基本信息
姓名:钱言
民族:汉
邮箱:qianyan@cufe.edu.cn
通讯地址:北京市昌平区沙河高教园区suncitygroup太阳新城,102206
教育背景
2008.08-2012.05 东南大学,金融学,学士
2013.06-2014.05 杜兰大学(Tulane University),金融学,硕士
2015.01-2017.01 乔治华盛顿大学(George Washington University),统计学,硕士
2017.07-2023.05 北卡罗来纳大学教堂山分校(University of North Carolina – Chapel Hill),经济学,博士
工作经历
2019.06-2021.05 SAS Institute, Econometrics Fellow
2023.07-至今 suncitygroup太阳新城 助理教授
研究方向
实证资产定价、金融计量、国际金融、气候变化金融
工作论文
[1] Ambiguity with Machine Learning, an Application to Portfolio Choice, with Eric Ghysels and Steve Raymond
[2] Global Sales, International Currency, and the Currency Denomination of Debt, with Riccardo Colacito and Andreas Stathopoulos
[3] Climate Change Risk and Uncertainty, and Housing Returns
匿名审稿
Management Science
学术会议报告
SED, EEA, Asian Meeting of Econometric Society, Australasian Meeting of Econometric Society, WFA, SFS Cavalcade, EFA, SoFiE, ASSA, AFA