陈晖
上海交通大学上海高级金融学院金融学特聘教授、麻省理工学院斯隆管理学院金融学教授
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野村金融讲席教授、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,以及如何衡量金融机构的财务约束程度。另外,他对如何将机器学习与金融理论有机结合的问题也有浓厚的兴趣。他近期的研究课题包括中国股市中的熔断机制,中国债券市场中的定价和流动性问题,以及如何提高信用风险预测模型在对抗攻击下的稳健性。
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 和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。
1. Chen, Hui, Scott Joslin, and Ngoc-Khanh Tran. 2010. Affine Disagreement and Asset Pricing, American Economic Review.
2. Chen, Hui, Jianjun Miao, and Neng Wang. 2010. Entrepreneurial Finance and Nondiversifiable Risk, Review of Financial Studies.
3. Chen, Hui. 2010. Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure, Journal of Finance.
4. Bolton, Patrick, Hui Chen, and Neng Wang. 2011. A Unified Theory of Tobin's q, Corporate Investment, Financing, and Risk Management, Journal of Finance.
5. Chen, Hui, and Scott Joslin. 2012. Generalized Transform Analysis of Affine Processes and Applications in Finance, Review of Financial Studies.
6. Chen, Hui, Scott Joslin, and Ngoc-Khanh Tran. 2012. Rare Disasters and Risk Sharing with Heterogeneous Beliefs, Review of Financial Studies.
7. Chen, Hui. 2013. Comment on “Systemic sovereign credit risk: Lessons from the U.S. and Europe” by Ang and Longstaff, Journal of Monetary Economics.
8. Bolton, Patrick, Hui Chen, and Neng Wang. 2013. Market timing, investment, and risk management, Journal of Financial Economics.
9. Chen, Hui, Nengjiu Ju, and Jianjun Miao. 2014. Dynamic asset allocation with ambiguous return predictability, Review of Economic Dynamics.
10. Chen, Hui, and Gustavo Manso. 2017. Macroeconomic Risk and Debt Overhang, Review of Corporate Finance Studies.
11. Chen, Hui, Rui Cui, Zhiguo He, and Konstantin Milbradt. 2018. Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle, Review of Financial Studies.
12. Chen, Hui, Scott Joslin, and Sophie Ni. 2019. Demand for Crash Insurance, Intermediary Constraints, and Risk Premia in Financial Markets, Review of Financial Studies.
13. Chen, Hui, Michael Michaux, and Nikolai Roussanov. 2020. Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty, Journal of Finance.
14. Chen, Hui, Yu Xu, and Jun Yang. 2021. Systematic risk, debt maturity, and the term structure of credit spreads, Journal of Financial Economics.