Educational Background
Doctor Degree,Managerial Engineering,Huazhong University of Science and Technology
Academic Background
2011.02——2012.01,Visiting Scholar,Washington Uniersity in St. Louis, USA
1999.01——1999.06,Visiting Scholar,MIT Sloan School of Management, USA
Awards on Research
2010.12,Award of Shanghai Outstanding Achievements in Philosophy and Social Science for Paper Category,Third Prize,The Committee of Award of Shanghai Outstanding Achievements in Philosophy and Social Science
Title of Honour
2006.01,Supported by Program for New Century Excellent Talents in University,Ministry of Education
Journal Papers
| 1. | Longzhen Fan, Xin Hou, and Qian Sun. 2023. A monetary policy–based explanation of swap spreads in China. Journal of Futures Markets 43(11) 1645-1667. |
| 2. | Jian Xue, Laijun Zhao, Longzhen Fan, and Ying Qian. 2015. An interprovincial cooperative game model for air pollution control in China. Journal of the Air & Waste Management Association 65(7) 818-827. |
| 3. | Longzhen Fan, Fuwei Jiang, and Guofu Zhou. 2015. The Chinese bond market: Risk, return, and opportunities. The Journal of Portfolio Management 41(5) 110-126. |
| 4. | Longzhen Fan, Canlin Li, and Guofu Zhou. 2013. The supply and demand factor in the bond market: Implications for bond risk and return. The Journal of Fixed Income 23(2) 62-81. |
| 5. | Fan, Longzhen, Bill Hu, and Christine Jiang. 2012. Pricing and information content of block trades on the Shanghai stock exchange. Pacific-Basin Finance Journal 20(3) 378-397. |
| 6. | Longzhen Fan, Shu Tian, and Chu Zhang. 2012. Why are excess returns on China's treasury bonds so predictable? The role of the monetary system. Journal of Banking & Finance 36(1) 239-248. |
| 7. | Longzhen Fan, Yihong Yu, and Chu Zhang. 2011. An empirical evaluation of China's monetary policies. Journal of Macroeconomics 33(2) 358-371. |
| 8. | Longzhen Fan, Anders C. Johansson. 2010. China's Official Rates and Bond Yields. Journal of Banking & Finance Vol.34(5) 996-1007. |
| 9. | Longzhen Fan and Chu Zhang. 2007. Beyond Segmentation:the Case of China's Repo Markets. Journal of Banking & Finance 31 939-954. |
| 10. | Longzhen Fan and Chu Zhang. 2006. The Chinese Interbank Repo Market: An Analysis of Term Premiums. Journal of Futures Markets 26(2) 153-167. |
| 11. | Feifan Jiang and Longzhen Fan. 2021. A model of short-term interest rate under interest rate corridor. Journal of Fudan University(Natural Science) 60(2) 133-144. (in Chinese) |
| 12. | Lingling Xie and Longzhen Fan. 2020. Evaluation of default risk of the corporate bonds issued by the listed firms in China. Modernization of Management -2 104-108. (in Chinese) |
| 13. | Meng Xie and Longzhen Fan. 2018. Does bank earnings management affect bank financing cost?——from the perspective of write-down bond issuance. Studies of International Finance (12) 64-73. (in Chinese) |
| 14. | Jing Qiang, Xin Hou, and Longzhen Fan. 2018. Base interest rate, expected inflation and the mechanism for determining the term structure of market interest rates in China. Economic Research Journal (4) 92-107. (in Chinese) |
| 15. | Longzhen Fan, Chu Zhang. 2009. Explanation of Macro Economic Variables on Bond Risk Premia in China. Journal of Management Sciences in China Vol.12(6) 116-124. (in Chinese) |
| 16. | FAN Longzhen, ZHANG Guoqing. 2005. Affine Model, Essential Affine Model and Term Structure of Interest Rates in the SSE. Journal of Industrial Engineering and Engineering Management vol.19(3) 97-101. (in Chinese) |
| 17. | FAN Longzhen. 2004. Empirical Study on Two-factor Essential Affine Model in the SSE. Journal of Systems and Engineering vol.19(6) 638-642. (in Chinese) |
Teaching Materials, etc.
FAN Longzhen. 2005. Investments. Shanghai University of Economics and Finance Press, Shanghai. (in Chinese)
FAN Longzhen, HU Wei. 2003. Financial Engineering. Shanghai People's Publishing House, Shanghai. (in Chinese)
Research Projects
2014.01—2017.12, Principal Investigator, Market Rate Determining Mechanism and Corresponding Asset Pricing Model in China, Nationl Natural Science Foundation of China
2010.01—2012.12, Principal Investigator, Yield Curve Modeling and Bond Pricing under the Effect of Official Interest Rates , National Natural Science Fundation
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