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庞舜之

2022级博士生
Email: psz22@mails.tsinghua.edu.cn

教育背景:
2022-至今 清华大学经济管理学院 应用经济学(金融学) 博士研究生
2018-2022 清华大学经济管理学院 经济与金融 学士学位
2018-2022 清华大学数学科学系 数学与应用数学 学士学位


2022 - Present  School of Economics and Management, Tsinghua University  Ph.D. Student in Applied Economics (Finance)
2018 – 2022  School of Economics and Management, Tsinghua University  B.A. in Economics and Finance
2018 – 2022  Department of Mathematical Sciences, Tsinghua University   B.S. in Mathematics and Applied Mathematics


研究成果:

  • ·How Does Wealth Illusion Affect the Choice of Pension Withdrawal?
    Co-authored with Bingzheng Chen and Peiyun Deng; Presented at China International Conference on Insurance and Risk Management 2022; Working paper
  • ·Geographical Proximity or Cultural Affinity? An Explanation for Analysts’ Local Advantage
    Co-authored with Han Hao, Chun Liu; Presented at Chinese Academy of Management Annual Conference 2021; Working paper
  • ·Continuous-Time Monotone Mean-Variance Portfolio Selection
    Co-authored with Yuchen Li and Zongxia Liang; Working paper
  • ·Comparison Between Mean-Variance and Monotone Mean-Variance Preferences Under Jump Diffusion and Stochastic Factor Model (see https://arxiv.org/abs/2211.14473)
    Co-authored with Yuchen Li and Zongxia Liang; Under major revision at Mathematics of Operations Research
  • ·Optimal Reinsurance-Investment Strategy for a Monotone Mean-Variance Insurer in the Cramér-Lundberg Model (see https://arxiv.org/abs/2211.12168)
    Co-authored with Yuchen Li and Zongxia Liang; Working paper