张慧冰
联系方式：hbzhang@saif.sjtu.edu.cn
秘书：孙思
邮箱：ssun@saif.sjtu.edu.cn


教授简介
研究领域
学术成果
SAIF所授课程



教育背景：博士学位：杜克大学经济学，1994
学士学位：上海交通大学海洋工程学，1984
教授介绍：张慧冰教授现任上海高级金融学院金融学****、德克萨斯大学达拉斯分校金达尔管理学院金融学教授。他曾任北卡罗莱纳大学Kenan - Flagler商业学院副教授、卡内基-美隆大学工业管理研究所助理教授、长江商学院和北京大学光华管理学院的客座教授。
张慧冰教授的研究主要涉及最优投资学、投资组合决策和金融资产定价等领域，在国际著名学术刊物如 Journal of Finance, Journal of Business, Review of Financial Studies, Journal of Econometrics等发表多篇研究论文。曾荣获2013-2014 SWFA 杰出论文奖和2010-2011德克萨斯大学达拉斯分校金达尔管理学院优秀教学奖。
张慧冰教授现为TIAA-CREF学院研究员及the Financial Management, Journal of Financial Econometrics和Quarterly Journal of Finance期刊的副主编。
张慧冰教授在上海交通大学上海高级金融学院讲授《投资学》等课程。在美国德克萨斯大学讲授的课程包括《投资学》、《资产定价》、《管理经济学》。
张慧冰教授于1994年获得美国杜克大学经济学博士。

最优资产投资组合决策、资产定价、投资决策中的税收因素
1. Li, Jun and Harold H. Zhang, 2017, Short-run and Long-run Consumption Risks, Dividend Processes and Asset Returns, The Review of Financial Studies.
2. Arentsen, Eric, David C. Mauer, Brian Rosenlund, Harold H. Zhang and Feng Zhao, 2015, Subprime Mortgage Defaults and Credit Default Swaps, The Journal of Finance.
3. G. Geoffrey Booth, Umit G. Gurun, and Harold H. Zhang, 2014, Financial Networks and Trading in Emerging Bond Markets, Journal of Financial Markets.
4. Zhonglan Dai, Douglas A. Shackelford, Harold H. Zhang, 2013, Capital Gains Taxes and Stock Return Volatility, Journal of American Taxation Association.
5. Zhonglan Dai, Douglas A. Shackelford, Harold H. Zhang, Chongyang Chen, 2013, Does Financial Constraint Affect Shareholder Taxes and the Cost of Equity Capital? , The Accounting Review.
6. Bing Han, David Hirshleifer and Harold H. Zhang, H. Henry Cao, 2011, Fear of the Unknown: Familiarity and Economic Decisions, Review of Finance.
7. Joao Pedro Pereira, Harold H. Zhang, 2010, Stock Returns and Volatility of Liquidity, Journal of Financial and Quantitative Analysis.
8. Zhonglan Dai, Edward Maydew, Douglas A. Shackelford, and Harold H. Zhang, 2008, Capital Gains Taxes and Asset Prices: Capitalization or Lock-in?, The Journal of Finance.
9. Rui Yao, Harold H. Zhang, 2005, Optimal Consumption and Portfolio Choices with Risky Housing and Borrowing Constraints, The Review of Economic Studies.
10. Robert Dammon, James Poterba, Chester Spatt, Harold H. Zhang, 2005, Maximizing Long-Term Wealth Accumulation: It’s not just about “What” but also about “Where” to Make Them, Research Dialogue.
11. Cao, H. Henry, Tan Wang, and Harold H. Zhang, 2005, Model Uncertainty, Limited Market Participation and Asset Prices, The Review of Financial Studies.
12. Thomas Tallarini, Jr. and Harold H. Zhang, 2005, External Habit and the Cyclicality of Expected Stock Returns,, Journal of Business Research.
13. Harold H. Zhang, 2004, Comment on Household Portfolio Choices in Taxable and Tax-Deferred Accounts: Another Puzzle?, European Finance Review.
14. Robert M. Dammon, Chester S. Spatt and Harold H. Zhang, 2004, Optimal Asset Location and Allocation with Taxable and Tax-Deferred Investing, The Journal of Finance.
15. Robert M. Dammon, Chester S. Spatt and Harold H. Zhang, 2003, Capital Gains Taxes and Portfolio Rebalancing, Research Dialogue.
16. Frank A. Sloan, Harold H. Zhang and Jingshu Wang, 2002, Upstream Intergenerational Transfers, Southern Economic Journal.
17. Robert M. Dammon, Chester S. Spatt and Harold H. Zhang, 2001, Optimal Consumption and Investment with Capital Gains Taxes, The Review of Financial Studies.
18. Harold H. Zhang, 2000, Explaining Bond Returns in Heterogeneous Agents Models: The Importance of Higher Order Moments, Journal of Economic Dynamics&Control.
19. Amir Yaron, Harold H. Zhang, 2000, Fixed Costs and Asset Market Participation, Revista De Analisis Economico.
20. Paul Harrison, Harold H. Zhang, 1999, An Investigation of the Risk and Return Relation at Long Horizons, Review of Economics and Statistics.
21. Ming Liu, Harold H. Zhang, 1998, Overparameterization in Seminonparametric Density Estimation, Economics Letters.
22. Harold H. Zhang, 1997, Endogenous Borrowing Constraints with Incomplete Markets, The Journal of Finance.
23. Harold H. Zhang, 1997, Endogenous Short Sale Constraint, Stock Prices and Output Cycles, Macroeconomic Dynamics.
24. George Tauchen, Harold Zhang, and Ming Liu, 1996, Volume, Volatility, and Leverage: A Dynamic Analysis, Journal of Econometrics.

金融学原理、金融决策、投资管理、理论资产定价、高级管理经济学

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