共找到59條詞條名為李海濤的結果 展開
- 黑龍江省委常委，省政府副省長
- 中國內地男演員、國家級運動員
- 承德文物大案主犯
- 深圳國際控股有限公司董事長
- 電視劇給我一支煙角色
- 長江商學院金融學教授
- 中國足球運動員
- 承德文物大盜
- 國防大學某教研室主任
- 商丘工學院土木工程學院副院長
- 南京中醫藥大學藥學院副教授
- 國家稅務總局赤峰市稅務局黨委委員、副局長
- 吉林市市政設施管理處副處長
- 營口市紀委副書記、監察委員會副主任
- 書畫家
- 蘇州琢玉人
- 新疆昭蘇縣財政局黨組副書記、局長
- 湖南安全技術職業學院教授
- 中國郵政集團公司黨組紀檢組、監察局主任
- 中國畫海洋繪畫開拓者、重要奠基人
- 散打冠軍、演員
- 中原鐵道十大青年標兵候選人
- 產品和技術規劃專家
- 甘肅省林業廳原副巡視員
- 陸軍總醫院副主任醫師
- 清華大學教授
- 中國書畫家協會理事
- 河南省書畫院特聘畫家
- 北京畫院教授
- 中共湖北省宣恩縣委常委、副縣長
- 貴州師範大學喀斯特研究院
- 書記
- 山西大學化學化工學院講師
- 華北煤炭醫學院副教授
- 湖南省平江籍烈士
- 山東大學哲學與社會發展學院教師
- 北京青年吉他協會會長
- 西寧鐵路運輸檢察院檢察委員會委員
- 江西九江籍烈士
- 中國男子橄欖球運動員
- 興仁縣城南街道辦事處黨工委書記
- 南京林業大學土木工程學院
- 綿陽師範學院教授
- 吉林省高速公路集團有限公司服務區管理分公司黨支部書記、經理
- 常州市新北區農業局農林處處長
- 西南石油大學教授
- 長江學者
- 青田縣公安局黃垟派出所所長
- 湖南師範大學化學化工學院教授
- 菏澤市牡丹區人力資源和社會保障局副局長
- 江南大學食品學院教授
- 國家稅務總局巴彥淖爾市稅務局總會計師
- 咸陽市教學能手
- 浙江大學工商學院副教授
- 西昌學院教師
- 克拉瑪依區公安分局刑警大隊大隊長
- 中國鐵路濟南局青島機務段電力機車司機
- 北京實興集團有限公司董事
- MBA項目副院長
李海濤
長江商學院金融學教授
李海濤博士是長江商學院金融學教授、傑出院長講席教授和MBA項目副院長，擁有耶魯大學金融學博士學位。他曾是密歇根大學Stephen M. Ross School of Business ,Jack D.Sparks Whirlpool Corporation 金融學講席教授，並曾在康奈爾大學約漢遜管理學院任教。
理論與資產定價，信用風險，期權定價，金融經濟學，對沖基金。
• Sanford R. Robertson Professorship, University of Michigan, 2007-2008.
• NTT Research Fellowship, University of Michigan, 2006-2007.
• Nomination for Ph.D. Teaching Excellence Award, University of Michigan, 2006.
• Q-Group Research Grant, 2004.
• Best Student Paper Award, Eastern Finance Association, 1997.
• Trefftz Award for the Best Student Paper, Western Finance Association, 1996.
• Sterling Prize Fellowship, Yale University, 1991-1993.
• Yale University Fellowships, 1991-1996.
• Return Dynamics with Lévy Jumps: Evidence from Stock and Option Prices (with M. Wells and L. Yu),Mathematical Financeforthcoming.
• Investing in Talents: Manager Characteristics and Hedge Fund Performances (with R. Zhao and X. Zhang),Journal of Financial and Quantitative Analysisforthcoming.
• Short Rate Dynamics and Regime Shifts (with Y. Xu),International Review of Financeforthcoming.
• Evaluating Asset Pricing Models Using the Second Hansen-Jagannathan Distance (with Y. Xu and X. Zhang),Journal of Financial Economicsforthcoming.
• Nonparametric Estimation of State-Price Densities Implicit in Interest Rate Cap Prices (with F. Zhao),Review of Financial Studiesforthcoming.
• Reduced-Form Valuation of Callable Corporate Bonds: Theory and Evidence (with R. Jarrow, S. Liu, and C. Wu),Journal of Financial Economicsforthcoming.
• Are Liquidity and Information Risks Priced in the Treasury Bond Market? (with Y. He, J. Wang, and C. Wu),Journal of Financeforthcoming.
• A Tale of Two Yield Curves: Modeling the Joint Term Structure of Dollar and Euro Interest Rates (with A. Egorov and D. Ng)Journal of Econometricsforthcoming.
• A Bayesian Analysis of Return Dynamics with Lévy Jumps (with M. Wells and L. Yu),Review of Financial Studies21, 2345-2378, 2008.
• Can the Random Walk Model be Beaten in Out-of-Sample Density Forecasts: Evidence from Intraday Foreign Exchange Rates (with Y. Hong and F. Zhao),Journal of Econometrics141, 736-776, 2007.
• Interest Rate Caps "Smile" Too! But Can the LIBOR Market Models Capture Smile? (with R. Jarrow and F. Zhao),Journal of Finance62, 345-382, 2007.
• Validating Forecasts of the Joint Probability Density of Bond Yields: Can Affine Models Beat Random Walk? (with A. Egorov and Y. Hong),Journal of Econometrics135, 255-284, 2006.
• Unspanned Stochastic Volatility: Evidence from Hedging Interest Rate Derivatives (with F. Zhao),Journal of Finance61, 341-378, 2006.
• Is Investor Misreaction Economically Significant? Evidence from Short- and Long-Term S&P 500 Index Options (with C. Cao and F. Yu),Journal of Futures Markets25, 717-752, 2005.
• Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates (with Y. Hong),Review of Financial Studies18, 37-84, 2005.
• Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models (with Y. Hong and F. Zhao),Journal of Business and Economic Statistics22, 457-473, 2004.
• Regulation FD and Earnings Information: Market, Analyst, and Corporate Responses (with W. Bailey, C. Mao, and R. Zhong),Journal of Finance58, 2489-2516, 2003.
• Maximum Likelihood Estimation of Time-Inhomogeneous Diffusions (with A. Egorov and Y. Xu),Journal of Econometrics114, 107-139, 2003.
• Corporate Use of Interest Rate Swaps: Theory and Evidence (with C. Mao),Journal of Banking and Finance27, 1511-1538, 2003.
• Survival Bias and the Equity Premium Puzzle (with Y. Xu),Journal of Finance57, 1981-1996, 2002.
• Pricing of Swaps with Default Risk,Review of Derivatives Research2, 231-250, 1998.
Working Papers
• Hedge Fund Performance Evaluation: A Stochastic Discount Factor Approach (with W. Bailey and X. Zhang).
• Estimating Liquidity Premium of Corporate Bonds Using the Spread Information in On- and Off-the-Run Treasury Bonds (with J. Shi and C. Wu).
