Minjun Lu
Curriculum Vita
Room 1903, guangzhou zhou Central Sub-Branch of The People's Bank of China
Zhengzhou, Henan, 50040 China
zhenxuan.zhang@gmail.com
Working Experience
Zhengzhou Central Sub-Branch of The People's Bank of China, Jul. 2013 - Now
Education
HU Nan University, Sept. 20xx - Jul. 2013
Major: Finance
Fields of Research: Experimental Finance and Economics; Financial Econometrics
Degree: Ph.D. in Economics
Wuhan University, Sept. 2003 - Jul. 2007
Major: Financial Engineering
Degree: B.S. in Economics
Computing Skills
profcient in SAS, Matlab, R, GAUSS and LATEX
(I have 6 years of experience programming with such languages)
Languages
Chinese(native), English(fluent)
( All my master and doctorial courses are instructed in English; The working language between
me and my Ph.D. thesis supervisor, Professor Jason Shachat, www.jianli-sky.com is English.)
Publications
Dynamic Bayesian Model for Evolution of Bubbles, with Zhentao Liu and Haomiao Zuo, Journal of Management Sciences in China, Volume 15 Issue 9(2012), pp74-83
The Impact of Asymmetric and Public Information on Pricing Bubbles in Experimental Asset Markets, with Jason Shachat and Guojin Chen, Securities Market Herald, No. 9 (2013),pp54-61
A Study on Supervising the Development of Shadow Financing, with Wei Chen, Macroeconomic Management, No. 5 (2013),pp65-67
(All publications listed above are in Chinese)
Working Papers
The Hayek Hypothesis and the Long Run Competitive Market Equilibrium: An Experimental Investigation, with Jason Shachat, 2012
Estimating the Risk Neutral Densities from Noisy Option Prices: a Maximum Entropy Approach, with Sung Park, 2010
Estimating the Moment Generating Function of Index Return from Index Option prices, 2010
Experiences as Teaching Assistant
WISE, Advanced Microeconomics I, master/Ph.D. program, instructing in English, 2008 & 2009 Fall semesters
WISE, Microeconomics, international master program, instructing in English, 2009 Spring semester
WISE, Microeconomics, double degree program in statistics, 2011 Fall semester
Academic Presentations
2012
The XMU-UNCC 2012 International Symposium on Risk Management and Derivatives, Xiamen, “The Impact of Asymmetric and Public Information on Pricing Bubbles in Experimental Asset Markets”
2012 China International Conference on Game Theory and Applications, Qingdao, “The Hayek Hypothesis and the Long Run Competitive Market Equilibrium: An Experimental Investigation”
2011
2011 CES China Annual Conference, Beijing, “The Hayek Hypothesis and the Long Run Competitive Market Equilibrium: An Experimental Investigation”
The 11th China Economics Annual Conference, Shanghai, “The Hayek Hypothesis and the Long Run Competitive Market Equilibrium: An Experimental Investigation”
The 2nd Annual Xiamen University International Workshop on Experimental Economics and Finance, Xiamen, “The Hayek Hypothesis and the Long Run Competitive Market Equilibrium: An Experimental Investigation”
2010
China Quantitative Economics Annual Conference 2010, Xiamen, “Estimating the Risk Neutral Densities from Noisy Option Prices: a Maximum Entropy Approach”
The 7th Chinese Finance Annual Meeting, Guangzhou, “Estimating the Risk Neutral Densities from Noisy Option Prices: a Maximum Entropy Approach”