• Fang Shuhong

    Associate Profe

    Finance

    Add: Guoshun Road Siyuan Building Room 228, Siyuan Building

    Tel: 25011070(TEL)

    E-mail: shfang@fudan.edu.cn

    Research Field: Financial Management, Venture Capital, Financial Engineering

    Website:

    Teacher information
    Achievements in scientific research
    Academic activities and community service

    Educational Background

    Doctor Degree, Applied Mathematics, Fudan University

    Master Degree, Mathematics, Lanzhou University

    Bachelor Degree, Mathematics, Anhui Normal University

    Academic Background

    1998.08——1998.12Visiting ScholarMIT Sloan School of Management, USA

    1996.05——1997.05,  Visiting ScholarThe Hong Kong University of Science & Technology, HK

    Awards on Research

    1991.03, the 2nd Gansu Excellent Book AwardFirst PrizeBureau of Press and Publication of Gansu


    Journal Papers


    1.Fang, Shuhong. 2007. A Mean-variance Analysis of Arbitrage Portfolios. Physica A 375(2) 625-632.  



    2.FAN Shuhong. 1997. Finite Dimensional Behavior of Periodic and Asymptotically Periodic Processes. Nonlinear Analysis, Theory, Methods & applications vol.28(11) 163-176.  



    3.FAN Shuhong. 1996. Semilattice Structure of Fixed Point Set For Increasing Operators. Nonlinear Analysis, Theory, Methods & applications vol.27(7) 793-795.  



    4.FANG Shuhong. 1995. Global Attractors for General Nonautonomous Dynamical Systems. Nonlinear World (2) 191-216.  



    5.FAN Shuhong. 1995. Finite Dimensional Behavior of Nonautonomous Dynamical Systems with Applications to the Forced Oscillations of an Extensible Beam. Dynamics of Continuous, Discrete, and Impulsive Systems 1 163-176.  



    6.FANG Shuhong, XIE Zhiyu. 2008. Arbitrage Opportunities in Treasury Bonds Markets. Journal of Fudan University (Natural Science) Vol.47(2) 238-242. (in Chinese) 



    7.FANG Shuhong. 2008. Reconciliation Function of Convertible Debts to the Value Recognition of Entrepreneurial Projects. R & D Management Vol.20(1) 26-30. (in Chinese) 



    8.ZHANG Jianhua, FANG Shuhong, LI Zhengyi. 2007. Research on the Significance of Payback Rule to Management of Innovation Investment. R&D Management Vol.19(6) 61-65. (in Chinese) 



    9.FANG Shuhong, LI Zhengyi. 2007. An Analysis of the Influence of Interest Rate Change on Stock Prices Based on CAPM. Statistics and Decision (20) 114-115. (in Chinese) 



    10.FANG Shuhong, LI Zhengyi. 2007. On the Role of Price Differentiation to Industry Promotion. Statistics and Decision (9) 45-47. (in Chinese) 



    11.FANG Shuhong, CHEN Baifeng. 2007. Diversification Paradox and Its Evolutions. Theory horizon (9) 227-228. (in Chinese) 



    12.HUANG Yuan, FANG Shuhong. 2007. Mean-Variance Analysis of Arbitrage Portfolios under Investment Proportion Limitations. Chinese Journal of Engineering Mathematics vol.24(4) 662-668. (in Chinese) 



    13.FANG Shuhong, LI Zhengyi. 2007. Brand May Be Purchased?. Marketing Herald (1) 63-65. (in Chinese) 



    14.FANG Shuhong. 2006. Some Notes on Arbitrage Portfolio and Its Return. Journal of Fudan University (Natural Science) vol.45(5) 561-566. (in Chinese) 



    15.FANG Shuhong, XIE Zhiyu. 2006. On Valuation Bias Incurred by the Discount Rates in Sensitivity Analysis. Statistics and Decision (7) 52-53. (in Chinese) 



    16.FANG Shuhong. 2006. Research on the Portfolio Selection of Risk-Averse Investors. Journal of Fudan University (Natural Science) vol.45(2) 155-157. (in Chinese) 



    17.FANG Shuhong, WU Yang. 2006. Research on Profit-related Bonus High-tech Firms. R&D Management vol.18(2) 46-49. (in Chinese) 



    18.FANG Shuhong, CHEN Baifeng. 2006. On Management Implications of Payback Rule. Contemporary Finance and Economics (4)增 414-416. (in Chinese) 



    19.FANG Shuhong, LEI Bing. 2006. Arbitrage Opportunities of Founder in Warrants of Wuhan Steel. Shanghai Management Science (3) 18-21. (in Chinese) 



    20.FANG Shuhong, YANG Kun. 2006. On Financial Decisions under Taxation Differentiation. Commercial Times (6) 63-64,53. (in Chinese) 



    21.FANG Shuhong, YANG Kun. 2005. On Relationships Between Preferential Treatment to Foreign Capital and Loss of State-Owned Assets. Market Weekly (Disquisition Edition) (5) 122-125. (in Chinese) 



    22.FANG Shuhong,CAO Song. 2005. On Expected NPV and Its Implications. Shanghai Management Science (2) 11-13. (in Chinese) 



    23.FANG Shuhong. 2004. A Systematic Discussion of Modern Corporate Finance—Review of Principle of Corporate Finance. China Journal of Finance 2(4) 171-181. (in Chinese) 



    24.FANG Shuhong. 2003. Arbitrage Opportunities under Abuses of CAPM. Journal of Fudan University (Natural Science) vol.42(5) 793-795. (in Chinese) 



    25.FANG Shuhong. 2001. A Note on Risk Aversion. Journal of Fudan University (Natural Science) vol.40(2) 217-219. (in Chinese) 



    26.FANG Shuhong. 1998. Agency Problems in Merger and Acquisitions. Shanghai Management Science 增刊 32-33. (in Chinese) 



    27.FANG Shuhong. 1995. Global Smooth Solutions of Gauchy Problems for a Class of Quasilinear Hypobolic Systems with Dissipative Terms. Chinese Annals of Mathematics vol.16(3) 365-374. (in Chinese) 


    Conference Proceedings


    1.Shuhong Fang. 2009. A Mean-VaR Analysis of Arbitrage Portfolios.  Shanghai, China 704-707.  



    2.Shuhong Fang. 2009. On Optimal Risk/Return-Efficient Arbitrage Portfolio. 29 International Conference on Business Intelligence and Financial Engineering, BIFE 29 Beijing China 270-273.  



    3.Shuhong Fang. 2009. Arbitrage Strategy Based on Arbitrage Profitability Index. The First International Workshop on Educatioan Technology and Computer Science Wuhan, China 307-310.  



    4.Shuhong Fang. 2008. On Mean-Variance Analysis of Arbitrage Opportunities. Atlantis Press  155-161.  



    5.FANG Shuhong. 2007. Reconcile the Valuation Differences by Use of Convertible Preferred Stocks. The 7th International Entrepreneurship Foru  .  



    6.Fang Shuhong, Hu Wei. 2007. Comparison of Arbitrage Portfolio Frontier and Standard Portfolio Frontier. The 5th IIGSS Workshop  .  


    Academic Works

    SI Chunling, FANG Shuhong, TIAN Zengrui. 2003. Venture Capital. Shanghai Finance and Economics University Press, Shanghai. 

    Translated Works

    FANG Shuhong, etc., Principle of Corporate Finance (8th edition.),Beijing,China Machine Press,2007.12 (in Chinese)

    FANG Shuhong, Principle of Corporate Finance (8th edition.),Beijing,China Machine Press,2007.01 (in Chinese)

    FANG Shuhong, FAN Longzhen, LU Baoqun, Principle of Corporate Finance (7th edition.),Beijing,China Machine Press,2006.01 (in Chinese)

    Teaching Materials, etc.

    Fang, Weiwen, Pinglei Zhuang, and Shuhong Fang. 2012. Making $ense of Money (Third Edition). Mc Graw Hill Press, China. 

    Fong Wei Mun, Chng Pheng Lui, FANG Shuhong. 2008. Making Sense of Money. Mc Graw Hill, China. (in Chinese)

    Research Projects

    2009.01—2011.12, Principal Investigator, Financial Risk Management Based on the Trade-off of the Risk and Return of Arbitrage Portfolios, National Natural Science Foundation of China

    2007.01—2010.12, Member, Evaluation Theories and Methods for Investors' Interests, Key Project of National Science Foundation of China

    2006.01—2008.12, Principal Investigator, Risk of Arbitrage Portfolios, Science Research Fund of Chinese Ministry of Education

    2000.06—2002.05, Principal Investigator, OTC Market in China, Cooperative Project of Chinese Ministry of Education

    2000.04—2002.03, Principal Investigator, Innovation Design of Financial Products , High Education Youth Fund of Fudan University


    Academic Posts

    2008.05—,Director,Shanghai Financial Engineering Association

    Academic Conferences

    2008.11, The Third (2008) China Management Conference, Changsha China