尹力博     

金融學教授 | 管理學博士 | bevictor伟德官网    

通訊地址：北京市海澱區學院南路39号bevictor伟德官网（100081）  

北京市昌平區沙河高教園bevictor伟德官网（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  

研究領域    

Ÿ   實證資産定價 | 金融市場 | 大宗商品 | 能源金融 | 金融工程  

工作經曆    

Ÿ   2020年1月—至今             bevictor伟德官网 bevictor伟德官网 教授 

Ÿ   2015年11月—2019年12月      bevictor伟德官网 bevictor伟德官网 副教授  

Ÿ   2017年9月—2018年9月          紐約州立大學石溪分校 訪問學者 

Ÿ   2013年7月—2015年10月 bevictor伟德官网 bevictor伟德官网 講師  

學術兼職 

Ÿ   中國優選法統籌法與經濟數學研究會量化金融與保險分會 副秘書長\理事 

主持課題 

[1] 國家自然科學基金面上項目：金融化背景下國際原油市場多維信息含量研究——基于漣漪擴散雙重網絡結構（71871234，2019年—2022年） 

[2] 國家自然科學基金面上項目：考慮行為因素的多元耦合商品資産定價模型研究（71671193，2017年—2020年） 

[3] 國家自然科學基金青年項目：大宗商品資産戰略配置模型研究（71401193，2015年—2017年，已結題） 

[4] 中國人民銀行橫向課題：研究中國經濟轉型中通過金融渠道傳導的溢出效應（2016年—2017年）

[5] bevictor伟德官网“青年英才”培育支持計劃：金融化背景下原油市場不确定信息含量研究（QYP1901，2019年—2021年） 

[6] bevictor伟德官网青年科研創新團隊計劃：不确定沖擊背景下大宗商品價格動态演化機理研究（2017年—2020年）  

[7] bevictor伟德官网121人才工程青年博士發展基金：宏觀經濟不确定背景下國際大宗商品期貨市場信息傳遞研究（QBJ1416，2014年—2016年） 

科研成果   

1.資産定價  

[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，廖輝毅．中國A股市場存在品質溢價嗎？[J]．金融研究，2019, 10: 170-187． 

[12] 尹力博，韋亞，韓複齡．中國股市異象的時變特征及影響因素研究[J]．中國管理科學，2019, 27(8): 14-25． 

[13] 韓立岩，蔡立新，尹力博．中國證券市場的綠色激勵：一個四因素模型[J]. 金融研究，2017, 1: 145-161． 

2. 金融市場   

[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，吳優．離岸人民币區域影響力研究—基于信息溢出的視角[J]．金融研究，2017, 8: 1-14． 

[19] 尹力博，李勍．投資者關注對人民币彙率價差波動的影響研究——基于 GARCH-MIDAS模型[J]. 管理科學，2017, 30(5): 147-159． 

[20] 尹力博，吳優．不确定沖擊與人民币彙率動态演化——基于投資者關注的視角[J]．金融經濟學研究，2017, 32(2): 3-19． 

[21] 戴方賢，尹力博．股指期貨交易提升了股票市場有效性嗎？[J]．财貿經濟，2017, 38(8): 36-51． 

[22] 戴方哲，尹力博．證券分析師“變臉”行為會增加股票特質波動率嗎？[J]．管理評論，2017, 29(5): 14-22． 

[23] 戴方賢，尹力博．中國資本市場系統性風險——基于個股的風險聯動[J]. 投資研究，2017, 36(4): 75-89． 

[24] 戴方賢，尹力博．分析師目标價預測是否引導了基金集中持股行為[J]．投資研究，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] 大宗商品資産戰略配置模型研究，獨著，2017年6月，經濟科學出版社，22萬字． 

[10] 尹力博，楊清元，韓立岩．技術指标能夠預測商品期貨價格嗎？來自中國的證據[J]．管理科學學報，2018, 21(6): 99-109． 

[11] 韓立岩, 鄭擎擎, 尹力博．商品金融化背景下大宗商品指數收益機制轉換[J]．管理科學學報，2017, 20(9): 61-69． 

[12] 尹力博，柳依依．中國商品期貨金融化了嗎？——來自國際股票市場的證據[J]．金融研究，2016, 3: 189-206． 

[13] 尹力博，柳依依．黃金是穩定的避險資産嗎？——基于宏觀經濟不确定性的視角[J]．國際金融研究，2015, 7: 87-96． 

[14] 蘇治，尹力博，付萱．公衆預期與量化寬松政策的沖擊效應：來自國際大宗商品的證據[J]．世界經濟，2015, 10: 56-78． 

[15] 蘇治，尹力博，方彤．量化寬松與國際大宗商品市場：溢出性、非對稱性和長記憶性[J]．金融研究，2015, 3: 68-82． 

[16] 尹力博，韓立岩．大宗商品戰略配置——基于國民效用與風險對沖的視角[J]．管理世界，2014, 7: 39-51． 

[17] 尹力博，韓立岩．國際大宗商品資産行業配置研究[J]．系統工程理論與實踐，2014, 34 (3): 560-574． 

[18] 韓立岩，尹力博．投機行為還是實際需求?——國際大宗商品價格影響因素的廣義視角分析[J]．經濟研究，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] 基于随機規劃模型的國際資産戰略配置研究，獨著，2017年3月，經濟科學出版社，20萬字． 

[9] 尹力博，韓立岩．基于長期投資視角的動态套期保值策略：以原油期貨組合為例[J]. 系統工程學報，2017, 32(2): 218-232．   

[10] 尹力博，韓立岩．國際投資彙率風險的綜合套保策略研究[J]．中國管理科學，2014, 22(2): 1-6． 

[11] 尹力博，韓立岩，崔旻抒．人民币指數期貨定價研究[J]．管理評論，2013, 25(9): 51-61． 

[12] 韓立岩，王梅，尹力博．盯住通脹率的養老基金戰略性資産配置研究[J]．中國軟科學，2013, 9: 151-158． 

[13] 尹力博，韓立岩．人民币外彙期權套保策略：基于随機規劃模型[J]．管理科學學報，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] 人民币國際化：離岸市場及其影響，參編（第二署名），2019年4月，廣東經濟出版社，28萬字． 

[7] 韓立岩，尹力博，鄭承利，任若恩．發展與風險防範的平衡：地方債策略[J]．中國社會科學内部文稿，2019, 4: 58-87． 

[8] 孫永強，尹力博，杜勇宏．經濟政策不确定性對經濟波動的動态影響[J]．經濟社會體制比較，2018, 6: 129-137．  

[9] 蘇治，方彤，尹力博．中國虛拟經濟與實體經濟的關聯性——基于規模和周期視角的實證研究[J]. 中國社會科學，2017, 8: 87-109． 

[10] 尹力博，韓立岩．對沖通脹風險的戰略視角與微觀選擇[J]．管理科學學報，2015, 18(3): 64-77． 

[11] 尹力博，韓立岩．基于多階段随機規劃模型的國債動态積極投資策略[J]．中國管理科學，2015, 23(6): 9-16．  

[12] 尹力博，韓立岩．中國輸入型通貨膨脹特征研究：程度、來源及渠道[J]．數量經濟技術經濟研究，2014, 31(7): 52-67． 

[13]  尹力博，韓立岩．外部沖擊對PPI指數的結構性傳導——基于FAVAR模型的全視角分析[J]．數量經濟技術經濟研究，2012, 12: 66-81． 

學術交流  

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，第十六屆中國金融學年會（中國，杭州）“股息率能預測股票收益率嗎？——兼論半強制分紅政策效果”（和 聶婧）  

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，《管理科學》雜志金融理論與金融市場專欄稿件研讨會（中國，哈爾濱）“基于BGVAR模型的離岸人民币信息溢出效應研究”（和 馬惜緣）   

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，第十四屆金融系統工程與風險管理國際年會（FSERM'2016）（中國，哈爾濱）   

Ÿ   2016年10月22-23日，中國運籌學會金融工程與金融風險管理分會第六屆學術年會（中國，大連）  

Ÿ   2016年10月29-30日，第十三屆中國金融學年會（中國，大連）  

Ÿ   2016年12月5-6日，中國宏觀經濟分析與預測學術讨論會，中國金融學會 & 上海交通大學上海高級bevictor伟德官网（中國，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， 第十三屆金融系統工程與風險管理國際年會（FSERM'2015）（中國，蕪湖） 

Ÿ   2015年1月11日，第二屆中國金融發展學術論壇，南開大學金融發展研究院 & 《經濟研究》雜志社（中國，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，第十二屆金融系統工程與風險管理國際年會（FSERM'2014）（中國，太原） 

Ÿ   2014年10月25-26日，第十一屆中國金融學年會（中國，廣西） 

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，蒙中貨币金融合作首屆論壇（蒙古，烏蘭巴托）  

課程教學  

Ÿ   本科：投資學、國際财務管理、風險管理、國際金融、國際經濟學  

Ÿ   博士：實證金融研究、金融學前沿與文獻閱讀  

Ÿ   研究生指導要求：對資産定價、金融工程和能源金融等相關定量學術研究感興趣，掌握統計學或計量經濟學，熟練使用Python/Matlab/SAS/Stata至少一種統計分析軟件