Academic Area:
Financial Engineering and Risk Management
Research Interests:
Financial Engineering and Risk Management
Bio:
Jihong Kong
Associate Professor
Educational Background
PhD, Management, Nanjing University (2007)
MA, Business Administration, Nanjing University (2001)
BA, Mathematics, Nanjing Normal University (1991)
Research
Research Interests
Financial Engineering and Risk Management
- The Impact on Skewness of Asymmetric Stochastic Volatility Model, Quarterly Journal of Finance, 2017(2) (in Chinese)
- The Future Hedging Model Based on LPM and Empirical Research, Systems Engineering, 2015(11) (in Chinese)
- A Research on Interest Rate Model Based on Asymmetric Diffusion Jump Process, The Journal of Quantitative & Technical Economics, 2014(11) (in Chinese)
- An Analysis of SHIBOR Based on Asymmetric Dynamic Volatility, Journal of Nanjing Normal University (Social Science Edition), 2014(4) (in Chinese)
- Organizational Absorptive Capacity and the Formation of Exploration and Exploitation Innovation, Journal of Nanjing Normal University (Social Science Edition), 2007(5) (in Chinese)
- A Study of Arbitrageur's Function in Noise Trading, Journal of Nanjing Normal University(Social Science Edition),2006(3) (in Chinese)
Contact
+86-025-85898295
kongjihong@njnu.edu.cn
Jihong Kong
Associate Professor
Educational Background
PhD, Management, Nanjing University (2007)
MA, Business Administration, Nanjing University (2001)
BA, Mathematics, Nanjing Normal University (1991)
Research
Research Interests
Financial Engineering and Risk Management
- The Impact on Skewness of Asymmetric Stochastic Volatility Model, Quarterly Journal of Finance, 2017(2) (in Chinese)
- The Future Hedging Model Based on LPM and Empirical Research, Systems Engineering, 2015(11) (in Chinese)
- A Research on Interest Rate Model Based on Asymmetric Diffusion Jump Process, The Journal of Quantitative & Technical Economics, 2014(11) (in Chinese)
- An Analysis of SHIBOR Based on Asymmetric Dynamic Volatility, Journal of Nanjing Normal University (Social Science Edition), 2014(4) (in Chinese)
- Organizational Absorptive Capacity and the Formation of Exploration and Exploitation Innovation, Journal of Nanjing Normal University (Social Science Edition), 2007(5) (in Chinese)
- A Study of Arbitrageur's Function in Noise Trading, Journal of Nanjing Normal University(Social Science Edition),2006(3) (in Chinese)
Contact
+86-025-85898295
kongjihong@njnu.edu.cn