基本介紹
- 中文名：張順明
- 畢業院校：中國科學院
- 學位/學歷：博士
- 專業方向：數理經濟學，金融經濟學，金融工程，現代金融決策理論等
人物經歷,科研方向,學術成果,研究項目,學術獎勵,
人物經歷
教育背景
1993年09月－1996年07月中國科學院系統科學研究所，系統理論(數理經濟學)博士1990年09月－1993年07月中國科學院系統科學研究所，套用數學(數理經濟學)碩士
1984年09月－1988年06月華中師範大學數學系，數學學士
工作經歷
2009年09月至今中國人民大學財政金融學院金融經濟學教授2006年09月－2009年08月廈門大學經濟學院金融經濟學教授
2005年08月－2006年09月紐西蘭惠靈頓維多利亞大學經濟金融學院研究員
2000年09月－2005年08月加拿大西安大略大學經濟學系訪問教授和博士後研究員
1996年08月－2000年09月清華大學經濟管理學院金融系金融經濟學講師和副教授
1988年06月－1990年09月湖北文理學院(原襄陽師範高等專科學校)數學系教師
學術和社會兼職
中國系統工程學會常務理事(兼系統理論專業委員會委員)
中國運籌學會金融工程與風險管理分會常務理事
中國交叉科學學會金融量化分析與計算專業委員會副主任
中國優選法統籌法與經濟數學研究會會員
北京經濟數學學會副理事長
寧波金融量化分析與計算研究中心學術顧問委員會委員
陝西省數量經濟研究中心學術委員會委員兼高級研究員
《系統工程理論與實踐》編輯委員會委員
《經濟數學》編輯委員會委員
國際雜誌審稿
Annals of Economics and Finance, Asia-Pacific Journal of Operational Research, B.E. Journal of Theoretical Economics, China Agricultural Economic Review, Economic Modelling, Energy Economics, Energy Policy, European Journal of Operational Research, Future Generation Computer Systems, IIE Transactions, Insurance: Mathematics and Economics, International Journal of Information Technology and Decision Making, Journal of Banking and Finance, Journal of Global Optimization, Journal of International Economics, Journal of International Trade and Economic Development, Journal of Mathematical Analysis and Applications, Journal of Policy Modeling, Letters in Spatial and Resource Sciences, Omega, The International Journal of Management Science, Quantitative Finance, Theoretical Computer Science, World Economy
講授課程金融經濟學，金融風險管理，資產定價與風險管理，金融衍生產品，現代金融決策理論，高級個體經濟學，數理金融–動態資產定價理論，隨機過程，經濟與金融學隨機方法，保險與精算技術教學成果和榮譽2013年12月中國人民大學優秀班主任2012年06月中國人民大學財政金融學院優秀畢業生指導教師
2011年06月中國人民大學財政金融學院優秀畢業生指導教師
科研方向
數理經濟學，金融經濟學，金融工程，現代金融決策理論，經濟理論和經濟政策代表性學術成果
學術成果
教材
張順明 趙 華，金融經濟學，2010，首都經濟貿易大學出版社
潘吉勛 張順明，經濟均衡的數學原理，1997，吉林大學出版社
代表性論文
[2014] 王 暉、張順明、周 睿和王彥一(2014)，個人收入稅和消費稅政策分析—-基於CGE視角，《系統工程理論與實踐》，即將發表
[2014] Jiangfeng Li, Weifang Liu and Shunming Zhang (2014), The Risk Averse Newsvendor Problem from Rank-Dependent Expected Utility Approach, International Journal of Operational Research, September 2014, Volume 20, Number 3, Page 262-282
[2014] John Whalley and Shunming Zhang (2014), Parametric Persistence of Multiple Equilibria in an Economy Directly Calibrated to 5 Equilibria, Economic Modelling, August 2014, Volume 41, Number 1, Page 356-364 (SSCI). Impact Factor: 0.736
[2014] 程 鋮、石曉軍和張順明(2014)，基於Esscher變換的巨災指數期權定價與數值模擬，《中國管理科學》，2014年, 第22卷, 第1期，第20－28頁
[2014] Hui Huang and Shunming Zhang (2014), The Fundamental Theorem of Asset Pricing with Either Frictionless Or Frictional Security Markets, Journal of Mathematical Finance, December 2014, Volume 4, Number 4, Page 123-134.
[2014] Xiaojun Shi and Shunming Zhang (2014), Trade Credit: The Interaction of Financing, Operations, Marketing and Default Risk, Review of Managerial Science, March 2014, Volume 8, Issue 2, Page 225-248 (SSCI). Impact Factor: 0.345
[2013] Jiangfeng Li, Qiong Wu, Zhiqiang Ye and Shunming Zhang (2013), Pessimistic Portfolio Choice with One Safe and One Risky Asset and Right Monotone Probability Difference order, Mathematical Problems in Engineering, November 2013, Volume 2013, Article ID 784275, 10 Pages (SCI). Impact Factor: 1.082[2013] 石曉軍、張順明和Hiroshi Tsuji (2013)，激勵相容框架下嵌入觸發期權的軟體外包付款契約設計，《系統工程理論與實踐》，2013年, 第33卷, 第11期，第2822-2830頁
[2013] Raymond Riezman, John Whalley and Shunming Zhang (2013), Metrics Capturing the Degree to Which Individual Economies Are Globalized, Applied Economics, December 2013, Volume 45, Issue 36, Pages 5046-5061 (SSCI). Impact Factor: 0.518
[2013] 張順明和余 軍 (2013)，國有企業所得稅與績效目標的福利效應，《數量經濟技術經濟研究》,2013年, 第30卷, 第05期，第3-17頁
[2013] Jingjing Ji, Zhiqiang Ye and Shunming Zhang (2013), Welfare Analysis on Optimal Enterprise Tax Rate in China, Economic Modelling, July 2013, Volume 34, Issue 1, Pages 149-158 (SSCI). Impact Factor: 0.736
[2013] Zhuming Chen, Huali Yang and Shunming Zhang (2013), Pricing for Corporate Property Rights Transfer with Stochastic Markets, Journal of Systems Science and Systems Engineering, March 2013, Volume 22, Number 1, Pages 52-72 (SCI). Impact Factor: 0.736
[2013] 張順明、葉志強和李江峰(2013)，我國製造業企業所得稅最優稅率研究—基於CGE技術分析，《系統工程理論與實踐》，2013年, 第33卷, 第04期，第840-852頁
[2013] Hui Huang, John Whalley and Shunming Zhang (2013), Multiple Nash Equilibria in Tariff Games, Applied Economics Letters, February 2013, Volume 20, Issue 4, Pages 332-342 (SSCI). Impact Factor: 0.265
[2012] 王 磊、葉志強、孔東民和張順明(2012)，投資者關注與盈餘公告周一效應, 《金融研究》，2012年, 第34卷, 第11期，第193-206頁
[2012] Hui Huang, John Whalley and Shunming Zhang (2012), Exploring Policy Options in Joint Intertemporal-Spatial Trade Models Using an Incomplete Markets Approach, in General Equilibrium Global Trade Models (Edited by John Whalley), 2012, World Scientific Publishing Co.
[2012] Yao Li, John Whalley, Shunming Zhang and Xiliang Zhao (2012), The Higher Educational Transformation of China and Its Global Implications, in The Globalisation of Higher Education (Edited by Christine T. Ennew and David Greenaway), 2012, Palgrave MacMillan, Hampshire, UK, Pages 135-162
[2012] Hui Huang, Xiaojun Shi and Shunming Zhang (2012), Constructing Examples with 5 Equilibria for Symmetric 3×2 CES/ LES Pure Exchange Economies, Acta Mathematica Scientia, November 2012, Volume 32B, Number 6, Pages 2411-2430 (SCI). Impact Factor: 0.620
[2012] Hui Huang, Yiming Wang, John Whalley and Shunming Zhang (2012), A Simple Trade Model with An Optimal Exchange Rate Motivated by Current Discussion of A Chinese Renminbi Float, Modern Economy, September 2012, Volume 3, Number 5, Pages 526-533
[2012] Xiaojun Shi and Shunming Zhang (2012), In Search of Redistribution-Effective Carbon Tax Regime, Computers and Industrial Engineering, November 2012, Volume 63, Number 3, Pages 717-728 (SCI). Impact Factor: 1.690
[2012] Xiaojun Shi, Hiroshi Tsuji and Shunming Zhang (2012), Introducing Heterogeneity of Managers’ Attitude into Behavioral Risk Scoring for Software Offshoring, Systems Research and Behavioral Science, July / August 2012, Volume 29, Number 4, Pages 299-316 (SCI and SSCI). Impact Factor: 0.474
[2012] John Whalley, Jun Yu and Shunming Zhang (2012), Trade Retaliation in a Monetary-Trade Model, Global Economy Journal, 2012, Volume 12, Issue 1, Article 2
[2011] John Whalley and Shunming Zhang (2011), Modelling State-Owned Enterprise Behavioural Responses to Trade Reforms: Some Analytics and Numerical Simulation Results Using Chinese Data, in China’s Integration into the World Economy, Edited by John Whalley (2011) World Scientific Press, Pages 361-390
[2011] John Whalley and Shunming Zhang (2011), A Numerical Simulation Analysis of Labour Mobility (Hukou) Restrictions in China, in China’s Integration into the World Economy, Edited by John Whalley (2011), World Scientific Press, Pages 295-324
[2011] 葉志強、陳習定和張順明(2011)，我國定期存貸款利率隱含波動率研究—基於無模型隱含波動率分析, 《管理科學學報》，2011年, 第14卷, 第09期，第67-76頁
[2011] Hui Huang and Shunming Zhang (2011), The Distorted Theory of Rank-Dependent Expected Utility, Annals of Economics and Finance, 2011, Volume 12, Issue 2, Page 233-263 (SSCI). Impact Factor: 0.470
[2011] Yitao Jiang, Xiaojun Shi, Shunming Zhang and Jingjing Ji (2011), The Threshold Effect of High-level Human Capital Investment on China’s Urban-Rural Income Gap, China Agricultural Economic Review, 2011, Volume 3, Issue 3, Pages 297-320 (SSCI and SCI). 2012 Impact Factor: 0.540
[2011] John Whalley and Shunming Zhang (2011), Tax Induced Multiple Equilibria, Applied Economics Letters, , 2011, Volume 18, Number 15, Pages 1469-1477 (SSCI). Impact Factor: 0.265
[2011] Hui Huang, Xiaojun Shi and Shunming Zhang (2011), Counter-Cyclical Substitution between Trade Credit and Bank Credit, Journal of Banking and Finance, 2011, Volume 35, Number 8, Pages 1859-1878 (SSCI). Impact Factor: 1.362
[2011] Raymond Riezman, John Whalley and Shunming Zhang (2011), Distance Measures between Free Trade and Autarky for the World Economy, Economic Modelling, 2011, Volume 28, Issue 4, Page 2000-2012 (SSCI). Impact Factor: 0.736
[2011] Jun Yu and Shunming Zhang (2011), Optimal Trade Policy in Tariff Games with Inside Money, Economic Modelling, 2011, Volume 28, Issue 4, Page 1604-1614 (SSCI). Impact Factor: 0.736
[2011] Zhuming Chen and Shunming Zhang (2011), Optimal Timing and Equilibrium Price for SOE Property Rights Transfer under Imperfect Information, International Journal of Information Technology and Decision Making, 2011, Volume 10, Issue 2, Page 353-372 (SSCI and SCI). 2010 Impact Factor: 1.890
[2011] Yao Li, John Whalley, Shunming Zhang and Xiliang Zhao (2011), The Higher Educational Transformation of China and Its Global Implications, The World Economy, 2011, Volume 34, Issue 4, Pages 516-545 (SSCI). Impact Factor: 0.760
[2011] 葉志強、陳習定和張順明(2011)，金融發展能減少城鄉收入差距嗎？—-來自中國的證據, 《金融研究》，2011年, 第33卷, 第2期，第42-56頁
[2011] John Whalley and Shunming Zhang (2011), On the Arbitrariness of Consumption, Applied Economics Letters 2011, Volume 18, Number 4, Pages 301-304 (SSCI). Impact Factor: 0.265
[2011] Xiaojun Shi, Hiroshi Tsuji and Shunming Zhang (2011), Eliciting Experts’ Perceived Risk of Software Offshore Outsourcing Incorporating Individual Heterogeneity, Expert Systems with Applications, 2011, Volume 38, Number 3, Pages 2283-2291 (SCI and SSCI). Impact Factor: 1.965
[2010] 石曉軍和張順明 (2010)，經濟周期中商業信用與銀行借款替代行為研究，《管理科學學報》，2010年, 第13卷，第12期，第10-22頁
[2010] Xiaojun Shi and Shunming Zhang (2010), Exploring Multiple Equilibria for Symmetric 2×2 CES / LES Pure Exchange Economies, Applied Mathematics – A Journal of Chinese Universities, 2010, Volume 25 (B), Number 2, Pages 137-154 (SCI). 2012 Impact Factor: 0.273
[2010] Xiaojun Shi and Shunming Zhang (2010), An Incentive-Compatible Decision on Trade Credit Term Considering Default Risk, European Journal of Operational Research, 2010, Volume 206, Number 1, Pages 178-196 (SCI and SSCI). Impact Factor: 1.843
[2010] 石曉軍和張順明 (2010)，商業信用、融資約束及效率影響——基於中國上市公司的實證研究，《經濟研究》，2010年, 第45卷，第1期，第102-114頁
[2009] 石曉軍、張順明和李 傑 (2009)，商業信用對信貸政策的抵消作用是反周期的嗎？來自中國的證據，《經濟學季刊》，2009年, 第9卷，第1期，第213-236頁
[2009] Hui Huang, John Whalley and Shunming Zhang (2009), Exploring Policy Options in Joint Intertemporal-Spatial Trade Models Using an Incomplete Markets Approach, Economic Theory, 2009, Volume 41, Number 1, Pages 131-145 (SSCI). 2012 Impact Factor: 1.814
[2009] 張順明和余 軍 (2009)，內部貨幣與我國最優關稅政策研究，《經濟研究》，2009年, 第44卷，第2期，第18-31頁
[2008] 石曉軍、張順明和朱芳菲 (2008), 多因素視角下商業信用期限決策的雙層規劃模型與實證研究, 《中國管理科學》, 2008年, 第16卷, 第6期，第112－122頁
[2007] John Whalley and Shunming Zhang (2007), A Numerical Simulation Analysis of Labour Mobility (Hukou) Restrictions in China, Journal of Development Economics, 2007, Volume 83, Issue 2, Pages 391-410 (SSCI). Impact Factor: 2.411
[2006] Housheng Chen, Xiaotie Deng, Ping Li and Shunming Zhang (2006), On Default Correlation and Pricing of Collateralized Debt Obligation by Copula Functions, International Journal of Information Technology and Decision Making, 2006, Volume 5, Number 3, Page 483-493 (SCI). 2010 Impact Factor: 1.890
[2006] Xiaotie Deng, Yonggeng Gu, Shouyang Wang and Shunming Zhang (2006), On Convergence of a Semi-analytical Method for American Option Pricing, Journal of Mathematical Analysis and Applications, 2006, Volume 313, Issue 1, Pages 353-365 (SCI). Impact Factor: 1.119
[2005] John Whalley and Shunming Zhang (2005), VAT Base Broadening When the Location of Some Consumption is Mobile, Economics Letters, 2005, Volume 87, Issue 2, Pages 199-205 (SSCI). Impact Factor: 0.457
[2004] Xiaotie Deng and Shunming Zhang (2004), On the First Fundamental Theorems of Asset Pricing in General State Space, Chinese Journal of Economic Theory, 2004, Volume 1, Number 2
[2004] Xiaotie Deng, Chunlei Xu and Shunming Zhang (2004), Dynamic Arbitrage-free Asset Pricing with Proportional Transaction Costs, in Progress in Economics Research, Volume 7 (Edited by Albert Tavidze), 2004, Pages 95-111
[2004] Hui Huang and Shunming Zhang (2004), Propositions of Five Equilibria Examples for 3X2 CES / LES Pure Exchange Economies, International Journal of Information Technology and Decision Making, 2004, Volume 3, Number 4, Page 583-604 (SCI). 2010 Impact Factor: 1.890
[2004] Shunming Zhang, Shouyang Wang and Xiaotie Deng (2004), Portfolio Frontier with Different Interest Rates for Borrowing and Lending, Journal of Global Optimization, 2004, Volume 28, Number 1, Page 67-95 (SCI). 2012 Impact Factor: 1.355
[2002] Shunming Zhang, Chunlei Xu and Xiaotie Deng (2002), Dynamic Arbitrage-free Asset Pricing with Proportional Transaction Costs, Mathematical Finance, 2002, Volume 12, Number 1, Page 89-97 (SSCI and SCI). Impact Factor: 1.348
[2001] Shunming Zhang (2001), Discrete-time Stochastic Equilibrium with Infinite Horizon Incomplete Markets, Applied Mathematics – A Journal of Chinese Universities, 2001, Volume 16 (B), Number 2, Pages 203-218 (SCI). 2012 Impact Factor: 0.273
[2000] Xiaotie Deng and Shunming Zhang (2000), On the First Fundamental Theorems of Asset Pricing in General State Space without and with Transaction Costs, Intelligent Data Engineering and Automate Learning – IDEAL, 2000, Page 551-558 (SCI)
[1999] Shunming Zhang (1999), Existence of General Equilibrium for Stochastic Economy with Infinite-dimensional Commodity Space and Incomplete Asset Markets, Applied Mathematics – A Journal of Chinese Universities, 1999, Volume 14(B), Number 2, Page 177-190 (SCI). 2012 Impact Factor: 0.273
[1999] Shunming Zhang and Zaihua Liu (1999), General Black-Scholes Model of Security Valuation, Acta Mathematica Scientia, 1999, Volume 19, Number 3, Pages 279-288 (SCI). Impact Factor: 0.620
[1998] Shunming Zhang (1998), Existence of General Monetary Equilibrium, Asia-Pacific Journal of Operational Research, 1998, Volume 15, Number 2, Page 203-224 (SCI). Impact Factor: 0.300
[1998] Shunming Zhang and Yuyun Wang (1998), Finite Horizon Arbitrage-free Security Markets, Acta Mathematica Scientia, 1998, Volume 18, Number 2, Pages 203-211 (SCI). Impact Factor: 0.620
[1998] Shunming Zhang (1998), Existence of General Equilibrium for Stochastic Economy with Incomplete Financial Markets, Applied Mathematics – A Journal of Chinese Universities, 1998, Volume 13(B), Number 1, Page 77-94 (SCI). 2012 Impact Factor: 0.273
[1997] Shunming Zhang (1997), Extensions of Farkas-Minkowski’s Lemma and Stiemke’s Lemma in the Space l, Tsinghua Science and Technology, 1997, Volume 2, Number 4, Pages 856-860
[1996] Shunming Zhang (1996), Extension of Stiemke’s Lemma and Equilibrium in Economy with Infinite-dimensional Commodity Space and Incomplete Markets, Journal of Mathematical Economics, 1996, Volume 26, Number 2, Page 249-268 (SSCI and SCI). Impact Factor: 0.496
NBER Working Papers
[2008] Yao Li, John Whalley, Shunming Zhang and Xiliang Zhao (2008), The Higher Educational Transformation of China and Its Global Implications, 2007, NBER working Paper 13849 (Issued on March 2008) and CIGI Policy Brief 3 (June 2008).
[2006] John Whalley and Shunming Zhang (2006), Modelling State-Owned Enterprise Behavioural Responses to Trade Reforms: Some Analytics and Numerical Simulation Results Using Chinese Data, NBER Working Paper No. 12780 (Issued on December 2006).
[2004] John Whalley and Shunming Zhang (2004), Inequality Change in China and (Hukou) Labour Mobility Restrictions, NBER Working Paper No. 10683 (Issued on August 2004).
CESifo Working Papers
[2009] John Whalley and Shunming Zhang (2009), On the Arbitrariness of Consumption in a Pure Marriage-Shopping Mall Model, CESifo Working Paper No. 2566, February 2009.
[2009] John Whalley, Jun Yu and Shunming Zhang (2009), Trade Retaliation in a Monetary-Trade Model, CESifo Working Paper No. 2526, January 2009.
[2005] Hui Huang, Yi Wang, Yiming Wang (2005), John Whalley and Shunming Zhang, A Trade Model with An Optimal Exchange Rate Motivated by Current Discussion of A Chinese Renminbi Float, The Area conference on Global Economy, CES-ifo, Munich, Germany (December 10 – 11, 2004), and CESifo Working Paper No. 1471, May 2005.
[2005] Hui Huang, John Whalley and Shunming Zhang (2005), Trade Liberalization in a Joint Spatial Inter-Temporal Trade Model, The Area conference on Global Economy, CES-ifo, Munich, Germany, January 2004, and CESifo Working Paper No. 1463 (Category 7: Trade Policy), May 2005.
[2005] Raymond Riezman, John Whalley and Shunming Zhang (2005), Metrics Capturing The Degree to Which Individual Economies Are Globalized, CES-ifo Workshop on “Dissecting Globalization” (Venice Summer Institute), July 21-22, 2004, and CESifo Working Paper No. 1450 (Category 7: Trade Policy), April 2005.
研究項目
[2013] 2013年01月–2016年12月國家自然科學基金面上項目 “私有內部信息條件下的兩階段做市定價規則研究” (56.0萬元，批准號：71273271)
[2012] 2012年07月–2015年06月國家社會科學基金重點項目(張成思主持) “經濟結構調整中的通脹預期管理研究” (25.0萬元，批准號：12AZD058)
[2009] 2009年01月–2012年12月國家傑出青年科學基金“金融決策理論與行為金融研究” (140.0萬元，批准號：70825003)
[2008] 2008年01月–2010年12月教育部人文社會科學重點研究基地重大項目(陳建寶主持) “我國地區間收入分配差異與勞動力轉移的經濟成長效應分析” (20.0萬元，批准號：07JJD790145)
[2007] 2007年07月–2010年06月國家社會科學基金重點項目“國際貿易對中國經濟成長的影響” (13.0萬元，批准號：07AJL002)
[2006] 2006年09月–2009年08月廈門大學王亞南經濟學特聘教授研究基金 (50.0萬元)
[2001] 2001年01月–2003年12月國家自然科學基金青年基金“具有摩擦資產市場無套利資產定價分析” (14.0萬元，批准號：70003002)
[1998] 1998年01月–1999年12月清華大學小林實經濟研究基金 (2.5萬元)
[1997] 1997年07月–2001年07月國家自然科學基金“九五”重大項目(彭實戈主持) “金融數學、金融工程及金融管理” (400.0萬元，批准號：79790130)
學術獎勵
2013年02月中華人民共和國國務院政府特殊津貼2009年12月教育部直屬高等學校“新世紀百千萬人才工程”國家級人選
2009年09月教育部高等學校科學研究優秀成果獎(人文社會科學)經濟學三等獎
2008年09月國家傑出青年科學基金獲得者
1996年11月中國科學院院長獎學金一等獎
