Tang Ke
Tang Ke
Professor and director of the Institute of economics, School of Social Sciences, Tsinghua University, the "four groups" of the Propaganda Department of the CPC Central Committee and the leading talents of philosophy and Social Sciences (ten thousand talents plan), and the winner of the national fund for Distinguished Youth.
Character experience
Graduated from Tsinghua University in July 2000 with a bachelor's degree in economics and engineering.
Graduated from Tsinghua University in July 2002 with a master's degree in engineering.
In April 2004, he graduated from the University of California, Berkeley with a master's degree in financial engineering.
He graduated from Cambridge University in August 2008 with a doctorate in finance.
From September 2008 to September 2009, lecturer of Hanqing Research Institute, Renmin University of China.
From September 2009 to September 2013, associate professor of Hanqing Research Institute, Renmin University of China.
October 2013 October 2014 Professor, Hanqing Research Institute, Renmin University of China.
November 2014, Professor, Institute of economics, School of Social Sciences, Tsinghua University.
Research direction
Commodities (including cryptocurrency)
Digital economy
financial technology
Award winning record
"Four one batch" talents of the Propaganda Department of the CPC Central Committee
National Science Foundation for Distinguished Young Scholars.
Youth top talent support program of the Organization Department of the CPC Central Committee.
Ministry of education new century talent support program.
Second prize of the 11th Beijing outstanding achievement award of philosophy and social sciences.
David Pyle Award for best thesis in financial engineering, University of California, Berkeley.
Academic part time job
ManagingEditor,QuantitativeFinance
AssociateEditor,JournalofCommodityMarkets
Academic publication
- EconomicLinkages,RelativeScarcity,andCommodityFuturesReturnswithJaimeCasassus(PontificiaUniversidadCatolicadeChile)andPengLiu(CornellUniversity),
ReviewofFinancialStudies
,2013,26,1324-1362.
- CommodityAsCollateral,withHaoxiangZhu(MIT),
ReviewofFinancialStudies
,2016,29,2110-2160.
- ATaleofTw oPremiums:TheRoleofHedgersandSpeculatorsinCommodityFuturesMarkets ,withWenjinKang(SUFE)andGeertRouwenhorst(YaleUniversity),
JournalofFinance
,2020,75,377-417.
- IndexInvestmentandtheFinancializationofCommoditieswithWeiXiong(PrincetonUniversity),
FinancialAnalystJournal
,2012,68,54-74.(GoogleScholar1400+)
- Com modityInvestingwithK.GeertRouwenhorst (YaleUniversity),AnnualReviewofFinancialEconomics,2012,4,447–467.(ReviewArticle)
- LongTermSpreadOptionValuationandHedgingwithMichaelDempster(CambridgeUniversity)andElenaMedova(CambridgeUniversity),JournalofBankingandFinance,2008,32, 2530-2540.
- No-arbitrageConditionsforStorableCommoditiesandtheModellingofFuturesTermStructureswithPengLiu(CornellUniversity),JournalofBankingandFinance,2010,34,1675-1687.
- Estimatingexponentialaffinemodelswithcorrelatedmeasurem enterrors:ApplicationstofixedincomeandcommoditieswithMichaelDempster (CambridgeUniversity), JournalofBankingandFinance,2011,35,639-652.
- TheStochasticBehaviorofCommodityPriceswithHeteroskedasticityintheConvenienceYieldwithPengLiu(CornellUniversity),JournalofEmpiricalFinance,2011,18,211-224.
- Time-varyingLongRunMeanofCommodityPricesandtheModellingofFuturesTermStructure,QuantitativeFinance,2012,12, 781-790.
- DeterminantsofOilFuturesPricesandConvenienceYieldswithMichaelDempster(CambridgeUniversity)andElenaMedova(CambridgeUniversity),QuantitativeFinance,2012,12,1795-1809.
- TheDeterminantsofHomebuilderStockPriceExposur etoLumber:ProductionCostversusHousingDemandwithPengLiu (CornellUniversity)andXiaomengLu(CornellUniversity), JournalofHousingEconomics,2012,21,211-222.
- MaximalAffineModelsforMultipleCo mmodities:ANotewithJaimeCasassus (PontificiaUniversidadCatolicadeChile)andPengLiu(CornellUniversity),JournalofFuturesMarkets,2015,35,75-86.
- CorporateGovernanceandFirm Liquidity:EvidencefromtheChineseStockMarketwithChangyunWang (RenminUniversityofChina), EmergingMarketFinanceandTrade,2011,47,47-60.
- SizeandPerformanceofChineseMu tualFunds:TheRoleofEconomyofScaleandLiquiditywithWenjunWang (RenminUniversityofChina)andRongXu(RenminUniversityofChina),Pacific-BasinF
Chinese PinYin : Tang Ke
Tang Ke
