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冯健个人照片

冯健

职位: 助理教授

最高学历: 香港大学金融学博士

职位: 助理教授

最高学历: 香港大学金融学博士

办公电话: 0755-2603 4026

办公室:汇丰大楼649

Email:jianfeng95@phbs.pku.edu.cn

研究领域: 实证资产定价、行为金融和应用计量经济学

个人主页: https://jianfeng9512.github.io/

办公电话: 0755-2603 4026

办公室:汇丰大楼649

Email:jianfeng95@phbs.pku.edu.cn

研究领域: 实证资产定价、行为金融和应用计量经济学

简介

教育背景:

20219-20258月,香港大学,金融学博士

20189-20216月,中国人民大学,金融学硕士

20149-20186月,中国人民大学,金融工程学士,德语学士

科研

发表论文:

Economic Links from Bonds and Cross-Stock Return Predictability (with Xiaolin Huo, Xin Liu, Yifei Mao, and Hong Xiang). Journal of Financial Economics, 2025.


No More Free Lunch: The Increasing Popularity of Machine Learning and Financial Market Efficiency (with Xin Liu). Economic and Political Studies, 2024.


Time-consistent Proportional Reinsurance and Investment Strategies under Ambiguous Environment (with Guohui Guan, and Zongxia Liang). Insurance: Mathematics and Economics, 2018.


基于均值回复的逆周期策略在组合保险中的应用研究 (with 何林, 张书华). 保险研究, 2017.


工作论文:

Link-Firm Characteristics Are Covariances: An IPCA Approach to Economic Linkages


Hiding in Plain Sight: Decoding the Alpha behind Monthly Industry-Level Inflation News (with Shiyang Huang, Charles M. C. Lee, and Yang Song)


Conditional Asset Pricing with Text-Managed Portfolios (with Jiantao Huang, Shiyang Huang, and Ran Shi)


Endogenous Formation of Guaranteed Loan Networks (with Shiyang Huang, Xinhai Liu, Dong Lou, and Kathy Yuan)