罗马不是一天建成的，上海可能是个意外

张慧冰(HAROLD ZHANG)在华人金融学者里也算很牛的了。

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
  张慧冰
 
 
 
 
 Professor of Finance
 
 
 
 School of Management
 
 
 
 University of Texas at Dallas
 
 
 
 Richardson, TX 75083
 
 
 
 Phone (972) 883 4777
 
 
 
 Email: harold.zhang@utdallas.edu
 
 
 
 
 
 Education
 
 
 
 
 
 Ph.D.          Economics,  Duke University,  1994
 
 
 
 
 
 B.S.E.         Ocean Engineering,  Shanghai Jiao Tong University,  1984
 
 
 
 
 
 Former Positions and Present Position
 
 
 
 
 
 Assistant Professor of Economics,  Graduate School of Industrial Administration, Carnegie Mellon University,    1994-2000
 
 
 
 
 
 Associate Professor of Finance,  Kenan-Flagler Business School, University of North Carolina at Chapel Hill,    2000-2005
 
 
 
 
                                       Professor of Finance, School of Management, University of Texas

                                       at Dallas, 2005-present
 
 
 
 
 Awards, Prizes, and Honors
 
 
 
 
 
 Fellow, TIAA-CREF Institute
TIAA-CREF Paul A. Samuelson Award for outstanding scholarly writing on lifelong financial security for the paper “Optimal Asset Location and Allocation with Taxable and Tax-Deferred Investing” published on the Journal of Finance, 2004 (joint with Robert Dammon and Chester Spatt).
Barclays Global Investors/Michael Brennan Runner-Up Award for the best paper published in volume 14 of the Review of Financial Studies for “Optimal Consumption and Investment with Capital Gains Taxes,” 2002 (joint with Robert Dammon and Chester Spatt).
Undergraduate Economics Teaching Award, Graduate School of Industrial Administration, Carnegie Mellon University, 1998.
BP America Research Chair, Graduate School of Industrial Administration, Carnegie Mellon University,  1995-1996.
 
 
 
 
 
 Publications
 
 
 
 
 
 Stock Returns and Volatility of Liquidity,” (Joao Pedro Pereira and Harold H. Zhang),  Journal of Financial and Quantitative Analysis, forthcoming.
 

Capital Gains Taxes and Asset Prices: Capitalization or Lock-in? (Zhonglan Dai, Edward Maydew, Douglas A. Shackelford, and Harold H. Zhang), Journal of Finance, 63, 709-742, 2008.
 

“Model Uncertainty, Limited Market Participation and Asset Prices,” (H. Henry Cao, Tan Wang and Harold H. Zhang),  Review of Financial Studies, 18, 1219-1251, 2005.
“External Habit and the Cyclicality of Expected Stock Returns,” (Thomas Tallarini, Jr. and Harold H. Zhang), Journal of Business, 78, 1023-1048, 2005.
“Optimal Consumption and Portfolio Choices with Risky Housing and Borrowing Constraints,” (Rui Yao and Harold H. Zhang), Review of Financial Studies, 18, 197-239, 2005.
 

Maximizing Long-Term Wealth Accumulation: It’s not just about “What” but also about “Where” to Make Them, (Robert Dammon, James Poterba, Chester Spatt, Harold H. Zhang), Research Dialogue 85, 2005.
Comment on ‘Household Portfolio Choices in Taxable and Tax-Deferred Accounts: Another Puzzle?’ (Harold H. Zhang), European Finance Review 7, 583-586, 2004.
“Optimal Asset Location and Allocation with Taxable and Tax-Deferred Investing,” (Robert M. Dammon, Chester S. Spatt and Harold H. Zhang), Journal of Finance 59, 2004. This paper is nominated for the 2004 Smith Breeden prize.
“Capital Gains Taxes and Portfolio Rebalancing,” (Robert M. Dammon, Chester S. Spatt and Harold H. Zhang), Research Dialogue, 75, 2003.
Upstream Intergenerational Transfers,” (Frank A. Sloan, Harold H. Zhang and Jingshu Wang), Southern Economic Journal, 69, 363-380, 2002.
“Optimal Consumption and Investment with Capital Gains Taxes,” (Robert M. Dammon, Chester S. Spatt and Harold H. Zhang), Review of Financial Studies, 14, 583-616, 2001 (lead article).
“Explaining Bond Returns in Heterogeneous Agents Models: The Importance of Higher Order Moments,” (Harold H. Zhang),  Journal of Economic Dynamics and Control, 24, 1381-1404, 2000 (lead article).
“Fixed Costs and Asset Market Participation,” (Amir Yaron and Harold H. Zhang),  Revista De Analisis Economico, 15, 89-109, 2000.
“An Investigation of the Risk and Return Relation at Long Horizons,” (Paul Harrison and Harold H. Zhang), Review of Economics and Statistics, 81, 399-408, 1999.
“Overparameterization in Seminonparametric Density Estimation,” (Ming Liu and Harold H. Zhang),  Economics Letters, 60, 11-18. 1998.
“Endogenous Borrowing Constraints with Incomplete Markets,” (Harold H. Zhang), Journal of Finance, 52, 2187-2209, 1997.
“Endogenous Short Sale Constraint, Stock Prices and Output Cycles,” (Harold H. Zhang), Macroeconomic Dynamics, 1, 228-254, 1997 (inaugural issue).
“Volume, Volatility, and Leverage: A Dynamic Analysis,” (George Tauchen, Harold Zhang, and Ming Liu), Journal of Econometrics, 74, 177-208, 1996.
 

 Working Papers
 
 

 Financial Networks and Trading in Emerging Bond Markets, (Geoffrey Booth, Umit Gurun and Harold H. Zhang).
“Capital Gains Taxes and Stock Return Volatility: Evidence from the Taxpayer Relief Act of 1997, (Zhonglan Dai, Doug Shackelford and Harold H. Zhang), Second round at the Accounting Review.
“Diversification and Capital Gains Taxes with Multiple Risky Assets,” (Robert M. Dammon, Chester S. Spatt and Harold H. Zhang), Revise and resubmit for the Journal of Financial Economics.
“Fear of the Unknown: Familiarity and Economic Decisions,” (H. Henry Cao, Bing Han, David Hirshleifer and Harold H. Zhang).
“Optimal Life-Cycle Asset Allocation with Housing as Collateral,” (Rui Yao and Harold H. Zhang), Revise and resubmit for the Journal of Financial and Quantitative Analysis.
“Momentum and Contrarian Profits and Macroeconomic Fundamentals,” (Ming Liu, Harold H. Zhang, and Xingting Fan).
“Taxes, Estate Planning and Financial Theory: New Insights and Perspectives,” (Robert M. Dammon, Chester S. Spatt and Harold H. Zhang)
 
 

 Editorial Roles on Publications
 
 

 Associate Editor   Journal of Business & Economic Statistics, January 2000 to December 2006
Associate Editor   Journal of Financial Econometrics, January 2005 to present
Referee                American Economic Review
Referee                European Finance Review
Referee                Journal of Finance
Referee                Journal of Econometrics
Referee                Journal of Financial and Quantitative Analysis
Referee                Journal of Economic Dynamics and Control
Referee                Journal of Futures Markets
Referee                Management Science
Referee                Mathematical Finance
Referee                Review of Finance
Referee                Review of Financial Studies
Referee                Review of Quantitative Finance and Accounting
Referee                Southern Economic Journal
 
 

 Grants and Contracts
 
 

 Taxes, Estate Planning and Financial Theory: New Insights and Perspectives, The Institute for Quantitative Research in Finance (Q-Group), 2002,  $12,500  (joint with Robert Dammon and Chester Spatt).
Taxes, Estate Planning and Financial Theory: New Insights and Perspectives, Teachers Insurance and Annuity Association-College Retirement Equities Fund, 2002, $30,000 (joint with Robert Dammon and Chester Spatt).
Diversification and Capital Gains Taxes with Multiple Risky Assets, Teachers Insurance and Annuity Association-College Retirement Equities Fund, 2001, $30,000 (joint with Robert Dammon and Chester Spatt).
Optimal Asset Location and Allocation with Taxable and Tax-Deferred Investing, Teachers Insurance and Annuity Association-College Retirement Equities Fund, 2000, $30,000 (joint with Robert Dammon and Chester Spatt).
Optimal Portfolio Choice and Consumption with Capital Gains Taxes, Teachers Insurance and Annuity Association-College Retirement Equities Fund, 1999, $29,889 (joint with Robert Dammon and Chester Spatt).
Carnegie Mellon Faculty Development Fund, 1998-1999, $5,400.
 
 

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