劉民，美國杜克大學經濟學博士，現任深圳高等金融研究院副院長、 香港中文大學（深圳）金融學理學碩士項目主任、香港中文大學金融學MBA課程主任。
基本介紹
- 中文名：劉民
- 職業：教授
- 畢業院校：美國杜克大學
- 學位/學歷：博士
- 職務：深圳高等金融研究副院長
- 性別：男
人物簡介,學術著作,
人物簡介
劉民教授1996年畢業於杜克大學，他先後在多種經濟及金融雜誌發表過各類關於金融、經濟等研究主題的論文。劉民教授目前任職深圳高等金融研究副院長、 香港中文大學（深圳）金融學理學碩士主任、香港中文大學金融學MBA課程主任。
學術著作
1.Chow, Ying Foon, Liu, Ming, Fan, X.T., 2008, Broad-Market Return Persistence and Momentum Profitsh . Mathematics and Computers in Simulation 78, 181–188
2.Liu, Ming, Fan, Xinting, 2008, Sorting, Firm Characteristics, and Time-Varying Risk: An Econometric Analysis . Journal of Financial Econometrics, 6, 49-86
3.Liu, Ming, 2003, The Value of Mortgage Tenor Feature in Hong Kong . Pacific Basin Finance Journal, 11:1
4.Chow, Ying Foon, Liu, Ming, 2003, The Value of Variable-Tenor Mortgage Feature in Hong Kong . Pacific Basin Finance Journal, Vol. 11
5.Liu, Ming, Chiang, R., Chow, Y., 2002, How Do Mortgage Spreads Vary with Individual Characteristics . Journal of Real Estate Finance and Economics
6.Chow, Ying Foon, Chiang, R., Liu, Ming, 2002, Residential Mortgage Lending and Borrower Risk: The Relationship Between Mortgage Spreads and Invididual Characteristics . Journal of Real Estate Finance and Economics, Vol. 25
7.Liu, Ming, 2000, Modeling Stock Market Volatility . Journal of Econometrics, 99, 139-171
8.Liu, Ming, An, M., 2000, Solving Initial Conditions Problem with Indirect Inference . Review of Economics and Statistics, 82, 656-667
9.Chow, Ying Foon, Huang, C., Liu, Ming, 2000, Valuation of Adjustable Rate Mortgages with Automatic Maturity Stretching . Journal of Banking and Finance 24, 1809–1829
10.Liu, Ming, Chow, Ying Foon, Huang, C., 2000, Valuation of the Variable Tenor Mortgage Loans .Journal of Banking and Finance, 24, 1809-1829
11.Huang, Charles, Wong, Sharon, Tang, Don, Liu, Ming, 1999, Hong Kong Residential Mortgage Prepayment Analysis and Modeling. . The Journal of Fixed Income, pp.55-65
12.Liu, Ming, Chow, Ying Foon, 1999, Long Swing with Memory and Stock Market Fluctuation .Journal of Financial and Quantitative Analysis, 34, 341-367
13.He, Jia, Liu, Ming, 1998, Mortgage Prepayment Behavior in a Market with ARMs only . Journal of the Asian Real Estate Society, 1, 64-80
