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[Name] Ke Zhou |
[Gender] Male |
[Title] Associate Professor |
[Address] No.11 South of Lushan Road Changsha City |
[Phone] 18774920090 |
[Date of Birth] 1984.04.14 |
[Nationality] Chinese |
[E-mail] hustzhke@163.com |
[Professional Experience Years] 2014-Until Now |
Academic Interests |
Financial Risk Management, Risk Measurement, Dynamic Portfolio |
Education Background |
Degree |
University |
Time |
PhD |
The Chinese University of Hong Kong, Financial Engineering |
2009.08-2014.08 |
Master |
Shandong University, Financial mathematics |
2006.09-2009.07 |
Bachelor |
Huazhong University of Science and Technology, Information and Computational Science |
2002.09-2006.07 |
Working Experiences |
Employer |
Time |
Associate Professor, Business School of Hunan University |
-Until Now |
Assistant Professor, Business School of Hunan University |
2014.09- |
Visiting Experiences |
University |
Time |
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Projects |
Projects Name |
Time |
Value judgment under the influence of incomplete information and information update (Participate) |
2019.01-2021.12 |
Research on risk prevention and governance of informal financial activities under the background of fin-tech (Participate) |
2019.01-2021.12 |
Measurement and optimization modeling of financial systemic risk from a regulatory perspective (Responsible) |
2019.01-2021.12 |
Study on the Influence Mechanism of E-commerce Platform Negotiation Strategy Choice on Supply Chain Coordination under Symbiotic Environment (Participate) |
2019.01-2021.12 |
A study on financial institution interconnectedness and systemic risk contribution based on multi-layer information spillover network (Participate) |
2019.01-2022.12 |
Continuous time optimal investment portfolio problem based on VaR and CVaR(Responsible) |
2018.01-2020.12 |
Integrated optimization of exclusive resource planning and robust scheduling for multiple projects in complex engineering (Participate) |
2018.01-2020.12 |
Awards and Honors |
Awards |
Time |
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Academic Memberships |
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Name of the Academic Organization |
Time |
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Social Service |
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Name of the Social Organization |
Time |
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International Conference |
Conference Name |
Topic of Presentation |
Time |
The 2018 INFORMS International Conference |
Dynamic Mean-VaR portfolio selection: equivalence with Mean-Safety-First formulation and best stage wise nested VaR structure |
2018 |
International Workshop on Optimization, Financial Engineering and Risk Management |
Dynamic Mean-VaR portfolio selection: equivalence with Mean-Safety-First formulation and best stage wise nested VaR structure |
2017 |
The 28th European Conference on Operational Research |
Dynamic mean-exceeding probability portfolio selection problem |
2016 |
Publications： |
Journal |
Article title |
Year, Issue, Page |
SIAM Journal on Control and Optimization |
Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-time |
2017 |
Quantitative Finance |
Dynamic Mean-VaR Portfolio Selection in Continuous Time |
2017 |
Monograph and Textbook |
Publisher |
Name |
Time |
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