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1、西南财经大学金融学院考研导师刘俊JunLiuisanassociateprofessoroffinanceintheRadySchool.D匚LiureceivedhisPh.D.infinancefromStanfordUniversityin200().PriortocomingtoUCSD,heservedasanassistantprofessoratUCLA'sAndersonSchoolofManagementfrom1999-2005.Dr.LiiTsresearchinterestsaretheoreticalandempirica
2、lassetpricing,andthedevelopmentanduseofeconometricmethods・D匚LiuteachesfinancecoursesfortheFlexMBAandFull-TimeMBAprogramsattheRadySchool.ArticlesPublishedorAccepted1・"Floating-FixedSpreads11(withDarrellDuffie),FinancialAnalystJournal,May/June,2001.2.MAGeneralizedEarningModelofS
3、tockValuation”(withAndrewAng),ReviewofAccountingStudies,V6,n4,December,2001.3."DynamicAssetAllocationwithEventRisk"(withFrancisLongstaffandJunPan),JournalofFinance,v5&nl,231-259,February,2003.4."PaperMillionaires:HowValuableisStocktoaStockholderWhoisRestrictedfromSellingit?H(w
4、ithMatthiasKahlandFrancisLongstaff),JournalofFinancialEconomics,v67,n3,385-410,March2003.5."DynamicDerivativeStrategies11(withJunPan),JournalofFinancialEconomics,v69,n3,401-430,September,2003.6.HConditionalInformationandVarianceBoundsonPricingKernels'1(withGeertBekaert),Review
5、ofFinancialStudies,vl7,n2,339-37&Summer,2004.7."LosingMoneyonArbitrages:OptimalDynamicPortfolioChoiceinMarketswithArbitrageOpportunities11(withFrancisLongstaff),ReviewofFinancialStudies,vl7,n3,611-641,Fall,2004.&"HowtoDiscountCashflowswithTime-VaryingExpectedReturns”(withAndre
6、wAng),JournalofFinance,v59,n6,2745-2783,December,2004.9.HAnEquilibriumModelofRareEventPremiaM(withJunPanandTanWang),ReviewofFinancialStudies,vl8,n1,131-164,Spring,2005.10."WhyStocksMayDisappoint11(withAndrewAngandGeertBekaert),JournalofFinancialEconomics,v76,n3,471-508,June,20
7、05.11."TheMarketPriceofRiskinInterestRateSwaps:TheRolesofDefaultandLiquidityRisks"(withFrancisLongstaffandRavitE.Mandell),JournalofBusiness,v79,n5,2337-2359,September,2006.9."PortfolioSelectioninStochasticEnvironments",ReviewofFinancialStudies,v20,nl,1-39,January,2007.10."Risk
8、，ReturnandDividends'1(withAndrewAng),forthcoming,JournalofFin
