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陈志武  CHEN Zhiwu
 
长江商学院
教授简介
陈志武博士现为长江商学院访问教授,长江商学院中国企业研究中心研究学者,美国耶鲁大学金融学教授(终身),曾任教于美国俄亥俄州大学。
 
主要研究领域
陈志武教授的主要研究方向包括:养老基金与资本市场,证券投资管理,证券法的操作等方面。另外陈志武教授还是价值引擎公司的创办人,Zebra对冲基金公司的首席投资经理。
 
学术成就
Pacesetter Research Award, Ohio State University, 1999
Merton Miller Prize, 1994
Chicago Board Options Exchange Competitive Research Award, 1994
PACAP Research Fellow, 1994-1995
Yale Fellowship, 1986-1990
 
主要学术成果
1.Informational Content of Option Volume Prior to Takeovers, (with Zhiwu Chen and John Griffin), Journal of Business,78, 2005, 1073-1109.

2. “Viable Costs and Equilibrium Prices in Frictional Securities Markets,” Annals of Economics and Finance, Vol. 2, No. 2, November 2001, 297-323.

3. “Do Call Prices and the Underlying Stock Always Move in the Same Direction?” with Gurdip Bakshi and Charles Cao, Review of Financial Studies, Vol. 13, pp 549-584, 2000.

4. “Pricing and Hedging Long-Term Options,” with Gurdip Bakshi and Charles Cao, Journal of Econometrics, Vol. 94, 277-318, 2000.

5. “Models of Currency Option Pricing," with Gurdip Bkshi, in Advanced Fixed-Income Valuation Tools, edited by N. Jegadeesh and B. Tuckman, 2000, pp. 320-344.
 
6. “Empirical Performance of Alternative Option Pricing Models,” with Gurdip Bakshi and Charles Cao, Journal of Finance, Vol. LII, No. 5, 2003-2049, 1997.
 
7. “Equilibrium Valuation of Foreign Exchange Claims,” with Gurdip Bakshi, Journal of Finance, Vol. LII, No.2, 799-826, 1997.

8. “An Alternative Valuation Model for Contingent Claims,” with Gurdip Bakshi, Journal of Financial Economics, Vol. 44, 123-165, 1997.

9. “The Spirit of Capitalism and Stock Market Prices”, with Gurdip Bakshi, American Economic Review, Vol. 86, No. 1, 133-157, 1996.

10. “Portfolio Performance Measurement: Theory and Applications,” with Peter Knez, Review of Financial Studies, Vol. 9, No. 2, 511-555, 1996.

11. “Inflation, Asset Prices, and the Term Structure of Interest Rates in Monetary Economies,” with Gurdip Bakshi, Review of Financial Studies, Vol. 9, No. 1, 237-271, 1996.

12. “Financial Innovation and Arbitrage Pricing in Frictional Economies,” Journal of Economic Theory, Vol. 65, No. 1, 117-135, 1995.

13. “Measurement of Market Integration and Arbitrage," with Peter Knez, Review of Financial Studies, Vol. 8, No. 2, 287-325, 1995.
   
14. “Production-Based Asset Pricing in Japan,” with Gurdip Bakshi and Yuki Naka, Pacific-Basin Finance Journal, 3, 217-240, 1995.

15. “A Pricing Operator-Based Testing Foundation for a Class of Factor Pricing Models,” with Peter Knez, Mathematical Finance, Vol. 4, 121-141, 1994.

16. “Baby Boom, Population Aging and Capital Markets,” with Gurdip S. Bakshi, Journal of Business, Vol. 67, No. 2, 165-202, 1994.
   
17. “The Impossibility Theorem and the Concept of Democracy,” Journal of Political Studies, 1985.

18. “On Western Rational Politics,” Journal of Political Studies, 1986.
 
 
 
 
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