南京审计大学经济与金融研究院 | |
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姓名:卢 斌 |
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岗位职称:副教授 硕导 |
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办公室:敏知楼415 |
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政治面貌:中共党员 |
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Email :b_lu@nau.edu.cn |
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通讯地址:南京市浦口区雨山西路86号 |
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邮编:211815 |
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教育背景 |
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博士 香港中文大学 |
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硕士 东南大学 |
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学士 安徽师范大学 |
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研究领域 |
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金融计量学、定价理论、公司金融 |
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发表论文 |
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1. Li, X. D., Feng, X. N., Lu, B. and Song, X. Y. (2015). The determinants of capital structure choice for Chinese listed companies based on structural equation modeling approach. In Structural Equation Modeling (SEM): Concepts, Applications and Misconceptions, Nova Science Publishers. |
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2. 卢斌、曹启龙、刘燕. (2014).《融资约束、产品市场竞争与资本结构动态调整》,《产业经济研究》,第三期,91-100. |
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3. 卢斌、曹启龙、党建兵. (2014).《宏观经济因素与中国上市银行资本结构——基于非平衡面板数据的实证分析》.《数理统计与管理》,Vol.33(1),106-115. |
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4. 卢斌、贲小强. (2013).《风险投资与上市公司融资决策》,《财会月刊》,第五期下,21-24. |
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5. 党建兵、卢斌、曹启龙. (2013).《不同负债水平公司的资本结构调整速度相同吗?》,《产业经济研究》,第三期,64-73. |
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6. 卢斌、陈之远. (2012).《行为统计套利模型在中国股票市场中的应用研究》.《南京林业大学学报》(人文社科版),第二期,87-93. |
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7. 卢斌、高彬越. (2012). 《市场择机与目标资本结构对上市公司资本结构的影响——基于中国上市公司的实证研究》.《南方经济》,Vol. 30(1), 39-46. |
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8. Bin Lu, Xin-Yuan Song, Xin-Dan Li. (2012). Bayesian analysis of multi-group nonlinear structural equation models with application to behavioral finance. Quantitative Finance. Vol.12, 477-488. |
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9. 卢斌、华仁海. (2010). 《基于MCMC方法的中国期货市场流动性研究》,《管理科学学报》,Vol. 13(9), 98-106. 被《人大复印资料》全文收录。 |
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10. Renhai Hua, Bin Lu, Baizhu Chen. (2010). Price Discovery Process in the Copper Markets: Is Shanghai Futures Market Relevant? Reviews of Futures Markets. Vol.18. |
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11. 卢斌、刘孟. (2009). 《股权分置改革前后市场风险价值变化的实证研究》.《统计与决策》,第3期,124-126. |
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12. 卢斌、郑丽丽.(2009). 《中国商业银行资本结构影响因素的实证分析》,《南京财经大学学报》,第4期,35-39. |
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13. 卢斌、王霞. (2008).《中国股票市场波动非对称性的行为金融学解释》.《南京财经大学学报》,第6期,36-41. |
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14. 华仁海、卢斌、刘庆富. (2008).《中国期铜市场的国际定价功能研究》.《数量经济技术经济研究》,Vol. 25(8), 83-93. |
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15. 李心丹、宋素荣、卢斌、查晓磊. (2008).《证券市场内幕交易的行为动机研究》, 《经济研究》第十期,65-79. |
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16. Sik-Yum Lee, Bin Lu, Xin-Yuan Song. (2008). Semiparametric Bayesian Analysis of Structural Equation Models with Fixed Covariates. Statistics in Medicine, Vol. 27, 2341-2360. |
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17. Bin Lu, Xin-Yuan Song, Sik-Yum Lee, Fernand Mac-Moune Lai. (2007). Local Influence Analysis for Latent Variable Models with Non-ignorable Missing Responses. In Handbook of Latent Variable and Related Models, (ed. Lee, S. Y.) in Series HANDBOOK OF COMPUTING AND STATISTICS WITH APPLICATIONS. |
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18. Sik-Yum Lee, Xin-Yuan Song, Bin Lu. (2007). Discriminant Analysis Using Mixed Continuous Dichotomous and Ordered Categorical Variables. Multivariate Behavioral Research.Vol.42, 631-645. |
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19. Sik-Yum Lee, Bin Lu, Xin-Yuan Song. (2006). Assessing Local Influence for Nonlinear Structural Equation Models with Ignorable Missing Data. Computational Statistics and Data Analysis. Vol.50, 1356-1377. |
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20. Bin Lu, Xin-Yuan Song. (2006). Local Influence Analysis for Multivariate Probit Latent Variable Models. Journal of Multivariate Analysis. Vol.97, 1783-1798. |
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21. Sik-Yum Lee, Bin Lu. (2003). Case-Deletion Diagnostics for Nonlinear Structural Equation Models. Multivariate Behavioral Research. Vol.38, 375-400. |
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出版著作 |
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1. 卢斌等编著.《昆山花桥现代服务业发展研究报告(2013)》,中国金融出版社,2014. |
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2. 卢斌、曹启龙著.《中国上市公司资本结构动态调整研究》,中国金融出版社,2012. |
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3. 沈华飞、卢斌、闫海峰、顾志荣等著. 《金融服务外包生态系统研究》,中国金融出版社,2012. |
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主持参与课题 |
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1. 《嵌入专家系统的信用风险度量模型的理论与应用研究》,江苏省博士后科研资助计划(0701031C),主持。 |
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2. 《带有不可忽略缺失数据的结构方程模型的统计分析及应》,国家自然科学基金天元基金项目(10726072),主持。 |
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3. 《带有不可忽略缺失数据的混合结构方程模型的贝叶斯统计分析与应用研究》,教育部人文社科研究青年基金项目(10YJC910005),主持 |
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4. 《下滑风险度量下组合策略的选择理论及其应用》,国家自然科学基金项目(70871058),参与。 |
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讲授课程 |
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《金融工程》、《金融风险管理》、《金融计量学》、《投资学》 |
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荣誉与奖励 |
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1. 2013年获得苏州市级“科技镇长团”优秀团员称号 |
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2. 江苏省高校“青蓝工程”优秀青年骨干教师培养对象(2012年) |
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3. 南京财经大学第一、二批“青年学者支持计划”资助对象 |
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4. 2007、2008年南京财经大学校先进工作者 |
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5. 2005、2008、2010、2011、2012、2013年南京财经大学骨干教师 |
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6. 2005年12月获香港中文大学优秀毕业生称号 |
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7. 2004年 09月--- 2004年11月 Research award (香港中文大学) |
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8. 2001年09月--- 2004年08月 Studentship award (香港中文大学) |
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9. 南京财经大学2007年度优秀科研成果一等奖,Local Influence Analysis for Multivariate Probit Latent Variable Models,2006,排名第1. |
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10. 昆山市第四届哲学社会科学优秀成果三等奖,调研报告《以昆山试验区“国批”为契机,着力打造台资金融企业集聚区》,2014. |
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11. 江苏省现场统计研究会第十一次学术年会优秀论文一等奖,Bayesian Analysis of Finite Mixtures in Structural Equation Models via Truncated Dirichlet Process |
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