陈晖

联系方式:hchen2@saif.sjtu.edu.cn
秘书:张玮
邮箱:wzhang2@saif.sjtu.edu.cn


教育背景:
博士学位:芝加哥大学金融学,2007
硕士学位:密西根大学数学,2002
学士学位:中山大学金融学,2000
教授介绍:

陈晖现任上海交通大学上海高级金融学院特聘教授、麻省理工学院斯隆管理学院金融学教授、美国国家经济研究局研究员。

陈晖的研究领域是资产定价及其与公司金融的关系。他尤其专注于宏观经济和信用风险、流动性风险、融资及投资决策之间的相互影响。他最近的研究项目包括应用经济周期模型来解释企业融资行为和公司债券定价,通过金融中介机构在期权市场上的交易行为来衡量它们的财务约束程度,以及机器学习与金融理论有机结合的问题。另外,他也在研究中国股市中的熔断机制和股指期货定价问题。

他在国际顶级学术刊物上发表多篇论文,并在2011年获得Smith Breeden Prize。他现任Review of Asset Pricing Studies主编,并曾任Journal of Finance, Review of Financial Studies, Management Science Journal of Banking and Finance的副主编。

陈晖于2000年获得中山大学经济金融学学士学位,2002年获得密西根大学数学硕士学位,2007年获得芝加哥大学金融学博士学位。

资产定价及其与公司金融的关系、信用风险、流动性风险、机器学习在金融中的应用。
1. Chen, Hui, Yu Xu, and Jun Yang, Forthcoming, Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads, Journal of Financial Economics.

2. Chen, Hui, Michael Michaux, and Nikolai Roussanov, 2020, Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty, The Journal of Finance.

3. Hui Chen, Scott Joslin, Sophie Ni, 2019, Demand for Crash Insurance, Intermediary Constraints, and Risk Premia in Financial Markets, The Review of Financial Studies.

4. Hui Chen, Rui Cui, Zhiguo He, Konstantin Milbradt, 2018, Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle, The Review of Financial Studies.

5. Hui Chen, Gustavo Manso, 2017, Macroeconomic Risk and Debt Overhang, Review of Corporate Finance Studies.

6. Chen, Hui, Nengjiu Ju, and Jianjun Miao, 2014, Dynamic Asset Allocation with Ambiguous Return Predictability, Review of Economic Dynamics.

7. Bolton, Patrick, Hui Chen, and Neng Wang, 2013, Market Timing, Investment, and Risk Management, Journal of Financial Economics.

8. Chen, Hui, 2013, Comment on "Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe" by Ang and Longstaff, Journal of Monetary Economics.

9. Chen, Hui, Scott Joslin, and Ngoc-Khanh Tran, 2012, Rare Disasters and Risk Sharing with Heterogeneous Beliefs, The Review of Financial Studies.

10. Chen, Hui, and Scott Joslin, 2012, Generalized Transform Analysis of Affine Processes and Applications in Finance, The Review of Financial Studies.

11. Bolton, Patrick, Hui Chen, and Neng Wang, 2011, A Unified Theory of Tobin’s Q, Corporate Investment, Financing, and Risk Management, The Journal of Finance.

12. Chen, Hui, 2010, Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure, The Journal of Finance.

13. Chen, Hui, Jianjun Miao, and Neng Wang, 2010, Entrepreneurial Finance and Nondiversifiable Risk, The Review of Financial Studies.

14. Chen, Hui, Scott Joslin, and Ngoc-Khanh Tran, 2010, Affine Disagreement and Asset Pricing, The American Economic Review.

资产定价、机器学习在金融中的应用。