张志祥
教授,北京大学数学博士,美国约翰·霍普金斯大学经济学博士
https://ideas.repec.org/f/pzh371.html
地址: 中央财经大学中国经济与管理研究院
北京市海淀区学院南路39号(100081)
办公电话:(010)6228 8753
Email: zhangzhixiang [at] cufe.edu.cn
学历:
经济学博士(约翰霍普金斯大学)
数学博士(北京大学)
数学硕士/学士(北京师范大学)
研究兴趣:
博弈论,产业组织理论,数理经济学,行为经济学,金融经济学
工作经历:
中央财经大学中国经济与管理研究院教授2008---
新加坡国立大学数学系Visiting Fellow 2002-2004
西北大学凯洛格商学院Visiting Scholar 2000
北京大学概率统计系/数学学院助教/讲师1992-2002
著作:
“Information structures on a general state space: theory and application”, (with M A Khan and H Yu)
“Stochastic Optimal Growth in a Robinson-Solow-Srinivasan-type Model” in progress (with M A Khan)
“Inflation and growth: an inverted-U relationship”, (with Q He)
“Human capital accumulation and life-cycle earnings”, Annals of Economics and Finance, forthcoming (with B.Zhang)
“On the closed-graph property of the Nash equilibrium correspondence in a large game: Acomplete characterization”, Games and Economic Behavior 99(2016) 89-98.(with L.Qiao and H. Yu)
“On the centipede game with a social norm”, Mathematical Social Sciences 75 (2015) 16-19 (with M.A.Khan and H. Yu)
“代际利他主义倾向和资源产权制度对人口—资源系统的影响”, 华东经济管理 29 (2015) (与张博、刘庆、曹和平合作)
“Congestion with heterogeneous commuters”, Economic Modelling Vol. 29 (2012) 557-565 (with Y. An)
“Insider trading with public and shared information”, Economic Modelling Vol. 28 (2011) 1756-1762 (with H. Liu)
“Similarity of differential information with subjective prior beliefs”, Journal of Mathematical
Economics Vol. 44 (2008) 1024-1039 (with M. A. Khan, Y. Sun and R. Tourky)
“Pure strategy equilibria in games with private and public information”, Journal of
Mathematical Economics Vol. 43 (2007) 523-531 (with H. Fu, Y. Sun and N. C. Yannelis)
“Pure strategy equilibria in games with countable actions”, Journal of Mathematical
Economics Vol. 43 (2007) 192–200 (with H. Yu)
“Uncorrelatedness and orthogonality for vector-valued processes”, The Transaction of
American Mathematics Society, Vol. 356 (2004) 3209-3225 (with P. A. Loeb, H. Osswald
and Y. Sun)
“随机扰动间断动力系统的极限性质及其应用”, 数学的实践与认识, 32 (2002) 651–657
“A simple proof of a large deviation result”, 应用数学学报17 (2001) 326–331
“A steady result for the large deviation in SDEs with an application”, 数学进展30 (2001) 75-82
“扰动间断动力系统的极限”, 北京大学学报(自然科学版)36 (2000) 590-598
“一类非时齐间断系统的大偏差”, 数学进展 27 (1998) 166-174
授课:
高级微观理论
产业组织理论
常微分方程
动态优化
合同理论
经济数学
随机过程
信息经济学
动态资产定价理论
金融数学
用于金融的随机分析引论
概率统计
线性代数
生存模型