정욱의 이력서

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교육 경험 < /p>

1, Princeton University, New Jersey, USA, Ph.D. in Economics July 1987

3, Nankai University, China, b.s., Mathematics, July 1984

August 1992-August 2000

assistant professor

taught courses at both undergraduate and graduate Probability and Statistics, Econometrics, Advanced Econometrics, and microeconomics.supervised theses and dissertations OS And Ph.D. students.

published in top econometrics and statistical journals, including journal of econons Econometric theory and journal of nonparametric statistics.original and influential works on specification testing and its applications in Nd finance are widely cited in the literature.

refered papers for econometrica, Econometric Theory, journary National Science foundation, journal of nonparametric statistics, Journal of Business amp；; Economic Statistics, Econometric Reviews, and journal of business research.

2, MetricsValue Capital September2000-July 2004

president/portfolio manager

started and managed the state Achieved excellent investment returns.

achieve and enhance returns using momentum,

Arbitrage, and leverage strategies, such as merger/risk arbitrage, pair trading, and statistical arbitrage；; Manage and control risk by hedging with indices, options, and futures.

3, Millennium Partners, New York August 2004-2005

portfolio manager

managing a long-short equity portfolio for the he Achieving excellent performance using statistical arbitrage strategies.

develop and implement trading systems and Statistical, fundamental, and technical methods.

conduct research on asset allocation, financial engineering And risk management.

영예상 < /p>

1, In 1987 ， Won the first place in both national economics and mathematics competitions sponsored by the PRC Ministry of education and the U.S. committions Ics education and research in China

2, (U.S.) national academy of sciences fellowship, September 1987-September 1989

3, Princeton University Fellowship, September 1987-June 1991

4, university research institute summer research grant, University of Texas, 1993

5, Murray S. Johnson Research Fellow, University of Texas, summer 1995, summer 1997, Summer 1998

발표 논문 < /p>

1, "a consistent test of conditional parametric distributions"; 667-691 (2000)

2, "specification testing and nonparametric estimation of the human capital model

. Fomby and R. C. Hill, eds., advances in econometrics: applying kernel and nonparametric estimation to economic topics Jaipress (1999) ..

3, "consistent specification testing for conditional symmetry," econometric 139-149 (1998) ..

4, "a consistent nonparametric test of parametric regression models under condition 14,123-138 (1998) ..

5, "a consistent specification test of in dependence," journal of nof 297-306 (1997) ..

6, "a strong law of large numbers: solution," Econometric Theory, 11 210-212 (1996) ..

7, "a consistent test of functional form via nonparametric estimation techniques" 263-289 (1996) ..

8, "semi parametric efficiency bounds for the binary choice and sample selection MODS 249-253 (1995) ..

9, "deriving restricted least squares estimator without a la grange an: soluting 447-448 (1994) ..

10, "efficiency as correlation: solution," Econometric Theory, 10 228 (1994) ..

작업 논문 < /p>

1, "testing heteroskedasticity in nonlinear and nonparametring "복구 by Canadian journal of statistics

2, "testing heteroskedasticity in nonlinear and nonparametric regressions with an application to interest rate volatility" under revision 에코

Nomic Statistics.

3, "a test of heteroskedasticity based on kernel estimation of the score function, "under revision for journal of econometrics.

4, "a goodness of fit test for parametric conditional distributions using the nonparametric smoothing method, Submitted to the journal of the American statistical association.

5, "Testing for Discrete Choice Models "submitted to econometrica.

6," nonparametric estimation of welfare cost of taxation on labor supply " In progress ..

7, "semi parametric estimation of hedonic housing price models in the presence of selection bias" In progress ..

8, "bootstrapping the maximum rank correlation estimator" in progress.

"manuscript, 2003.

10," bootstrapping a nonparametric test of conditional moment restrictions " October 1998 ..

11, "a specification test of conditional parametric distributions using kernel estimation mether March 1995 ..

12, "a goodness of fit test of parametric distributions," manuscript, July 1994 ..

13, "a residual-based consistent test of parametric regression models," manuscript