张家宁

职　　称：Assistant Professor (助教授)

研究兴趣：Mutual Fund, Bond, and CDS(基金、债券、信用衍生品)

教授课程

Investment(投资学) Asset Pricing: Theories and Applications(资产定价理论与应用) Security Analysis and Portfolio Management(证券分析和资产管理)

科研成果

Publications: 1. Grishchenko, Olesya, Joel Vanden, and Jianing Zhang, 2015, "The Informational Content of the Embedded Deflation Option in TIPS," forthcoming at Journal of Banking and Finance. 2. Pu, Xiaoling and Jianing Zhang, 2012, "Sovereign CDS Spreads, Volatility, and Liquidity: Evidence from 2010 German Short Sale Ban," Financial Review, 47, 171-197. 3. Pu, Xiaoling and Jianing Zhang, 2012, "Can Dual-currency Sovereign CDS Predict Exchange Rate Returns?" Finance Research Letters, 9, 157-166. Book Chapter: He, Zhongzhi, Jinqiang Yang, and Jianing Zhang, 2014, "Chapter 7. Hedge Fund," in Chen, Xuanjuan and Yongming Liu, ed.: Financial Institutions and Risk Management (Truth & Wisdom Press).

研究领域

Mutual Fund, Bond, and CDS(基金、债券、信用衍生品)

奖励、荣誉称号

Pu Jiang Grant (浦江人才计划), 2014 SUFE Startup Grant (上财科研启动经费), 2013 Competitive Dissertation Summer Stipend Awards (暑期毕业论文优胜奖学金), 2012 Kenneth J. Carey Memorial Scholarship (Carey纪念奖学金), 2012 American Finance Association Doctoral Student Travel Grant (美国金融年会博士生参会经费)， 2012 William A. and Joan L. Schreyer Graduate Scholarship (Schreyer研究生奖学金)， 2011 Smeal Small Research Grants (Smeal商学院小额研究经费)，2010

主要研究项目

Working papers: 1. Cao, Charles and Jianing Zhang, "On the Relationship between Institutional Trades and Returns on Fixed-Income Securities," R&R at Journal of Banking and Finance. 2. "Do Busy Managers Perform Better? Evidence from Mutual Funds" 3. "Industry Timing versus Security Selection: Evidence from Mutual Fund Return Decomposition."

教育背景

Ph.D. in Finance, Pennsylvania State University, University Park, 2013 (美国宾州州立大学金融博士，2013) Ph.D. in Polymer Science, University of Massachusetts, Amherst, 2008 (美国麻省大学高分子科学博士，2008) M.S. in Macromolecular Science, Fudan University, China, 2002 (复旦大学高分子科学硕士，2002) B.E. in Polymer Engineering, Tongji University, China, 1999 (同济大学高分子工程学士，1999)