齐岳
职称：教授
研究方向：投资组合管理、基金管理、金融工程、资产定价模型、公司财务学
所属部门：财务管理系
行政职务：
电子邮件：yorkche@nankai.edu.cn
联系电话：**

个人介绍研究成果研究课题教授课程English
教育背景
博士学位 美国佐治亚大学泰瑞商学院金融学与银行学系，1998年8月至2004年12月
博士论文 Nondominated Sets and Surfaces in Portfolio Theory in Finance and Multiple Criteria Optimization 博士生导师： Professor Ralph E. Steuer, Department of Banking and Finance, Terry College of Business Administration, University of Georgia, USA 硕士学位 南开大学经济学院经济学系，1993年9月至1996年6 月 学士学位 南开大学数学系，1988年9月至1992年7月
工作经历
1.财务管理系教授，南开大学商学院，2007年10月至今。
2.金融学教授、金融学研究员、博士生导师，套利基金研究所，摩纳哥国际大学，2006年9月-2007年6月。
3.北美市场调研员，中南实业有限公司，深圳市，2005年1月至2006年8月。
4.管理部副部长，中南实业有限公司，深圳市，1996年7月至1998年7月。
5.系统分析员，深港运输实业有限公司，深圳市，1992年7月至1996年6月。

获奖成果
1.Dissertation Completion Award, Graduate School, University of Georgia 2002-2003.
2.Scholarship, International Summer School on Multiple Criteria Decision Aid, University of Montreal, Canada, May, 2003.
3.Teaching/Research Assistantship, University of Georgia 2003-2004 and 1998-2002.
4.Comer Fellowship, Terry College of Business, University of Georgia 1998-1999.

社会兼职
学术机构成员

1.The American Finance Association
2.Financial Management Association International
3.North American Economics Finance Association
4.Social Science Research Network
5.Euro Working Group on Financial Modeling
6.Institute for Operations Research and the Management Sciences
7.International Society on Multiple Criteria Decision Making

期刊评审员
1.Management Science(SSCI)
2.Naval Research Logistics(SCI）
3.European Journal of Operational Research(SCI Expanded)
4.Computers & Operations Research(SCI Expanded)
5.OR Spectrum(SCI Expanded)
6.Journal of Computational and Applied Mathematics


研究成果
期刊及文集论文

1.Steuer, R. E., Qi, Y. and Hirschberger, M.(2011), Comparative issues in large-scale mean–variance efficient frontier computation, Decision Support Systems (SCI expanded),Vol. 51, pp.250-255.
2.Qi, Y., Peng, X., Li, M.(2010), Removing the Necessity of Simplifications in Large-scale Portfolio Selection, Nankai Business Review International, Vol. 1, No. 1, pp.20-38.
3.Hirschberger, M., Qi, Y. and Steuer, R. E. (2010), Large-Scale MV Efficient Frontier Computation via a Procedure of parametric
quadratic programming, European Journal of Operational Research (SCI expanded), Vol. 204, pp.581-588.
4.Qi, Y., Hirschberger, M. and Steuer, R. E.(2009), Dotted Representations of Mean-Variance Efficient Frontiers and their Computation, Information Systems and Operational Research Journal (SCI expanded), Vol. 47, No. 1, pp.15-22.
5.Steuer, R. E., Qi, Y. and Hirschberger, M. (2008), Portfolio Selection in the Presence of Multiple Criteria, In Zopounidis, C. and Doumpos, M. and Pardalos, P. M. (Eds), Handbook of Financial Engineering, Springer Verlag, Berlin.
6.Qi, Y., Hirschberger, M. and Steuer, R. E. (2006), Computational Extensions of Portfolio Optimization and Implication to Mean-variance Efficiency and Diversification Contradiction, Proceedings of 39th Euro Working Group on Financial modeling .
7.Hirschberger, M., Qi, Y. and Steuer, R. E. (2007), Randomly Generating Portfolio-Selection Covariance Matrices with Specified Distributional Characteristics, European Journal of Operational Research (SCI expanded), Vol. 177, No. 3, pp.1610-1625.
8.Steuer, R. E., Qi,Y. and Hirschberger, M. (2007), Suitable Portfolio Investors, Nondominated Frontier Sensitivity, and Effects of Multiple Objectives on Portfolio Selection, Annals of Operations Research (SCI), Issue on Financial Optimization, Vol. 152, No. 1, pp.297-317.
9.Steuer, R. E., Qi, Y. and Hirschberger, M. (2006), Portfolio Optimization: New Capabilities and Future Methods, Zeitschrift für Betriebswirtschaft (Journal of Business Administration, Germany), Vol. 76, No. 2, pp. 199-219.
10.Steuer, R. E., Qi, Y. and Hirschberger, M. (2006), Developments in Multi-Attribute Portfolio Selection, In Trzaskalik, T. (Ed.), Multiple Criteria Decision Making '05, Karol Admmiecki University of Economics in Katowice, pp.251-262.
11.Steuer, R. E., Qi, Y. and Hirschberger, M. (2005), Multiple Objectives in Portfolio Selection, Journal of Financial Decision Making, Vol. 1, No. 1, pp. 5-20.
12.Steuer, R. E. and Qi, Y. (2002), Computational Invesigations Evidencing Multiple Objectives in Portfolio Optimization, In Tanino, T., Tanaka, T., and Inuiguchi, M. (Eds.), Multi-Objective Programming and Goal-Programming, Spronger Verlag, Heidelberg, pp. 35-44.
13.齐岳、王文超（2011），指数基金投资绩效分析，《经济问题》
14.申鹏岳、齐岳（2010），期货市场动态保证金模型实证研究及应用启示，《河南工业大学学报》
15.齐岳、熊莎、王文超（2011），价值投资与公司治理指导投资运用于投资组合理论的实证对比，中国高校人文社会科学信息网，教育部人文社会科学研究管理平台，电子期刊
16.齐岳、杨超、王媛媛，论加强中国共同基金投资策略研究的必要性，中国高校人文社会科学信息网，教育部人文社会科学研究管理平台，电子期刊

国际会议论文

1. A Computational Analysis of the Contradiction of Mean-variance Efficiency and Diversification of Portfolio Selection and ManagementInternational Conference Intelligent Compute Systems, EI, 2010.
2. Generating Covariance Matrices with Realistic Distributional Characteristics and Implication to Portfolio Selection and Portfolio Management, Financial Management Association annual meeting 2007, Orlando, USA, October 17-21,2007.
3. Computational Extensions of Portfolio Optimization and Implication to Mean-variance Efficiency and Diversification Contradiction, North American Economics and Finance Association 2007 Meeting, Seattle, USA, June 29-July 3, 2007.
4. The Techniques and Software Situation for Computing Efficient Frontiers in Large-Scale Portfolio Selection, Third International Conference on Hedge Funds, Montreal, Canada, May 6-8, 20007.
5. Generalizing the Computation of Efficient Frontiers to Efficient Surfaces in Multiple Criteria Portfolio Selection, Second International Workshop on Multi-Attribute Portfolio Selection, Montreal, Canada, May 6-8, 2007.
6. Computational Extensions of Portfolio Optimization and Implication to Mean-variance Efficiency and Diversification Contradiction, 39th Euro Working Group on Financial modeling, Sophia Antipolis, France, November 16-18, 2006.
7. How Do China's Enterprises Invest and Finance? Financial Management Association 17th Asian Conference, Auckland, New Zealand, July 2-5, 2006.
8. A Capability to Computer Efficient Frontiers and Surfaces in Mean-Variance and Multiple Objective Portfolio Optimization, 23rd International Conference on Financial Engineering, University of Florida, USA, March 22-24,2006.
9. Multi-Attribute Portfolio Selection, First International Workshop on Multi-Attribute Portfolio Selection, Helsinki, Finland, March 13-15, 2005.
10. Multi-Quadratic/Multi-Linear Multiple Criteria Optimization in Finance, 17th International Conference on Multiple Criteria Decision Making, Whistler, British Columbia, Canada, August 6-10, 2004.
11. Portfolio Selection and Theory with Multiple Objectives, 33th Euro Working Group on Financial modeling, International University of Monaco, Monaco, November 6-8, 2003.
12. Efficient Frontier Sensitivity and the Case for Multiple Objectives in Portfolio Optimization, Institute for Operations Research and the Management Science Annual Meeting, Atlanta, USA, October 15-17, 2003.

专著
齐岳，《投资组合管理：创新与突破》，经济科学出版社，2007年8月
研究课题
科研项目
1.主持教育部人文社会科学研究项目“基于多目标投资组合选择的中国企业社会责任感研究及对资产定价和市场有效性的影响”
2.主持教育部人留学回国人员科研启动基金“我国投资组合管理、基金投资策略、市场有效性研究”
3.主持南开大学科研启动项目
4.主持南开大学08年教学改革专项项目 “加强投资组合教育，改进投资理念，优化中国资本市场结构”


讲授课程
教学经历
1. 讲授投资组合管理、计量经济学、投资学，为南开大学博士、硕士、MBA及本科生开设，2007秋季至今
2.讲授投资组合理论和投资组合管理，金融工程硕士、MBA、EMBA课程，摩纳哥国际大学，2006年秋季。
3.参与工商管理博士、MBA、EMBA、金融工程硕士课程设置，摩纳哥国际大学，2006年秋季。
.讲授金融数学，研究生课程，佐治亚大学，2002年春季。
4.讲授金融数学，本科生课程，佐治亚大学，2002年春季。
5.助教，投资学、金融模型、资本市场、商业统计、定量分析，佐治亚大学，1998年8月至2003年5月。