Shengbo Zhu Depart.:Finance Academic Title:Assistant Professor Tel:010-82500585 Email:zhushengbo@rmbs.ruc.edu.cn

Relevant Links
Overview

Education

Aug. 2014 – Aug. 2020,  Ph. D. in Economics, Pennsylvania State University

Sep. 2012 – Jun. 2014,  Master in Economics, Renmin University of China

Sep. 2008 – Jun. 2012, Bachelor in Economics, Renmin University of China


Work Experience

Aug. 2021 – Now, Assistant Professor, Department of Finance, School of Business, Renmin University of China

Research Interests

Financial Economics, Machine Learning, FinTech, Econometrics, Digital Economy

Courses

SAS and Its Applications (Graduate)

Publications

Selected Academic Articles

Working papers:

1. Markovian Quasi-Maximum Likelihood Estimation, with A. Ronald Gallant

2. Why Does the Recovery Theorem Not Work Empirically? A Martingale-Based Explanation

3. General Implied Processes and Direct Implementation of the Fundamental Theorem of Asset Pricing 


Selected Presentations at Academic Meetings

1. General Implied Processes and Direct Implementation of the Fundamental Theorem of Asset Pricing , 2021 China Meeting of Econometric Societys

RMBS made the Top-50 list of MBA,
EMBA and EE programs——The Financial Times

Renmin University of China

@Business School, Renmin University of China 京ICP备05066828号-1