施展
助理教授
中国 北京（100083）
清华大学五道口金融学院
Email: shizh@pbcsf.tsinghua.edu.cn

简历





教育背景
2014 宾夕法尼亚州立大学帕克校区，金融系，博士学位
2008 复旦大学，统计系，学士学位

工作和实习经历
2016至今清华大学五道口金融学院，助理教授
2014-2016俄亥俄州立大学，金融系，访问助理教授


研究领域
固定收益产品，宏观金融，资产定价，金融计量


发表成果
"Time-Varying Ambiguity, Credit Spreads, and the Levered Equity Premium"

Journal of Financial Economics, 2019, 134 (3): 617-646.

"Specification Analysis of Structural Credit Risk Models" with Jingzhi Huang and Hao Zhou

Review of Finance, 2020, 24 (12): 45-98.


工作论文

“The Global Credit Spread Puzzle" with Jingzhi Huang and Yoshio Nozawa
“Determinants of Short-Term Corporate Yield Spreads — Evidence from the Commercial Paper
Market" with Jingzhi Huang and Bibo Liu
“Determinants of Bond Risk Premia: A Resolution of the Spanning Controversy" with Jingzhi Huang
R & R in RFS
“Understanding Term Premia on Real Bonds" with Jingzhi Huang
“Can structural model of credit risk hedge interest rate risk in corporate bonds?" with Jingzhi Huang


合著书籍
Model Selection for High-Dimensional Problems (with Jingzhi Huang and Wei Zhong), 2013, Handbook of Financial Econometrics and Statistics, edited by C.F. Lee and John Lee, Chapter 77, Springer Verlag.
教学经历
Financial Derivatives (Tsinghua, undergraduate & Master in Finance) 2016-2019
Financial Risk Management (Tsinghua, undergraduate)2016-2019
Options & Futures I (OSU, undergraduate) 2014-2016
Fixed Income & Credit Risk (OSU, MBA & Master in Finance) 2014-2016
Derivative Markets (PSU, undergraduate) 2012
Security Analysis and Portfolio Management (PSU, undergraduate) 2010-2011


期刊杂志

Review of Finance, Management Science, Journal of Business & Economic Statistics, Journal of Banking & Finance



荣誉与奖项
WFA Cubist Systematic Strategies Ph.D. Candidate Award 2014
MFA Doctoral Student Travel Grant 2013, 2014
Kenneth J. Carey Memorial Scholarship 2012
Competitive Dissertation Summer Award 2012
Smeal Research Grant Award 2009-2013
Fudan Best Undergraduate Thesis Prize 2008