母从明
姓 名:母从明
职 称:副教授,硕士生导师
办公地点:湖南大学财院校区红楼3楼211室
邮件地址: mucongming[at]sina.com; mucongming[at]hnu.edu.cn
研究兴趣:公司金融,资产定价
讲授课程:数理经济学,资产定价理论,金融工程前沿
个人简介:
beat365官方网站副教授、硕士生导师,上海财经大学金融学博士、理论经济学博士后,美国北卡州立大学夏洛特分校(UNCC)联合培养博士。在《Financial Management》、《Quantitative Finance》、《European Journal of Finance》和《Economics Letters》等国际主流SSCI期刊以及《管理科学学报》、《中国管理科学》等国内核心期刊上发表(含录用)学术论文10余篇。
招生要求:
欢迎积极主动、好学上进的同学报考
科学研究:
(1)科研项目:
1、国家自然科学基金委员会,面上项目,72173041,预期外推偏差、企业投融资与风险管理,主持(在研)
2、教育部人文社科一般项目,青年基金项目,21YJC630101,非完全市场条件下杠杆企业的生存概率及其应用研究,主持(在研)
3、中国博士后科学基金会,特别资助,2019T120325,事件风险对私募基金投资策略的影响研究,主持(结题)
4、中国博士后科学基金会,面上资助,2018M640370,非完全市场条件下中小企业的生存概率及应用研究,主持(结题)
(2)主要代表性论文: (*为通讯作者)
[1] Bo Liu, Lei Lu, Congming Mu* and Jinqiang Yang. Heterogeneous preferences, investment, and asset pricing. Financial Management 2021, 50(4): 1169-1193.
[2] Yuhua Zhang and Congming Mu*. Optimal ownership of entrepreneurial firm with rational inattention. Economics Letters 2021, 209:110116.
[3] Congming Mu,Jinzhou Yan* and Zhian Liang. Optimal risk taking under high-water mark contract with jump risk. Finance Research Letters 2021, 38: 101460.
[4] 彭涓, 母从明*, 朱小能, 杨金强. 基于过度外推的资产定价. 管理科学学报 2020, 23(8): 19-32.
[5] 母从明, 刘洋*, 周远祺, 杨金强, 股权收购(Buyouts)的债务估值和违约决策. 中国管理科学 2020, 28(2): 25-36.
[6] Congming Mu, WeidongTian and JinqiangYang*. Portfolio choice with skewnes preference and wealth-dependent risk aversion. Quantitative Finance 2019, 19: 1905-1919.
[7] Jinglu Jiang, Congming Mu*, Juan Peng and Jinqiang Yang. Real options with maximizing survival probability under incomplete markets. Quantitative Finance 2019, 19: 1921-1931.
[8] Yuanping Wang and Congming Mu*. Can ambiguity about rare disasters explain equity premium puzzle?. Economics Letters 2019, 183: 108555.
[9] Wenqiong Liu, Wenli Huang, Bo Liu* and Congming Mu. Optimal mortgage contract with time-inconsistent preferences. European Journal of Finance 2019, 25: 1834-1855.
[10] Congming Mu, Anxing Wang and Jinqiang Yang*. Optimal capital structure with moral hazard. International Review of Economics & Finance 2017, 48: 326-338.
[11] Bo Liu, Lei lu*, Congming Mu and Jinqiang Yang. Time-inconsistent preferences, investment and asset pricing. Economics Letters 2016, 148: 48-52.
更多发表,请参考:
https://scholar.google.com.hk/citations?user=IJLOoSoAAAAJ&hl=zh-CN&oi=ao
(3)工作论文:
[1] Delong Li, Lei Lu, Congming Mu and Jinqiang Yang. Biased beliefs, costly external finance, and firm behavior.
[2] Congming Mu, Jinzhou Yan and Jinqiang Yang. Robust Risk Choice under High-Water Marks.