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齐岳教授

[作者:mpacc  来源:南开大学MPAcc中心  时间:2009-04-17  阅读:次]
姓    名
齐岳
性 别
民族
汉族
 
最后学位
博士,美国佐治亚大学
职 称
 
教授、博士生导师
职    务
 
研究方向
投资组合管理、基金管理、资产定价模型、公司财务学、金融工程
教    学
从事研究生和本科生教学,现指导7名硕士研究生
指导方向
投资组合管理、基金管理、资产定价模型、公司财务学、金融工程
实务
工作
经历
⑴ 讲授投资学,研究生课程,南开大学,2008年2月至今
⑵ 讲授金融学通论、证券市场与投资,本科生课程,南开大学,2008年2月至今
⑶ 讲授投资组合理论和投资组合管理,金融工程硕士、MBA、EMBA课程,摩纳哥国际大学,2006年秋季
⑷ 讲授金融数学,研究生课程,佐治亚大学,2002年春季
⑸ 讲授金融数学,本科生课程,佐治亚大学,2002年春季
奖励
⑴Dissertation Completion Award, Graduate School, University of Georgia 2002-2003
⑵Scholarship, International Summer School on Multiple Criteria Decision Aid, University of Montreal, Canada, May, 2003
⑶Teaching/Research Assistantship, University of Georgia 2003-2004 and 1998-2002
⑷Comer Fellowship, Terry College of Business, University of Georgia 1998-1999
 
齐岳,《投资组合管理:创新与突破》,经济科学出版社,2007年8月
 
⑴ Qi, Y., Hirschberger, M. and Steuer, R. E. (2007), The Techniques and Software Situation for Computing Efficient Frontiers in Large-scale Portfolio Selection, Information Systems and Operational Research
Journal, forthcoming
⑵ Qi, Y., Hirschberger, M. and Steuer, R. E. (2007), Computational Extensions of Portfolio Optimization and Implication to Mean-variance Efficiency and Diversification Contradiction, Proceedings of 39th Euro
Working Group on Financial Modeling,forthcoming
⑶ Hirschberger, M., Qi, Y. and Steuer, R. E. (2007), Randomly Generating Portfolio-Selection Covariance Matrices with Specified Distributional Characteristics, European Journal of Operational Research, Vol. 177, No. 3, pp. 1610-1625
⑷ Steuer, R. E., Qi, Y. and Hirschberger, M. (2007), Suitable Portfolio Investors, Nondominated Frontier Sensitivity, and Effects of Multiple Objectives on Portfolio Selection, Annals of Operations Research, Issue on Financial Optimization, Vol. 152, No. 1, pp. 297-317
⑸ Qi, Yingfeng, Li, Li, Huang, Fuguang, and Qi, Yue (2007), How Do China's Enterprises Invest and Finance? Proceedings of Financial Management Association 17th Asian Conference, Auckland, New Zealand 2006
⑹ Steuer, R. E., Qi, Y. and Hirschberger, M. (2006), Portfolio Optimization: New Capabilities and Future Methods,
Zeitschrift fur Betriebswirtschaft (Journal of Business Administration, Germany), Vol. 76, No. 2, pp.199-219
⑺ Steuer, R. E., Qi, Y. and Hirschberger, M. (2006), Portfolio Selection in the Presence of Multiple Criteria, In Zopounidis, C. and Doumpos, M. and Pardalos, P. M. (Eds.), Handbook of Financial Engineering, Springer
Verlag, Berlin, forthcoming
⑻ Steuer, R. E., Qi, Y. and Hirschberger, M. (2006), Developments in Multi-Attribute Portfolio Selection, In Trzaskalik, T. (Ed.), Multiple Criteria Decision Making '05, Karol Adamiecki University of Economics in Katowice, pp. 251-262
⑼ Steuer, R. E., Qi, Y. and Hirschberger, M. (2005), Multiple Objectives in Portfolio Selection, Journal of Financial Decision Making, Vol. 1, No. 1, pp. 5-20
 
⑴ Generating Covariance Matrices with Realistic Distributional Characteristics and Implications to Portfolio Selection and Portfolio Management, the 2007 Annual Meeting of Financial Management Association International, Orlando, USA, October 17-21, 2007
⑵ Computational Extensions of Portfolio Optimization and Implication to Mean-variance Efficiency and Diversification Contradiction, North American Economics and Finance Association 2007 Summer Meeting, Seattle, USA, June 29-July 3, 2007
⑶ The Techniques and Software Situation for Computing Efficient Frontiers in Large-Scale Portfolio Selection, Third International Conference on Hedge Funds, Montreal, Canada, May 6-8, 2007
⑷ Generalizing the Computation of Efficient Frontiers to Efficient Surfaces in Multiple Criteria Portfolio Selection, Second International Workshop on Multi-Attribute Portfolio Selection, Montreal, Canada, May 6-8, 2007
⑸ Computational Extensions of Portfolio Optimization and Implication to Mean-variance Efficiency and Diversification Contradiction, 39th Euro Working Group on Financial modeling, Sophia Antipolis, France, November 16-18, 2006
⑹ How Do China's Enterprises Invest and Finance? Financial Management Association 17th Asian Conference, Auckland, New Zea-land, July 2-5, 2006
⑺ A Capability to Compute Efficient Frontiers and Surfaces in Mean-Variance and Multiple Objective Portfolio Optimization, 23rd International Conference on Financial Engineering, University of Florida, USA, March 22-24, 2006
·上篇新闻:齐寅峰教授
·下篇新闻:黄福广教授
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