New evidence on how income risk affects households' portfolio choices by SEM professor

Assistant Professor Yapei Zhang from SEM, together with her coauthor Sylvain Catherine from Wharton and Paolo Sodini from Stockholm School of Economics, find new evidence on the importance of counterc...

2024-06-04

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Faculty Openings at ShanghaiTech SEM

ShanghaiTech University: Jointly founded by the Chinese Academy of Sciences (CAS) and Shanghai Municipal People’s Government in 2013, ShanghaiTech University aspires to be a small-scale, high-level, ...

2024-06-04

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The paper “Does the Choice of Realized Covariance Measures Empirically Matter? A Bayesian Density Prediction Approach” by Dr. Qiao Yang has been accepted for publication at Econometrics, MDPI.

The paper “Does the Choice of Realized Covariance Measures Empirically Matter? A Bayesian Density Prediction Approach” by Dr. Qiao Yang has been accepted for publication at Econometrics, MDPI. Exist...

2021-12-08

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The paper “Infinite Markov Pooling of Predictive Distributions” by Dr. Qiao Yang has accepted for publication at Journal of Econometrics

This paper introduces novel approaches to forecast pooling methods based on a nonparametric prior for a weight vector combining predictive densities. The first approach places a Dirichlet process prio...

2021-11-12

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SEM Prof. Soo Jin Kim's two papers have been published in economics journals

In this November，Soo Jin Kim，an assistant professor of our school, published a cooperative paper:“Zero-Rating and Vertical Content Foreclosure”(co-authors: Thomas D. Jeitschko and Aleksandr Yankel...

2020-12-10

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SEM Completes its First 5-Year International Assessment

On January 8-9, an International Assessment Committee conducted a comprehensive review of School of Entrepreneurship and Management (SEM) on its first five years of journey since its launch. The Commi...

2020-01-15

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The paper "Oil Price Shocks and Economic Growth: The Volatility Link" by Prof. Yang Qiao has accepted for publication at International Journal of Forecasting

This paper shows that oil shocks primarily impact economic growth through the conditional variance of growth. Our comparison of models focuses on density forecasts. Over a range of dynamic models, oil...

2020-01-03

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SEM researcher reveals the effect of China’s industrial clustering on promoting economic growth and reducing income inequality

Since the beginning of industrialization, the interaction between economic growth and inequality has raised challenging questions to our societies. In the past few cades, inequality has been rising in...

2019-11-21

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