路磊

 

系别：金融学系

职称：讲师

办公电话：86-10-62767227

Email：leilu@gsm.pku.edu.cn

 

教授简介

路磊，现为光华管理学院金融系助理教授，他于天津大学获得管理学硕士后，在加拿大麦吉尔大学获得金融学博士学位。在加入光华管理学院之前，曾在上海财经大学金融学院任教。

 

路磊主要研究领域包括资产定价，行为金融学，法和公司治理等。他目前的研究兴趣集中在投资者信念异质性，投资者（包括机构和中小投资者）的行为，以及法律的执行力度和公司治理。

 

 

研究领域

资产定价（理论和实证）

行为金融学

法和公司治理

 

 

教育背景

2007    加拿大麦吉尔大学    金融学    博士

1998    天津大学    系统工程    硕士

1996    郑州大学    工业管理    学士

 

 

职业经历

2011- 至今 、

北京大学光华管理学院金融学助教授

 

2007-2011

上海财经大学金融学院金融学助教授

 

 

研究成果

学术论文

“Asset Pricing and Welfare Analysis with Bounded Rational Investors,” 2010, The Financial Review 45: 485-499.

“Long Term Performance of Leveraged ETFs,” with Jun Wang and Ge Zhang, forthcomin Financial Services Review.

“Asset Pricing in a Monetary Economy with Heterogeneous Beliefs,” with Benjamin Croitoru, revise and resubmit at Management Science.

“Asymmetric Information, Illiquidity, and Asset Returns: Evidence from China”, with Guangchuan Li, Bo Wu and Zhou Zhang, revise and resubmitat Quantitative Finance.

“Macro Factors and Volatility of Treasury Bond Returns,” with Jingzhi Huang and Bo Wu, under review.

“Enforceability and the Effectiveness of Laws and Regulations,” with Ke Li and Jun Qian.

“Board Independence, Ownership Concentration and Corporate Performance,” 2011, with Ke Li, Usha Mittoo, and Zhou Zhang.

“公司治理和基金投资“，合作者：吴博

“政策因素对股票市场波动的非对称影响”, 合作者：王明涛，宋楷

 

学术报告

2011: Corporate Governance of Emerging Markets, Northern Finance Association, Chinese International Conference in Finance, Peking University (GSM)

2010: Econometric Society World Congress, SAIF Summer Institute Corporate Finance Program, Peking University (GSM), Central University of Finance and Economics

2009: Financial Management Association; City University of Hong Kong, Peking University (HSBC), Southwestern University of Finance and Economics; Zhejiang University; Shanghai Jiaoda University; Xiamen University

2008: European Finance Association, Chinese International Conference in Finance, China Finance Association, China Economic Association, Shanghai University of Finance and Economics

2007: University of Western Ontario, Windsor University

2006: Financial Management Association, Financial Management Association European, European Financial Management Association, Northern Finance Association, CORS/Optimization, McGill University

 

教授课程

高级金融专题：资产定价

 

金融衍生品定价理论

 

公司金融