李海涛，耶鲁大学金融学博士，长江商学院院长、长江商学院金融学教授、杰出院长讲席教授，长江商学院教育发展基金会名誉理事长。加入长江之前，李海涛曾任密歇根大学罗斯商学院金融学讲席教授，并曾在康奈尔大学约汉逊管理学院任教。
中文名 | 李海涛 | 专 业 | 金融学 |
|---|---|---|---|
性 别 | 男 | 职 务 | 长江商学院院长 |
国 籍 | 中国 | 公众号 | 长江商学院 |
出生日期 | 1969年2月2日 | 长江商学院EMBA | |
学位/学历 | 博士 | 视频号 | 长江商学院 |
htli@ckgsb.edu.cn |
教育背景
1987年，李海涛从天津南开中学考入中国科大自动化系。
1995年，获耶鲁大学管理学院哲学硕士学位。
1998年，获耶鲁大学管理学院金融学博士学位。
人物履历
曾是密歇根大学Stephen M. Ross School of Business ,Jack D.Sparks Whirlpool Corporation 金融学讲席教授，并曾在康奈尔大学约汉逊管理学院任教。
现任长江商学院院长。
研究领域
理论与资产定价，信用风险，期权定价，金融经济学，对冲基金。
学术成就
Sanford R. Robertson Professorship, University of Michigan, 2007-2008.
NTT Research Fellowship, University of Michigan, 2006-2007.
Nomination for Ph.D. Teaching Excellence Award, University of Michigan, 2006.
Q-Group Research Grant, 2004.
Best Student Paper Award, Eastern Finance Association, 1997.
Trefftz Award for the Best Student Paper, Western Finance Association, 1996.
Sterling Prize Fellowship, Yale University, 1991-1993.
Yale University Fellowships, 1991-1996.
学术成果
Return Dynamics with Lévy Jumps: Evidence from Stock and Option Prices (with M. Wells and L. Yu),Mathematical Financeforthcoming.
Investing in Talents: Manager Characteristics and Hedge Fund Performances (with R. Zhao and X. Zhang),Journal of Financial and Quantitative Analysisforthcoming.
Short Rate Dynamics and Regime Shifts (with Y. Xu),International Review of Financeforthcoming.
Evaluating Asset Pricing Models Using the Second Hansen-Jagannathan Distance (with Y. Xu and X. Zhang),Journal of Financial Economicsforthcoming.
Nonparametric Estimation of State-Price Densities Implicit in Interest Rate Cap Prices (with F. Zhao),Review of Financial Studiesforthcoming.
Reduced-Form Valuation of Callable Corporate Bonds: Theory and Evidence (with R. Jarrow, S. Liu, and C. Wu),Journal of Financial Economicsforthcoming.
Are Liquidity and Information Risks Priced in the Treasury Bond Market? (with Y. He, J. Wang, and C. Wu),Journal of Financeforthcoming.
A Tale of Two Yield Curves: Modeling the Joint Term Structure of Dollar and Euro Interest Rates (with A. Egorov and D. Ng)Journal of Econometricsforthcoming.
A Bayesian Analysis of Return Dynamics with Lévy Jumps (with M. Wells and L. Yu),Review of Financial Studies21, 2345-2378, 2008.
Can the Random Walk Model be Beaten in Out-of-Sample Density Forecasts: Evidence from Intraday Foreign Exchange Rates (with Y. Hong and F. Zhao),Journal of Econometrics141, 736-776, 2007.
Interest Rate Caps "Smile" Too! But Can the LIBOR Market Models Capture Smile? (with R. Jarrow and F. Zhao),Journal of Finance62, 345-382, 2007.
Validating Forecasts of the Joint Probability Density of Bond Yields: Can Affine Models Beat Random Walk? (with A. Egorov and Y. Hong),Journal of Econometrics135, 255-284, 2006.
Unspanned Stochastic Volatility: Evidence from Hedging Interest Rate Derivatives (with F. Zhao),Journal of Finance61, 341-378, 2006.
Is Investor Misreaction Economically Significant? Evidence from Short- and Long-Term S&P 500 Index Options (with C. Cao and F. Yu),Journal of Futures Markets25, 717-752, 2005.
Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates (with Y. Hong),Review of Financial Studies18, 37-84, 2005.
Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models (with Y. Hong and F. Zhao),Journal of Business and Economic Statistics22, 457-473, 2004.
Regulation FD and Earnings Information: Market, Analyst, and Corporate Responses (with W. Bailey, C. Mao, and R. Zhong),Journal of Finance58, 2489-2516, 2003.
Maximum Likelihood Estimation of Time-Inhomogeneous Diffusions (with A. Egorov and Y. Xu),Journal of Econometrics114, 107-139, 2003.
Corporate Use of Interest Rate Swaps: Theory and Evidence (with C. Mao),Journal of Banking and Finance27, 1511-1538, 2003.
Survival Bias and the Equity Premium Puzzle (with Y. Xu),Journal of Finance57, 1981-1996, 2002.
Pricing of Swaps with Default Risk,Review of Derivatives Research2, 231-250, 1998.
Working Papers
Hedge Fund Performance Evaluation: A Stochastic Discount Factor Approach (with W. Bailey and X. Zhang).
Estimating Liquidity Premium of Corporate Bonds Using the Spread Information in On- and Off-the-Run Treasury Bonds (with J. Shi and C. Wu).
主要贡献
李海涛的研究成果丰富，共发表了16篇论文，涉及《金融杂志》《金融经济学杂志》《金融研究评论》《计量经济学杂志》等多个知名学术期刊。他的研究成果获得了广泛的认可，包括耶鲁大学奖学金、密歇根大学研究奖学金、长江学者称号以及密歇根大学博士教学卓越奖提名等多项荣誉。
个人观点
李海涛在多个场合表达了自己对社会热点问题的看法。他认为，尽管高考在过去被视为改变命运的关键，但在当今多元化的社会环境中，成功之路不再局限于高等教育。同时，他也强调了企业家在新时代面临的挑战，指出他们需要具备更广阔的视野和跨领域的知识储备。
人物风采
相关链接
4、长江商学院携手汕头大学成立“中国家族企业联合研究中心”-2023
8、重磅发布｜《无公益，不长江：新质生产力与商学院的新质公益2024-2025》
9、“ISTIME拥抱2035”科技×商业新年峰会，聚焦科技商业融合新篇章！-2025
10、专访 | 长江商学院院长李海涛：新质公益有利于解决全球性社会问题-2025
12、李海涛：关于出海的误区和正念 | 长江CEO锦囊-2024
13、长江商学院院长李海涛对话诺奖得主斯宾塞——构建更包容、安全和可持续的未来-2024
17、长江上海高球队2024十周年系列活动——“秋季会员赛&汪标一杆进洞邀请赛”圆满落幕！-2024
18、李海涛院长对话诺奖得主斯宾塞：构建更包容、安全和可持续的未来-2024
19、点亮全球，链动未来 | 长江DBA十二期班开学典礼圆满举行-2024
20、李海涛教授：可选到必选，数字化转型如何掀起变革浪潮？-2024
21、链接与增长：英国《金融时报》2024年度中国高峰论坛圆满落幕
22、四海乘风 聚势启新 | 长江商学院CEO联盟新年论坛暨神玉岛璀璨行圆满举办-2024
23、智能时代的乡村振兴战略∣长江商学院「热土·领航乡村振兴公益计划」二期班开学啦！-2024
24、长江商学院院长李海涛：中国企业要做全球化的企业-2024
28、李海涛教授：重要的是不断前行的勇气 | 长江二十年-2023
29、李海涛：新一代企业家应具备全球视野、人文关怀和创新精神-2023
30、李海涛教授对话陈一丹：站在科技时代的新临界点-2023
31、长江商学院副院长李海涛教授一行到访拓维信息考察交流-2023
32、长江商学院企业家学者项目毕业典礼 | 高光时刻，为求知加冕-2023
33、2023世界粤商大会成功举办，项兵院长与李海涛教授受邀出席演讲
34、长江商学院李海涛教授考察品新集团，《中国制造业转型升级：挑战与机遇》先进制造座谈会圆满成功-2022
35、对话长江商学院李海涛：创造财富最好的办法是投资成长型企业并一起成长-2021
36、嘉宾剧透 | 长江商学院金融学教授李海涛将出席第九届WWEC教育者大会-2021
37、长江商学院李海涛：民族的复兴最关键是人才，商业的人才是最重要的-2020
38、看自我、看世界 | 来长江商学院干点大事儿，成为了不起自己-2020
