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贺志芳

系别:金融系

职称:讲师

联系方式:hezfang@126.com

科学研究:科学研究
研究领域
金融风险管理、行为金融、金融计量

主要科研成果
1、主要论文
[1] 贺志芳, 杨鑫, 龚旭, 文凤华. 股指期货市场波动率的预测研究. 系统科学与数学, 2016, 36(8):1160-1174.
[2] He Z, Huang C, Gong X, Yang X, Wen F. Do Trading Volume and Downside Trading Volume Help Forecast the Downside Risk? Applied and Computational Mathemativs (SCI检索), 2017, 已接收.
[3] 贺志芳, 文凤华, 黄创霞, 杨晓光. 投资者情绪与时变风险补偿系数, 管理科学学报, 2016. 已接收.
[4] Wen F, He Z, Gong X, Liu A. Investors’ Risk Preference Characteristics Based on different Reference Point. Discrete Dynamics in Nature and Society ( SSCI/SCI检索), 2014, 2014:1-9. (ISI Web of Science Essential Science Indicators Top 1% Highly Cited Articles)
[5] Wen F, He Z, Dai Z, Yang X. Characteristics of Investors’ Risk Preference for Stock Markets. Economic Computation and Economic Cybernetics Studies and Research (SSCI/SCI检索), 2014, 3(48):235-254.
[6] Wen F, He Z, Dai Z, Gong X. The Effect of Disposition Effect on Stock Price Volatility. International Conference on Business Intelligence and Financial Engineering (EI检索), 2012, 8: 390-393.
[7] Gong X, He Z, Li P, Zhu N. Forecasting Return Volatility of the CSI 300 Index Using the Stochastic Volatility Model with Continuous Volatility and Jumps. Discrete Dynamics in Nature and Society (SSCI/SCI检索), 2014, 2014:1-10.
[8] Gong X, Wen F, He Z, Yang J, Yang X. Pan Bin. Extreme Return, Extreme Volatility and Investor Sentiment. Filomat (SCI检索), 2016, 30(15):3949-3961
[9] Wen F, Xiao J, He Z. Stock Price Prediction Based on SSA and SVM, Procedia Computer Science (CPCI-S检索), 2014, 31:625-631.
[10]Wen F, Tao M, He Z, Chen X. The Impact of Investors’ Risk Attitudes on Skewness of Return Distribution. Procedia Computer Science (CPCI-S检索), 2013: 664-670.

科研项目
湖南省哲学社会科学基金重点项目(11ZDB11),房地产泡沫对我国金融脆弱性的影响研究,2011/01-2012/12,已结题,参与
国家自然科学基金面上项目(71371195):投资者情绪生成、传染机制及其对资产定价的影响研究,2014/01-2017/12,在研,参与
中央高校基本科研业务费专项资助项目(2014zzts006):行为金融视角下的投资者风险偏好特征研究,2014/04-2016/09,已结题,主持

主讲课程:《风险管理》、《金融计量学》

  • 教师简介
  • 科学研究
  • 主讲课程
  • 贺志芳,女,博士研究生/博士,讲师

     

    出国(境)访学经历

    20158-20168月,University of WindsorFaculty of Engineering,联合培养博士

     

    获奖情况

    [1]金融复杂系统动力学行为及其风险特征研究》获湖南省自然科学奖二等奖,排名5/62016

    [2] 《投资者情绪与时变风险补偿系数》获第十三届金融系统工程与风险管理国际年会优秀论文,排名1/42015

     


  • 科学研究
    研究领域
    金融风险管理、行为金融、金融计量

    主要科研成果
    1、主要论文
    [1] 贺志芳, 杨鑫, 龚旭, 文凤华. 股指期货市场波动率的预测研究. 系统科学与数学, 2016, 36(8):1160-1174.
    [2] He Z, Huang C, Gong X, Yang X, Wen F. Do Trading Volume and Downside Trading Volume Help Forecast the Downside Risk? Applied and Computational Mathemativs (SCI检索), 2017, 已接收.
    [3] 贺志芳, 文凤华, 黄创霞, 杨晓光. 投资者情绪与时变风险补偿系数, 管理科学学报, 2016. 已接收.
    [4] Wen F, He Z, Gong X, Liu A. Investors’ Risk Preference Characteristics Based on different Reference Point. Discrete Dynamics in Nature and Society ( SSCI/SCI检索), 2014, 2014:1-9. (ISI Web of Science Essential Science Indicators Top 1% Highly Cited Articles)
    [5] Wen F, He Z, Dai Z, Yang X. Characteristics of Investors’ Risk Preference for Stock Markets. Economic Computation and Economic Cybernetics Studies and Research (SSCI/SCI检索), 2014, 3(48):235-254.
    [6] Wen F, He Z, Dai Z, Gong X. The Effect of Disposition Effect on Stock Price Volatility. International Conference on Business Intelligence and Financial Engineering (EI检索), 2012, 8: 390-393.
    [7] Gong X, He Z, Li P, Zhu N. Forecasting Return Volatility of the CSI 300 Index Using the Stochastic Volatility Model with Continuous Volatility and Jumps. Discrete Dynamics in Nature and Society (SSCI/SCI检索), 2014, 2014:1-10.
    [8] Gong X, Wen F, He Z, Yang J, Yang X. Pan Bin. Extreme Return, Extreme Volatility and Investor Sentiment. Filomat (SCI检索), 2016, 30(15):3949-3961
    [9] Wen F, Xiao J, He Z. Stock Price Prediction Based on SSA and SVM, Procedia Computer Science (CPCI-S检索), 2014, 31:625-631.
    [10]Wen F, Tao M, He Z, Chen X. The Impact of Investors’ Risk Attitudes on Skewness of Return Distribution. Procedia Computer Science (CPCI-S检索), 2013: 664-670.

    科研项目
    湖南省哲学社会科学基金重点项目(11ZDB11),房地产泡沫对我国金融脆弱性的影响研究,2011/01-2012/12,已结题,参与
    国家自然科学基金面上项目(71371195):投资者情绪生成、传染机制及其对资产定价的影响研究,2014/01-2017/12,在研,参与
    中央高校基本科研业务费专项资助项目(2014zzts006):行为金融视角下的投资者风险偏好特征研究,2014/04-2016/09,已结题,主持
  • 《风险管理》、《金融计量学》
系别 金融系 职称 讲师
联系方式 hezfang@126.com 科学研究 科学研究
研究领域
金融风险管理、行为金融、金融计量

主要科研成果
1、主要论文
[1] 贺志芳, 杨鑫, 龚旭, 文凤华. 股指期货市场波动率的预测研究. 系统科学与数学, 2016, 36(8):1160-1174.
[2] He Z, Huang C, Gong X, Yang X, Wen F. Do Trading Volume and Downside Trading Volume Help Forecast the Downside Risk? Applied and Computational Mathemativs (SCI检索), 2017, 已接收.
[3] 贺志芳, 文凤华, 黄创霞, 杨晓光. 投资者情绪与时变风险补偿系数, 管理科学学报, 2016. 已接收.
[4] Wen F, He Z, Gong X, Liu A. Investors’ Risk Preference Characteristics Based on different Reference Point. Discrete Dynamics in Nature and Society ( SSCI/SCI检索), 2014, 2014:1-9. (ISI Web of Science Essential Science Indicators Top 1% Highly Cited Articles)
[5] Wen F, He Z, Dai Z, Yang X. Characteristics of Investors’ Risk Preference for Stock Markets. Economic Computation and Economic Cybernetics Studies and Research (SSCI/SCI检索), 2014, 3(48):235-254.
[6] Wen F, He Z, Dai Z, Gong X. The Effect of Disposition Effect on Stock Price Volatility. International Conference on Business Intelligence and Financial Engineering (EI检索), 2012, 8: 390-393.
[7] Gong X, He Z, Li P, Zhu N. Forecasting Return Volatility of the CSI 300 Index Using the Stochastic Volatility Model with Continuous Volatility and Jumps. Discrete Dynamics in Nature and Society (SSCI/SCI检索), 2014, 2014:1-10.
[8] Gong X, Wen F, He Z, Yang J, Yang X. Pan Bin. Extreme Return, Extreme Volatility and Investor Sentiment. Filomat (SCI检索), 2016, 30(15):3949-3961
[9] Wen F, Xiao J, He Z. Stock Price Prediction Based on SSA and SVM, Procedia Computer Science (CPCI-S检索), 2014, 31:625-631.
[10]Wen F, Tao M, He Z, Chen X. The Impact of Investors’ Risk Attitudes on Skewness of Return Distribution. Procedia Computer Science (CPCI-S检索), 2013: 664-670.

科研项目
湖南省哲学社会科学基金重点项目(11ZDB11),房地产泡沫对我国金融脆弱性的影响研究,2011/01-2012/12,已结题,参与
国家自然科学基金面上项目(71371195):投资者情绪生成、传染机制及其对资产定价的影响研究,2014/01-2017/12,在研,参与
中央高校基本科研业务费专项资助项目(2014zzts006):行为金融视角下的投资者风险偏好特征研究,2014/04-2016/09,已结题,主持
主讲课程 《风险管理》、《金融计量学》

贺志芳,女,博士研究生/博士,讲师

 

出国(境)访学经历

20158-20168月,University of WindsorFaculty of Engineering,联合培养博士

 

获奖情况

[1]金融复杂系统动力学行为及其风险特征研究》获湖南省自然科学奖二等奖,排名5/62016

[2] 《投资者情绪与时变风险补偿系数》获第十三届金融系统工程与风险管理国际年会优秀论文,排名1/42015

 

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