博士西南财经大学统计学院
教师简介

范国斌,博士。2000.09-2004.07:电子科技大学经济与管理学院;国际经济与贸易专业,经济学学士;2005.09-2007.07:电子科技大学经济与管理学院;数量经济学专业硕士:升“硕博连读”;2007.09-2012.06:电子科技大学经济与管理学院;管理科学与工程专业,管理学博士学位。2012年9月西南财经大学入职。主要研究领域:金融市场计量、Copula理论及应用、金融投资与风险管理
研究成果:
1.Guobin Fan, Yong Zeng. The timing of portfolio adjustment: A regime- switching approach. International Journal of Information Technology & Decision Making (SCI检索期刊) , 2012, 11(5): 909-933.
2.Guobin Fan, Yong Zeng, Woon K. Wong. Decomposition of portfolio VaR and Expected Shortfall based on multivariate Copula simulation.International Journal of Management Science and Engineering Management,2012,7(2):153-160.
3.Woon K. Wong, Guobin Fan, Yong Zeng. Capturing tail risk beyond VaR. Review of Pacific Basin Financial Markets and Policies, 2012, 15(3): 1250015 (25 pages), DOI: 10.1142/S0219091512500154.
4.范国斌, 曾勇, 黄文光, 2012. 一种多资产组合风险度量解决之道:正则藤Copula. 数量经济技术经济研究, 已录用.
5.范国斌, 黄文光, 曾勇. 基于期望损失对中国股票市场风险的返回检验. 管理学报, 2009, 6(7): 957-961.
6. Guobin Fan, Yong Zeng, Woon K. Wong. Risk contributions of different industries in China’s stock market: Based on VaR and Expected Shortfall. Proceeding of The 3rd International Institute of Statistics & Management Engineering Symposium (pp. 526- 533), Weihai, China, 2010. (ISTP检索号:BYF01)
7.Guobin Fan, Woon K. Wong, Yong Zeng. Backtesting industrial market risks using Expected Shortfall: The case of Shanghai Stock Exchange. Proceeding of The 2nd International Conference on Management Science & Engineering Management (pp. 413-422), Chongqing, China, 2008. (ISTP检索号:BIN05)
8.Guobin Fan, Eric Girardin, Woon K. Wong, Yong Zeng, 2012. The risk of individual stocks’ tail dependence with the market and its effect on stock returns. Working paper. (曾宣讲国际会议:European Doctoral Group in Economics, September 2009, Aix-en- Provence, France)
9.Guobin Fan, Eric Girardin, 2011. Evidence of regime-switching dependence structure in Chinese financial markets. Working paper. (曾宣讲国际会议:The Inaugural CEA (Europe) and the 20th CEA (UK) Annual Conference: China and the Changing Landscape of the World Economy, July 2009, University College Dublin, Ireland)
所获奖励:
1.获欧盟居里夫人奖学金(EST Marie Curie Fellowship)资助赴法国马赛数量经济研究中心(GREQAM)进行合作研究(2008.09-2009.09)
2.获电子科技大学“校优秀毕业生”( 2012.06)
3.获一等人民奖学金1次( 2007)、二等人民奖学金1次( 2008)、三等人民奖学金4次( 2001、2002、2003、2010)
4.获四川省数量经济学会第五、第六届学术研讨会优秀论文奖(2010、2011)