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沈牧龄
助理教授
博士

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Personal Details
- Degree: Ph.D. in Finance
- Fellowships: Research fellow Netspar, Tilburg
- Research Interests:  portfolio choice, pension risk management, actuarial science, financial engineering, asset pricing, financial econometrics.

Educational Background
- Ph.D. in Finance, Maastricht University, the Netherlands,  2015
- M.Sc. Econometrics (Program: Quantitative Finance and Actuarial Science), Tilburg University, the Netherlands, 2009
- B.Sc. International Economics and Finance, Tilburg University, the Netherlands, 2008

Working experience
- 2016.4-2016.6, Toronto University, Rotman School of Management, Visitng Professor
- 2015.9-present, Capital University of Economics and Business, Assistant Professor, 
- 2009.2-2009.12, APG (All Pension Group), Junior Researcher.

Teaching experience
- 2015.9-2016.1, Financial Economics, Undergraduate Statistics program, Capital University of Economics and Business.
- 2010.9-2014.11, Financial Research Methods, Graduate Finance Program, Maastricht University.
- 2010.9-2015.5, Master Thesis Supervision, Graduate Business and Finance Program, Maastricht University.
- Spring 2006-2008 Tutorship, Undergraduate, Mathematics 1, Tilburg University.
- Autumn 2006-2008 Tutorship, Undergraduate, Statistcs 1, Tilburg University.

Working Papers
- Robust Hedging in Incomplete Markets (with Antoon Pelsser and Peter Schotman) (under review)
- Robust Long-Term Interest Rate Hedging in Incomplete Bond Markets (with Antoon Pelsser and Peter Schotman) (Under review)
- How much should life-cycle investor adapt their behavior when confronted with model uncertainty? (JMP)
- Analyzing the Quality of Financial Advice: Do Conflicted Advisers Tell Half-Truths? (with John Turner)

Presentations in Seminars and Conferences
2016
-Renmin University  
2015
-Paris December 2015 Finance meeting, Paris
-Netspar International Pension Workshop, Leiden, the Netherlands.
-人口老龄化背景下的中共健康和养老问题研讨会, Shanghai, China
2014
-Netspar Pension Day, Utrecht.
-Capital University of Economics and Business
-Southwest Jiaotong University
-29th Annual Congress of the European Economic Association, Toulouse.
-WinE Retreat, Workshop attendee for small mentoring group, Toulouse.
-Job marker seminar, Finance Department, Maastricht University.
-Netspar International Pension Workshop, Poster Session, Venice.
-8th World Congress of the Bachelier Finance Society, Brussels.
-PhD Colloquium, Finance Department, Maastricht University.
-Actuarial and Financial Mathematics Conference 2014, Brussels, Belgium.
2013
-Netspar event: Illiquid investments and robust portfolio management, Invited Speaker, Amsterdam.
-Actuarial and Financial Mathematics Conference 2013, Poster session, Brussels.
-ASTIN Colloquium, Den Haag.
2012
-Netspar International Pension Workshop, Paris.
-7th World Congress of the Bachelier Finance Society, Sydney.
-The 16th international congress on Insurance: Mathematics and Economics, Hong Kong.
-China International Conference in Finance, Chong Qing.
-PhD Colloquium, Maastricht University.
2009
-Netspar Junior Pension Day, Tilburg University.

Conference Discussant
2015
-"Mutual Fund Trading Pressure and Management Earnings Forecasts", Igor Kadach, New York University 
2014
-"Risk shifting in pension investment", Yanling Guan, Hong Kong Baptist University.
2013
-"Value-at-Risk-Based Risk Management in a Jump-Diffusion Model", Yang Zhou, Tilburg University.
2012
-"Portfolio selection under uncertain lifetime and stochastic volatility", Jan de Kort, Amsterdam University.
-"Delegated Portfolio Management under Adverse Selection in a Continuous-Time Model", Nengjiu Ju, Shanghai Advanced Institute of Finance.