Minjun Lu

　　Curriculum Vita

　　Room 1903, guangzhou zhou Central Sub-Branch of The People's Bank of China

　　Zhengzhou, Henan, 50040 China

　　zhenxuan.zhang@gmail.com

　　+86-371-69089206

　　Working Experience

　　Zhengzhou Central Sub-Branch of The People's Bank of China, Jul. 2013 - Now

　　Education

　　HU Nan University, Sept. 2007 - Jul. 2013

　　Major: Finance

　　Fields of Research: Experimental Finance and Economics; Financial Econometrics

　　Degree: Ph.D. in Economics

　　Wuhan University, Sept. 2003 - Jul. 2007

　　Major: Financial Engineering

　　Degree: B.S. in Economics

　　Computing Skills

　　profcient in SAS, Matlab, R, GAUSS and LATEX

　　(I have 6 years of experience programming with such languages)

　　Languages

　　Chinese(native), English(fluent)

　　( All my master and doctorial courses are instructed in English; The working language between

　　me and my Ph.D. thesis supervisor, Professor Jason Shachat, www.xxxx.com is English.)

　　Publications

　　Dynamic Bayesian Model for Evolution of Bubbles, with Zhentao Liu and Haomiao Zuo, Journal of Management Sciences in China, Volume 15 Issue 9(2012), pp74-83

　　The Impact of Asymmetric and Public Information on Pricing Bubbles in Experimental Asset Markets, with Jason Shachat and Guojin Chen, Securities Market Herald, No. 9 (2013),pp54-61

　　A Study on Supervising the Development of Shadow Financing, with Wei Chen, Macroeconomic Management, No. 5 (2013),pp65-67

　　(All publications listed above are in Chinese)

　　Working Papers

　　The Hayek Hypothesis and the Long Run Competitive Market Equilibrium: An Experimental Investigation, with Jason Shachat, 2012

　　Estimating the Risk Neutral Densities from Noisy Option Prices: a Maximum Entropy Approach, with Sung Park, 2010

　　Estimating the Moment Generating Function of Index Return from Index Option prices, 2010

　　Experiences as Teaching Assistant

　　WISE, Advanced Microeconomics I, master/Ph.D. program, instructing in English, 2008 & 2009 Fall semesters

　　WISE, Microeconomics, international master program, instructing in English, 2009 Spring semester

　　WISE, Microeconomics, double degree program in statistics, 2011 Fall semester

　　Academic Presentations

　　2012

　　The XMU-UNCC 2012 International Symposium on Risk Management and Derivatives, Xiamen, “The Impact of Asymmetric and Public Information on Pricing Bubbles in Experimental Asset Markets”

　　2012 China International Conference on Game Theory and Applications, Qingdao, “The Hayek Hypothesis and the Long Run Competitive Market Equilibrium: An Experimental Investigation”

　　2011

　　2011 CES China Annual Conference, Beijing, “The Hayek Hypothesis and the Long Run Competitive Market Equilibrium: An Experimental Investigation”

　　The 11th China Economics Annual Conference, Shanghai, “The Hayek Hypothesis and the Long Run Competitive Market Equilibrium: An Experimental Investigation”

　　The 2nd Annual Xiamen University International Workshop on Experimental Economics and Finance, Xiamen, “The Hayek Hypothesis and the Long Run Competitive Market Equilibrium: An Experimental Investigation”

　　2010

　　China Quantitative Economics Annual Conference 2010, Xiamen, “Estimating the Risk Neutral Densities from Noisy Option Prices: a Maximum Entropy Approach”

　　The 7th Chinese Finance Annual Meeting, Guangzhou, “Estimating the Risk Neutral Densities from Noisy Option Prices: a Maximum Entropy Approach”