Concepedia

Chunsheng Zhou

CZ

19

Publications

2.6K

Citations

17

H-Index

1996

Active since

Affiliations

Peking University(Current)

University of California, Riverside

Federal Reserve

Federal Reserve Board of Governors

University of Virginia

Chunsheng Zhou is an author at Peking University specializing in finance, business, and management.

Top concepts

FinanceBusinessManagementEconomicsFinancial CrisisAsset PricingFinancial Risk ManagementAccountingCredit RiskCapital Structure

Publications per year

1996–2003

19

Publications

19

The illusory nature of momentum profits

David A. Lesmond, Michael J. Schill, Chunsheng Zhou · Journal of Financial Economics · 2003 · 651 citations

Asset Pricing, Market Trend, Momentum Profits +3

The term structure of credit spreads with jump risk

Chunsheng Zhou · Journal of Banking & Finance · 2001 · 526 citations

Economics, Financial Economics, Financial Risk Management +7

An Analysis of Default Correlations and Multiple Defaults

Chunsheng Zhou · Review of Financial Studies · 2001 · 318 citations

Credit Score, Default Correlations, Financial Risk Management +14

Credit derivatives in banking: Useful tools for managing risk?

Gregory R. Duffee, Chunsheng Zhou · Journal of Monetary Economics · 2001 · 214 citations

Financial Risk Management, Banking, Credit Derivatives +9

A Jump-Diffusion Approach to Modeling Credit Risk and Valuing Defaultable Securities

Chunsheng Zhou · SSRN Electronic Journal · 1997 · 166 citations · Full text

Rows per page

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