Conference in Atlanta, U.S. 5. 2009 Best Paper Award in Risk Management for “""Model Specification, Data History, and CDO (Mis)Pricing”, Financial Management Association Annual Meeting in Reno, U.S. 6. 2009 University Travel Grant, the University of Hong Kong, Hong Kong 7. 2009 Travel Grant, International Symposium on Risk Management and Derivatives by Xiamen University, China 8. 2009 Travel Grant, 19th Annual Derivative Securities and Risk Management Conference at Federal Deposit Insurance Corporation in Washington, U.S.

主要研究项目

1. 2017 Research Startup Fund for Young Scholars, Shanghai University of Finance and Economics, Shanghai, China (PI) 2. 2015 “""Investments” selected for the English Model Class Development Project for Foreign Students, Shanghai, China (PI) 3. 2013 Grant No. 71302075, National Natural Science Foundation of China (PI) 4. 2013 Shanghai Pujiang Program, Shanghai, China (PI) 5. 2013 Research Startup Fund for Young Scholars, Shanghai University of Finance and Economics, Shanghai, China (PI)

教育背景

09/2007 - 08/2011 Ph.D. in Finance, School of Economics and Finance, the University of Hong Kong, Hong Kong 09/2005 - 07/2007 MSc in Economics, HSBC School of Business, Peking University, China 09/1999 - 07/2003 BSc in Chemistry, College of Chemistry and Molecular Engineering, Peking University, China

Email: luo.dan@mail.shufe.edu.cn

欢迎关注我们的微信公众号

通讯地址:上海市国定路777号;办公地址:上海市武东路100号毓秀楼 邮编:200433

版权所有:上海财经大学金融学院 沪TCP备14012111号

;