创新发展学院中国经济与管理研究院，副教授，联系方式：zhenfang@cufe.edu.cn
一、教育背景
2013.11-2017.05奥塔戈大学，金融学专业，博士
2010.09-2013.06中国科学院数学与系统科学研究院，概率论与数理统计专业，理学硕士
2006.09-2010.06大连理工大学，数学与应用数学专业，理学学士
二、科研兴趣
金融衍生品,数理金融
三、学术经历
2020.11至今中央财经大学中国经济与管理研究院，副教授
2017.08-2020.11中央财经大学中国经济与管理研究院，助理教授
四、教学（英文权威教材）
期货期权和衍生证券,投资学，高级金融理论,中级计量经济学
五、发表论文
Zhen, Fang*, 2025,Market Volatility and Skewness Risks in China.International Review of Economics and Finance,103968. (SSCI, ABDC A)
Zhen, Fang, Xinfeng Ruan*, and Jin E. Zhang, 2025,Testing and Forecasting Price Jumps with Return Moments.International Review of Finance,25(1), e70002. (SSCI, ABDC A)
Zhen, Fang, and Jingnan Chen*, 2022,A Closed-Form Mean-Variance-Skewness Portfolio Strategy,Finance Research Letters,47, 102933. (SSCI, ABDC A)
Zhou, Deqing, andFang Zhen*,2021,Risk Aversion, Informative Noise Trading, and Long-Lived Information,Economic Modelling,97, 247-254.(SSCI, ABDC A)
Zhen, Fang*, Xinfeng Ruan, and Jin E. Zhang, 2020,Left-Tail Risk in China,Pacific-Basin Finance Journal,63, 101391. (SSCI, ABDC A)
Zhen, Fang*, 2020,Asymmetric Signals and Skewness,Economic Modelling,90, 32-42.(SSCI, ABDC A)
Zhen, Fang*, and Jin E. Zhang, 2020,Dissecting Skewness under Affine Jump-Diffusions,Studies in Nonlinear Dynamics and Econometrics,24(4), 20180086.(SSCI, ABDC A)
Zhou, Deqing, andFang Zhen*,2021, On the Impacts of Overconfidence under Information Diversity,International Review of Finance21(1), 345-357. (SSCI, ABDC A)
Zhang, Jin E.,Fang Zhen*, Xiaoxia Sun, and Huimin Zhao*, 2017,The Skewness Implied in the Heston Model and Its Application,Journal of Futures Markets,37(3), 211-237. (SSCI, ABDC A)
六、匿名审稿人
Mathematical Finance, Journal of Futures Markets, Economic Modelling, International Review of Financial Analysis, North American Journal of Economics and Finance, Annals of Economics and Finance
七、会议
2019 New Zealand Finance Meeting,18-20 December 2019, AUT, Auckland, New Zealand
2016 Auckland Finance Meeting, 16-18 December 2016, AUT, Auckland, New Zealand
2015 Derivative Markets Conference, 13-14 August 2015, AUT, Auckland, New Zealand
2014 Quantitative Methods in Finance Conference, 17-20 December 2014, UTS, Sydney, Australia
