Bio
Education
PhD, Financial Mathematics, Peking University, July 2009
Working Experience
04/2012 - Present Associate Research Fellow, Institute for Advanced Research, Shanghai University of Finance and Economics
2009-2011 Post-doctoral Researcher, Faculty of Economics and Business, University of Amsterdam, The Netherlands
Publications
Behavioral learning equilibria, Journal of Economic Theory, 150, 778-814, 2014 (with Cars Hommes). Stochastic Equilibria of an Asset Pricing Model with Heterogeneous Beliefs and Random Dividends, Journal of Economic Dynamics and Control, 35 (1), 131-147, 2011 (with Duo Wang, Maozheng Guo). Existence and Stability of Stationary Solutions of Nonlinear Difference Equations under Random Perturbations, Journal of Difference Equations and Applications, 17 (4), 587-602, 2011 (with Duo Wang, Maozheng Guo). Does the Market Maker Stabilize the Market? Physica A: Statistical Mechanics and its Applications, 388, 3164-3180, 2009 (with Carl Chiarella, Xuezhong He, Duo Wang).
Working Papers
Behavioral Learning Equilibria and Inflation Persistence with Heterogeneous Expectations (with Cars Hommes). Stock Price and Market Maker Inventory Dynamics with Heterogeneous Beliefs (with Carl Chiarella, Xuezhong He, Duo Wang).
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