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朱梅博士

发布日期:2019-02-22设置

最后学位:北京大学 博士
岗位职称:副研究员
研究领域:宏观经济学,金融数学
办公室:经济学院楼717
电 话:86-021-65904613
Emailzhu.mei@mail.shufe.edu.cn
通讯地址:上海市国定路777号 上海财经大学高等研究院
邮 编:200433




教师简介
PhD, Financial Mathematics, Peking University, July 2009  

工作经历
04/2012 - Present Associate Research Fellow, Institute for Advanced Research, Shanghai University of Finance and Economics
2009-2011 Post-doctoral Researcher, Faculty of Economics and Business, University of Amsterdam, The Netherlands


发表论文
1.Behavioral learning equilibria, Journal of Economic Theory, 150, 778-814, 2014 (with Cars Hommes).  

2.Stochastic Equilibria of an Asset Pricing Model with Heterogeneous Beliefs and Random Dividends, Journal of Economic Dynamics and Control, 35 (1), 131-147, 2011 (with Duo Wang, Maozheng Guo).  

3.Existence and Stability of Stationary Solutions of Nonlinear Difference Equations under Random Perturbations, Journal of Difference Equations and Applications, 17 (4), 587-602, 2011 (with Duo Wang, Maozheng Guo).  

4.Does the Market Maker Stabilize the Market? Physica A: Statistical Mechanics and its Applications, 388, 3164-3180, 2009 (with Carl Chiarella, Xuezhong He, Duo Wang).

工作论文
1.Behavioral Learning Equilibria and Inflation Persistence with Heterogeneous Expectations (with Cars Hommes).

2.Stock Price and Market Maker Inventory Dynamics with Heterogeneous Beliefs (with Carl Chiarella, Xuezhong He, Duo Wang).