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母从明

时间:2020-07-09编辑:jt_admin点击数:

    名:母从明

   称:副教授,硕士生导师

办公地点:湖南大学财院校区红楼3211

邮件地址: mucongming[at]sina.com; mucongming[at]hnu.edu.cn

研究兴趣:公司金融,资产定价

讲授课程:数理经济学,资产定价理论,金融工程前沿


个人简介:

威廉希尔副教授、硕士生导师,上海财经大学金融学博士、理论经济学博士后,美国北卡州立大学夏洛特分校(UNCC)联合培养博士。在《Financial Management》、《Quantitative Finance》、《European Journal of Finance》和《Economics Letters》等国际主流SSCI期刊以及《管理科学学报》、《中国管理科学》等国内核心期刊上发表(含录用)学术论文10余篇。

招生要求:

欢迎积极主动、好学上进的同学报考

科学研究:

1)科研项目:

1、国家自然科学基金委员会,面上项目,72173041,预期外推偏差、企业投融资与风险管理,主持(在研)

2、教育部人文社科一般项目,青年基金项目,21YJC630101,非完全市场条件下杠杆企业的生存概率及其应用研究,主持(在研)

3、中国博士后科学基金会,特别资助,2019T120325,事件风险对私募基金投资策略的影响研究,主持(结题)

4、中国博士后科学基金会,面上资助,2018M640370,非完全市场条件下中小企业的生存概率及应用研究,主持(结题)

2)主要代表性论文: *为通讯作者

[1] Bo Liu, Lei Lu, Congming Mu* and Jinqiang Yang. Heterogeneous preferences, investment, and asset pricing. Financial Management 2021, 50(4): 1169-1193.

[2] Yuhua Zhang and Congming Mu*. Optimal ownership of entrepreneurial firm with rational inattention. Economics Letters 2021, 209:110116.

[3] Congming MuJinzhou Yan* and Zhian Liang. Optimal risk taking under high-water mark contract with jump risk. Finance Research Letters 2021, 38: 101460.

[4] 彭涓母从明*, 朱小能杨金强基于过度外推的资产定价管理科学学报 2020, 23(8): 19-32.

[5] 母从明刘洋*, 周远祺杨金强股权收购(Buyouts)的债务估值和违约决策中国管理科学 2020, 28(2): 25-36.

[6] Congming Mu, WeidongTian and JinqiangYang*. Portfolio choice with skewnes preference and wealth-dependent risk aversion. Quantitative Finance 2019, 19: 1905-1919.

[7] Jinglu Jiang, Congming Mu*, Juan Peng and Jinqiang Yang. Real options with maximizing survival probability under incomplete markets. Quantitative Finance 2019, 19: 1921-1931.

[8] Yuanping Wang and Congming Mu*. Can ambiguity about rare disasters explain equity premium puzzle?. Economics Letters 2019, 183: 108555.

[9] Wenqiong Liu, Wenli Huang, Bo Liu* and Congming Mu. Optimal mortgage contract with time-inconsistent preferences. European Journal of Finance 2019, 25: 1834-1855.

[10] Congming Mu, Anxing Wang and Jinqiang Yang*. Optimal capital structure with moral hazard. International Review of Economics & Finance 2017, 48: 326-338.

[11] Bo Liu, Lei lu*, Congming Mu and Jinqiang Yang. Time-inconsistent preferences, investment and asset pricing. Economics Letters 2016, 148: 48-52.

更多发表,请参考:

https://scholar.google.com.hk/citations?user=IJLOoSoAAAAJ&hl=zh-CN&oi=ao

3)工作论文:

[1] Delong Li, Lei Lu, Congming Mu and Jinqiang Yang. Biased beliefs, costly external finance, and firm behavior.

[2] Congming Mu, Jinzhou Yan and Jinqiang Yang. Robust Risk Choice under High-Water Marks.

 

 

 

 

 

 

 

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