张介 香港大学金融学教授
时间:2013-04-15 10:32来源:http://pku666.com/ 点击:次——Eric C. Chang 张介博士——
香港大学金融学教授香港大学商学院院长
最高学历：普渡大学金融学博士
现任职务
香港大学经济与工商管理学院金融学教授 香港大学商学院院长 香港大学MF项目主任 香港大学金融创新与风险管理中心创立人与主任(CFIRM, HKU) 上海与香港管理学院副主任（复旦与香港大学合办项目）
社会职务
曾负责多家顶尖跨国公司的高层管理培训项目，并在香港、中国大陆、美国的多家金融机构担任顾问。还担任以下刊物的编辑工作：
Business Education Sharenet
Business Education Review
International Review of Finance
Journal of Financial Studies
PACAP-Basin Finance Journal
Review of Pacific Basic Financial Markets and Policies
研究领域
投资学，衍生金融证券，国际金融，共同基金，金融经济学，Asset Return Seasonality
教育背景
1982 普渡大学金融学博士，辅修经济学
1979 莱特州立大学金融工商管理硕士
1977 台湾国立政治大学商业管理研究生院（MBA Program）
1974 台湾国立成功大学土木工程系学士学位
工作经历
1998 - 今 香港大学商学院院长，长聘金融学教授
1995 – 1999 美国乔治亚技术学校度普里管理学院长聘国际金融教授
2003 – 今 复旦大学EMBA项目客座教授Visiting Professor
1986 – 1995 马里兰大学工商管理学院担任过金融学助教，副教授和长聘教授
1992 – 1994 香港科技大学工商管理学院访问学者
1990 – 1992 美国商品期货交易委员会访问学者
1982 – 1986 洛瓦大学工商管理学院助教
任教课程
衍生金融证券，投资学，财务管理（衍生品与银行管理）
学术荣誉
2005 香港大学与复旦大学MBA(international)项目最佳教师
The Best Teacher Award (HK$5,000 award and certificate)
2004 国立台湾大学国际金融会议最佳论文奖(US$2,000 award)
2003 香港大学与复旦大学MBA(international)项目最佳教师
The Best Teacher Award (HK$5,000 award and certificate)
1994 第一届台湾大学国际金融会议最佳论文奖 (US$1,500 award)
1986 特许金融分析师 (CFA)
部分著作及论文
Chang, Der-Chen, Eric C. Chang, Fan, Haitao and Nhieu, Duy-Minh "Mathematical Analysis of the Two-Color Partial Rainbow Options", Applicable Analysis, Forthcoming
Chang, Eric C. and Sonia M. L. Wong, "Political Control and Performance in China's Listed Firms", Journal of Comparative Economics, Vol. 32, No. 4, (December 2004), pp. 617 - 636.
Chang, Der-Chen, Eric C. Chang, and Haitao Fan, "Mathematical Analysis of Pricing of Lookback Performance Options", Applicable Analysis, Vol. 82, Number 10, (October 2003), pp. 937 - 959.
Chang, Eric C. and Keith K. P. Wong, "Cross-Hedging with Currency Options and Futures", Journal of Financial and Quantitative Analysis, Volume 38, Number 3 (September 2003), pp. 555 - 574.
Chang, Eric C., K. Lam, and M.C. Lee, "An Empirical Test of the Variance Gamma Option Pricing Model", Pacific-Basin Finance Journal, Volume 10, Number 3 (June 2002), pp. 267 - 285.
Chang, Eric C. and Joseph W. Cheng, "Inflation and Relative Price Variability: A Revisit", Applied Economics Letters, Volume 9, Number 5 (April 2002), pp. 325 - 330.
Chang, Eric C., Joseph W. Cheng, and Ajay Khorana, "An examination of Herd Behavior in Equity Markets: An International Perspective," Journal of Banking and Finance, Volume 24, Number 10 (October 2000), pp. 1651-1679.
Chang, Eric, Ray Y. Chou and Edward F. Nelling, "Market Volatility and the Demand for Hedging in Stock Index Futures," Journal of Futures Markets, Volume 20, Issue 2 (February 2000), pp. 105-125.
Chang, Eric C. and Joseph W. Cheng, "Further Evidence on the Variability of Inflation and Relative Price Variability", Economics Letters, Volume 39, Number 3 (2000), pp. 71-77.
Chang, Eric C., Joseph W. Cheng and J. Michael. Pinegar, "Does Futures Trading Increase Stock Market Volatility? -- The Case of the Nikkei Stock Index Futures Markets", Journal of Banking and Finance, Volume 23, Number 5 (May 1999), pp. 727-753.
Madan, Dilip B., Peter Carr and Eric C. Chang, "The Variance Gamma Process and Options Pricing", European Finance Review, Volume 2, Number 1 (September 1998), pp. 79-105.
Chang, Eric C., J. Michael Pinegar and Barry Schachter, "Interday Variations in Volume, Variance and Participation of Large Speculators", Journal of Banking and Finance, Volume 21, Number 6 (1997), pp. 797-810.
Chang, E.C. and Locke, P.R., "The Performance and Market Impact of Dual Trading: CME Rule 552," Journal of Financial Intermediation, vol. 5, no. 1, pp. 23-48, January 1996.
Chang, E.C., Eun, C. and Kolodny, R., "International Diversification through Closed End Country Funds," Journal of Banking and Finance, vol . 19, no. 7, pp. 1237-1263, October 1995.
Chang, E.C., Locke, P.R., and Jain, P.C., "S&P 500 Index Futures Volatility and Price Changes around the NYSE Close," Journal of Business, vol. 68, no. 1, pp. 61-84, January 1995.
推荐课程：北京大学全球资本战略
上一篇：史永翔 中国顶级实战派管理专家
下一篇：吴春明