复旦大学经济学博士,斯坦福大学国家留学基金委联合培养博士生。
本科毕业于南京大学数学系;硕士毕业于南京大学商学院。
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金融风险管理,数理金融,资产定价
Measuring banks’ liquidity risk: An option-pricing approach,Journal of Banking & Finance,2020,111:105703
The seed of a crisis: Investor sentiment and bank liquidity,Finance Research Letters,2019,29:152-155
Network Entropy and Systemic Risk in Dynamic Banking Systems,Complexity,2017,:1-7