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罗鹏飞

时间:2019-03-01


                                                              


   称:副教授、博士生导师

办公地点:北校区红楼3202

E - m a i lpfluo@hnu.edu.cn

研究方向:资产定价公司金融

讲授课程:衍生金融工具、动态规划与随机控制、金融随机分析、金融工程学


个人简介:


罗鹏飞,男,湖南衡阳人,现任湖南大学金融与统计学院副教授,博士生导师,美国哥伦比亚大学金融工程专业联合培养博士生(2017.8.-2018.8.)。于20159月至201812月就读于湖南大学金融与统计学院,获经济学博士学位。目前研究方向为资产定价和公司金融,在经济金融管理类国际权威期刊和中文重点期刊上发表高质量论文30余篇,如European Journal of Operational Research, Journal of Economic Dynamics and Control, Quantitative Finance, European Financial Management ,Macroeconomic Dynamics, Economics Letters, International Review of FinanceInternational Review of Economics and FinanceEconomic ModellingNorth American Journal of Economics and FinanceFinance Research Letters,《经济研究》,《系统工程理论与实践》,《中国管理科学》,《系统工程学报》等。

招生要求:

对学术研究具有浓厚的兴趣,经济学、金融学和数理基础扎实,具有一定的编程能力。

科研项目:

[1] 国家自然科学基金青年项目(72001074):小微企业银税互动设计及其投融资研究;主持;起止时间:2021.01-2023.12

[2] 湖南省自然科学基金青年项目(2021JJ40132):动态学习下银税互动与中小微企业金融决策研究;主持;起止时间:2021.01-2023.12

科研获奖:

[1] 江五元,杨招军,罗鹏飞.复杂风险模型构建、统计分析与投资决策研究.2019年湖南省自然科学三等奖


代表论文(截止于20221月,*表示通讯作者):

[1] Luo Pengfei, Tan Yingxian, Yang Jinqiang. Dynamic optimal restructuring policies under debt renegotiation with positive externalities. European Financial Management, forthcoming.

[2] Tan Yingxian, Luo Pengfei*. The impact of debt restructuring on dynamic investment and financing policies. Economic Modelling, 2021, 102: 105583.

[3] Luo Pengfei, Lu Ting, Song Dandan. Real options for an entrepreneur with preferences for liquidity. Economics Letters, 2021, 204: 109889.

[4] Luo Pengfei, Ma Yong. Robustly dynamic tax evasion and consumption with preferences for cash. International Review of Finance, 202121(3)1078-1088.

[5] Luo Pengfei, Yang Zhaojun. Investment and Financing for Cash Flow Discounted with Group Diversity. International Review of Finance,202121(3)769-785.

[6] Luo Pengfei, Tian Yuan, Yang Zhaojun. Real Option Duopolies with Quasi-hyperbolic Discounting. Journal of Economic Dynamics and Control,2020, 111: 103829.

[7] Luo Pengfei, Chen Biao, Liu Fengjun. Growth option, debt maturity and cash reserves with bank-tax-interaction. North American Journal of Economics and Finance,2020, 52: 101144.

[8] Tan Yingxian, Luo Pengfei*, Yang Jinqiang, Ling Aifan. Investment and capital structure decisions under strategic debt service with positive externalities. Finance Research Letters,202033101193.

[9] Luo Pengfei, Song Dandan, Chen Biao. Investment and financing for SMEs with bank-tax interaction and public-private partnerships. International Review of Economics and Finance, 202065163-172.

[10] Luo, Pengfei, Yang Zhaojun. Growth option and debt maturity with equity default swaps in a regime-switching framework. Macroeconomic Dynamics, 2019,23(6):2250-2268.

[11] Luo Pengfei, Xiong Jie, Yang Jinqiang, Yang Zhaojun. Real Options under a Double Exponential Jump-Diffusion Model with Regime Switching and Partial Information. Quantitative Finance, 2019,19(6): 1061-1073.

[12] Luo Pengfei, Yang Zhaojun. Real options and contingent convertibles with regime switching. Journal of Economic Dynamics and Control, 2017, 75: 122-135.

[13] Luo Pengfei, Wang Huamao, Yang Zhaojun. Investment and Financing for SMEs with a Partial Guarantee and Jump Risk. European Journal of Operational Research, 2016, 249(3): 1161–1168.

[14] 罗鹏飞,段依竺,张勇.时间偏好不一致企业家动态投资策略研究.中国管理科学202230(1):54-63.

[15] 陈彪,罗鹏飞*,杨金强.银税互动、融资约束与小微企业投融资.经济研究2021,56(12):77-93.

[16] 李昊骅,张晓强,罗鹏飞*,李心丹. 模糊厌恶下关系型借贷定价和最优贷款利率. 中国管理科学,2020,28(10):36-42.

[17] 罗鹏飞,甘柳,杨招军. 税率不确定性下的减记型二级资本债设计及银行最优债务结构. 中国管理科学, 2018,26(1):98-106。

[18] 罗鹏飞,杨招军. 成熟型企业家的投资策略与可转债的代理问题. 控制理论与应用2018,35(3):359-366.

[19] 罗鹏飞,杨招军,张勇.成熟型企业家的融资策略与道德风险及债务积压问题.系统工程理论与实践.2017,37(3): 580-588.

[20] 杨招军,罗鹏飞.信用担保下的企业最优投资和融资. 系统工程学报. 2017,32(2):233-240.