周皓 紫光讲席教授
钱银方针与金融平稳研讨中心主任
我国 北京（100083）
清华大学五道口金融学院
电话:8610- 62790665
传真:8610- 62
799557
email: zhouh@pbcsf.tsinghua.edu.cn
谷歌 scholar page
教育布景
1994-2000 美国杜克大学，经济学，博士学位
1989-1993 北京大学光华打点学院，打点学，硕士学位
1985-1989 北京大学，世界经济学，学士学位
作业阅历
2013至今 清华大学五道口金融学院，紫光讲席教授
2006-2013 美国联邦贮藏委员会风险分析部，高档经济学家
2000-2006 美国联邦贮藏委员会生意风险分析部，经济学家
1999-2000 美国杜克大学经济系，讲师
1993-1994 我国国务院研讨打开中心，参谋
1989-1990 我国广西省南丹县，行政官员
首要研讨领域
以花费为基础的随机不坚决资产定价模型
诺言风险的规划化模型与诺言衍生品商场
金融商场不坚决性和收益的猜测
花费期限规划模型与通货胀大的不断定性
金融商场的跳动性与资产定价之谜
世界风险溢价动态模型
金融机构的体系性风险和微观审慎监管
教学课程
资产定价之谜，金融商场和出资，计量经济学导论
学术兼职
2009年2月 技能参谋，世界清算银行（香港）
2007年 秋 造访教授，麻省理工学院斯隆打点学院
2005年9月 造访教授，北京大学我国经济研讨中心
荣誉及奖项
1. “dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities,” with tim bollerslev and mike gibson, whitebox selected research best financial research paper finalist, 2012.
2. “predicting stock returns with variance risk premia: statistical inference and international evidence,” with tim bollerslev, james marrone, and lai xu, china international conference in finance best paper award, 2011.
3. “variance risk premia, asset predictability puzzles, and macroeconomic uncertainty,” crowell memorial prize 3rd place by panagora asset management, 2010.
4. “variance risk premia, asset predictability puzzles, and macroeconomic uncertainty,” chicago quantitative alliance (cqa) academic competition award 3rd place, 2009.
5. “assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis,” with xin huang and haibin zhu, bankscope best paper prize of the 22nd australasian finance and banking conference, 2009.
6. “credit default swap spreads and variance risk premia,” with hao wang and yi zhou, global association of risk professionals (garp) research proposal award, 2009.
7. “credit default swap spreads and variance risk premia,” with hao wang and yi zhou, imperial college london centre for hedge fund research (chfr) research proposal award, 2009.
8. “a framework for assessing the systemic risk of major financial institutions,” with xin huang and haibin zhu, bocconi centre for applied research in finance (carefin) research proposal award, 2008.
9. “short course on asset pricing puzzles,” china center for economic research (ccer) of peking university, oversea young chinese forum (oycf) gregory c. and paula k. chow teaching fellowship, 2005.