清华大学经济管理学院金融系导师介绍：朱英姿

　　►研究成果
　　国内期刊论文
　　1、朱英姿 (合作者王茵田），中国股票市场风险溢价研究，《金融研究》，已接收，2011。
　　2、朱英姿 （合作者杨斌、刘小波），房地产价格指数周期的宏观分析，《投资研究》，已接收，2011。
　　国际期刊论文
　　1. Zhu Y.Z. (with Zhou G.F.), “Volatility Trading: What is the Role of the Long-Run Volatility Component?”, Journal of Financial and Quantitative Analysis, accepted, 2010.
　　2. Zhu Y.Z, (with Zhou G.F.), "Is the Recent Financial Crisis Really a “Once-in-a-Century” Event?", Financial Analysts Journal, 66(1), 24-27(2010).
　　3. Zhu Y.Z., (with Lu Z.J.), “Volatility Component: the Term Structure of VIX Futures" (with Zhongjin Lu), Journal of Futures Markets, 30(3), 230-256(2010).
　　4. Zhu Y.Z, (with Zhou G.F.), "Technical Analysis: An Asset Allocation Perspective on the Use of Moving Averages", Journal of Financial Economics , No.92, Vol.3, pp. 519-544, 2009.
　　5. Zhu Y.Z., (with Zhang J.E.), "Variance Term Structure and VIX Futures Pricing", International Journal of Theoretical and Applied Finance , No.1, Vol.10, pp. 111-127, 2007.
　　6. Zhu Y.Z., (with Zhang J.E.), "VIX Futures", Journal of Futures Markets , No.2, Vol.26, pp. 521-531, 2006.
　　7. Zhu Y. Z. , (with Avellaneda M.), A risk-neutral volatility model, International Journal of Theoretical and Applied Finance, Vol 1, No. 2, 289-310 (1998).
　　8. Zhu Y. Z. , (with Avellaneda M.), An E-ARCH model for the term structure of implied volatility of FX options, Applied Mathematical Finance, 4, 81-100 (1997).
　　专著
　　1、朱英姿 （合作者卢强），创建竞争优势，经济管理出版社（2005）
　　会议论文
　　1.房地产价格指数周期的宏观分析，（与杨斌，刘小波），“中国政府债务管理与资产价格风险”国际研讨会2011年年会，北京，2011.
　　2.A Long-run Risks Model with Long-and Short-run Volatilities:Explaining Predictability and Volatility Risk Premium, (with Guofu Zhou), European Finance Association(欧洲金融年会） 2010，德国。
　　3.A Long-run Risks Model with Long-and Short-run Volatilities:Explaining Predictability and Volatility Risk Premium, (with Guofu Zhou)，CICF （中国国际金融年会），北京，2010.
　　4.A Long-run Risks Model with Long-and Short-run Volatilities:Explaining Predictability and Volatility Risk Premium, (with Guofu Zhou), CKGSB 2009 summmer workshop , 2009.
　　5. Volatility Trading and the Elasticity of Intertemporal Substitution, (with Guofu Zhou), CICF （中国国际金融年会），大连，2009.
　　6.Technical Analysis and Theory of Finance, (with Guofu Zhou) European Finance Association Annual Conference, 欧洲金融年会，2007.
　　7. Dynamic Volatility Strategy with Recursive Utility, China International Conference in Finance （中国国际金融年会）西安, 2006.