赵  博

最高学历:博士

职称:助理教授

研究兴趣:制度经济学、机器学习,以及与此相关的各类经济、金融问题

E-mail: zhaobo@nankai.edu.cn

个人履历

工作经历:
2016.09-至今 南开大学金融学院,助理教授

教育背景:
香港大学 经济学博士 2016
厦门大学 金融工程硕士 2011
南京大学 数学学士 2007

研究成果

发表论文:

Complete Subset Averaging Methods in Corporate Bond Return Prediction,Tingting Cheng , Shan Jiang , Albert Bo Zhao , and Zhimin Jia,
Finance Research Letters, 2023

Stock Return Prediction: Stacking a Variety of Models,
Tingting Cheng , and Albert Bo Zhao,
Journal of Empirical Finance, 2022

The Impact of COVID-19 Pandemic on the Volatility Connectedness Network of Global Stock Market,
Tingting Cheng , Junli Liu , Wenying Yao , and Albert Bo Zhao,
Pacific-Basin Finance Journal, 2022

工作论文:

Is Machine Learning a Necessity? A Regression-Based Approach for Stock Return Prediction,
Tingting Cheng, Junyi Zhao ,Albert Bo Zhao, and Shan Jiang

Does Financial Regulation Matter? Mandatory Disclosure, Stock Volatility and the U.S. 1933/34 Securities Acts,
Sheng Li ,Chenggang Xu, and Albert Bo Zhao

Corporate Bond Return Prediction: An Ensemble Learning Approach,
Tingting Cheng, Shan Jiang, Hai Lin, Chunchi Wu, and Albert Bo Zhao

Multi-task Incentives in Bureaucracy: Theory and Evidence from China,
Chenggang Xu, Albert Bo Zhao, and Ziao Zhao