张慧冰

联系方式:harold.zhang@utdallas.edu
秘书:高晓珺
邮箱:xjgao@saif.sjtu.edu.cn

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特聘教授、德克萨斯大学达拉斯分校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。曾于2002年获得Barclays Global Investors/Michael Brennan 最佳论文比赛第二名,2004年在Journal of Finance上发表了关于长期金融证券的学术论文,获得了TIAA-CREF Paul A. Samuelson奖。

 

张慧冰教授现为TIAA-CREF学院研究员及Journal of Financial Econometrics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年获得杜克大学经济学博士。

 

最优资产投资组合理论、资产定价、投资决策中的税收因素


1. Eric Arentsen, David C. Mauer, Brian Rosenlund, Harold H. Zhang and Feng Zhao, 2015, Subprime Mortgage Defaults and Credit Default Swaps, Journal of Finance.

2. E. Arentsen, D. Mauer, B. Rosenlund, H. Zhang, F. Zhao, 2015, Subprime Mortgage Defaults and Credit Default Swaps, 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, Capitalization or Lock-in?, Journal of Finance.

9. H. Henry Cao, Tan Wang and Harold H. Zhang, 2005, Model Uncertainty, Limited Market Participation and Asset Prices, Review of Financial Studies.

10. Thomas Tallarini, Jr. and Harold H. Zhang, 2005, External Habit and the Cyclicality of Expected Stock Returns,, Journal of Business Research .

11. Rui Yao, Harold H. Zhang, 2005, Optimal Consumption and Portfolio Choices with Risky Housing and Borrowing Constraints, Review of Economic Studies.

12. 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.

13. Harold H. Zhang, 2004, 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, 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, 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, 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.

25. Geoffrey Booth, Umit Gurun and Harold H. Zhang, Financial Networks and Trading in Emerging Bond Markets.

26. Zhonglan Dai, Doug Shackelford and Harold H. Zhang, Capital Gains Taxes and Stock Return Volatility: Evidence from the Taxpayer Relief Act of 1997.

27. Robert M. Dammon, Chester S. Spatt and Harold H. Zhang, Diversification and Capital Gains Taxes with Multiple Risky Assets.

28. Rui Yao and Harold H. Zhang, Optimal Life-Cycle Asset Allocation with Housing as Collateral.

29. Ming Liu, Harold H. Zhang, and Xingting Fan, Momentum and Contrarian Profits and Macroeconomic Fundamentals.

30. Robert M. Dammon, Chester S. Spatt and Harold H. Zhang, Taxes, Estate Planning and Financial Theory: New Insights and Perspectives.

31. Lantian Liang, Harold H. Zhang, Feng Zhao, Xiaofei Zhao, Disclosure Regulation on Mortgage Securitization and Subprime Loan Performance.

32. Harold H. Zhang, Feng Zhao, Xiaofei Zhao, Hiding behind Writing: Communication in Offering Process of Mortgage-Backed Securities.

33. Jun Li and Harold H. Zhang, Short-run and Long-run Consumption Risks, Dividend Processes and Asset Returns.

34. Paul Mason, Alex Holcomb, Dupinderjeet Kaur, Harold Zhang, Investment Income Taxes and Going Private Decision.

35. Zhonglan Dai, Harold H. Zhang, Feng Zhao, Tug-of-War: Incentive Alignment in Securitization and Loan Performance.

36. Zhonglan Dai, Douglas A. Shackelford, Yue Ying, and Harold H. Zhang, Financial Constraint, Shareholder Taxes, and Firm Investments.

37. Zhonglan Dai, Douglas A. Shackelford, and Harold H. Zhang, Cross-Sectional Variation in Reward-to-Risk Ratio and Capital Gains Taxes.

38. Robert Dammon, Chester Spatt and Harold H. Zhang, Retirement Investing: Analyzing the ‘Roth’ Conversion and Re-characterization Options.

39. Ming Liu, Harold H. Zhang, and Xingting Fang, A Macroeconomic Explanation of Momentum and Contrarian Profits.

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