Fotograaf: FEB

dhr. dr. L. (Liang) Zou


  • Faculteit Economie en Bedrijfskunde
    Sectie Finance
  • Bezoekadres
    REC M
    Plantage Muidergracht 12  Amsterdam
    Kamernummer: E04.38
  • Postadres:
    Postbus  15953
    1001 NL  Amsterdam
  • L.Zou@uva.nl
    T: 0205254256
    T: 0205254153

Positions

Associate Professor 

Research interests

-Theory of Choice under Risk
-Investment Strategies and Risk Management
-Asset Pricing and Performance Evaluation
-Agency Theory, Financial and Incentive Contracts
-Chinese Economic and Financial Transition

Dissertation title

Essays in Principal-Agent Theory

Teaching activities

Current year

Investment and Portfolio Theory
Seminar Finance
Advances in Investment Theory

Previous years

Investment and Portfolio Theory
Advances in Investment Theory

Thesis supervision

BPT 

2015

  • Hu, A., & Zou, L. (2015). Sequential auctions, price trends, and risk preferences. Journal of Economic Theory, 158(Part A), 319-335. DOI: 10.1016/j.jet.2015.05.006 [details]

2011

2010

  • Hu, A., Matthews, S. A., & Zou, L. (2010). Risk aversion and optimal reserve prices in first- and second-price auctions. Journal of Economic Theory, 145(3), 1188-1202. DOI: 10.1016/j.jet.2010.02.006 [details]

2009

  • Li, T., Sun, L., & Zou, L. (2009). State ownership and corporate performance: A quantile regression analysis of Chinese listed companies. China Economic Review, 20(4), 703-716. DOI: 10.1016/j.chieco.2009.05.006 [details]

2006

  • Zou, L. (2006). An Alternative to Prospect Theory. Annals of Economics and Finance, 7(1), 1-27. [details]
  • Zou, L. (2006). The best-beta CAPM. Applied Financial Economics Letters, 2(2), 131-137. DOI: 10.1080/13504850500395993 [details]

2005

  • Zou, L. (2005). Grain Futures Markets and Risk Management [in Chinese]. In China Agricultural Outlook 2005. Bejing: China Agricultural University Press. [details]

2000

  • Zou, L. (2000). Liability Sharing as a Mechanism to Improve Firms' Investment and Liquidation Decisions. Journal of Comparative Economics, 28, 739-761. DOI: 10.1006/jcec.2000.1683 [details]

1999

  • Zou, L., Perotti, E. C., & Sun, L. (1999). State-owned versus Township and Village Enterprises in China. Comparative Economic Studies, 41(2-3), 151-179. [details]

1997

  • Zou, L. (1997). Incentive roles of fringe benefits in compensation contracts. Journal of Economics, 65(2), 181-199. [details]

1996

  • Zou, L., & Sun, W. (1996). Interest rate policy and incentives of state-owned enterprises in the transitional China. Journal of Comparative Economics, 23, 292-318. DOI: 10.1006/jcec.1996.0066 [details]

1995

2009

  • Hu, A., Matthews, S. A., & Zou, L. (2009). Risk aversion and optimal reserve prices in first and second-price auctions [second version]. (PIER working paper; No. 10-001). Philadelphia: Penn Institute for Economic Research. [details]
  • Hu, A., Matthews, S. A., & Zou, L. (2009). Risk aversion and optimal reserve prices in first and second-price auctions. (PIER working paper; No. 09-016). Philadelphia: Penn Institute for Economic Research. [details]

2005

  • Zou, L. (2005). Dichotomous Asset Pricing Model. Annals of Economics and Finance, 6(1), 185-207. [details]

1999

  • Perotti, E. C., Sun, L., & Zou, L. (1999). State-owned versus township and village enterprises in China. Comparative Economic Studies, 41(2-3), 151-180. [details]

1998

  • Perotti, E. C., Sun, L., & Zou, L. (1998). State-Owned versus Township and Village Enterprises in China. UNU World Institute for Development Economics Research Working Papers, 150[details]
  • Perotti, E. C., Sun, L., & Zou, L. (1998). State-owned versus township and village enterprises in China. (WIDER Working papers; No. no. 150). Helsinki: UNU World Institute for Development Economics Researh (UNU/WIDER). [details] [PDF]
  • Zou, L. (1998). A Theory of Risk Pooling and Voluntary Liquidation of Firms: with an Application to Township-Village Enterprises in China. Discussion paper - Tinbergen Institute, 98-123/2[details]

1997

  • Zou, L. (1997). Investments with downside insurance and the issue of time diversification. Financial Analysts' Journal, 53(4), 73-79. [details]

2015

  • Hu, X., Offerman, T., & Zou, L. (2015). How Risk Sharing May Enhance Efficiency in English Auctions. working paper. [details]

2013

  • Hu, A., Matthews, S., & Zou, L. (2013). English Auctions with Ensuing Risk and Heterogeneous Bidders. Universiteit van Amsterdam. [details]
  • Hu, A., Offerman, T. J. S., & Zou, L. (2013). How Risk Sharing May Enhance Efficiency in English Auctions. University of Amsterdam. [details]

2012

  • Hu, A., Offerman, T., & Zou, L. (2012). How risk sharing may enhance efficiency in English auctions. (CREED Working Papers). Amsterdam: Universiteit van Amsterdam. [details]

2010

  • Hu, X., Offerman, T. J. S., & Zou, L. (2010). Premium Auctions and Risk Preferences. Universiteit van Amsterdam. [details]

2009

  • Hu, A., Matthews, S., & Zou, L. (2009). Risk aversion and optimal reseve prices in first and second-price auctions. Amsterdam: Faculteit Economie en Bedrijfskunde. [details]
  • Hu, A., & Zou, L. (2009). Efficient auctions of risky asset to heterogeneous risk averse (preferring) buyers. Amsterdam: Faculteit Economie en Bedrijfskunde. [details]
  • Hu, A., & Zou, L. (2009). Selecting less corruptible bureaucrats: A quasi-auction approach. Amsterdam: Faculteit Economie en Bedrijfskunde. [details]
  • Hu, A., Offerman, T., & Zou, L. (2009). A theory of premium auctions. Amsterdam: Faculteit Economie en Bedrijfskunde. [details]

2008

  • Hu, A., & Zou, L. (2008). Auctioning risky assets to heterogeneous risk-averse bidders. Amsterdam: Faculteit Economie en Bedrijfskunde. [details]
  • Hu, A., & Zou, L. (2008). Auctions under payoff uncertainty: the case with heterogeneous bidder aversion to downside risk. (Tinbergen Institute discussion paper; No. 2008-044/1). onbekend: Tinbergen Instituut. [details]
  • Hu, A., & Zou, L. (2008). Selecting less corruptible bureaucrats: A quasi-auction approach. Amsterdam: Faculteit Economie en Bedrijfskunde. [details]

2007

  • Hu, A., & Zou, L. (2007). Auction under moral hazard. Amsterdam: Faculteit Economie en Bedrijfskunde. [details]
  • Hu, A., & Zou, L. (2007). Selecting less corruptible bureaucrats: a quasi-auction approach. (Tinbergen Discussion Paper; No. 07-096/1). Amsterdam: Faculteit Economie en Bedrijfskunde. [details]

2006

  • Zou, L. (2006). A theory of reference point. Amsterdam: Faculteit Economie en Bedrijfskunde. [details]
  • Zou, L. (2006). Compound utility and asset pricing. Amsterdam: Faculteit Economie en Bedrijfskunde. [details]
  • Zou, L. (2006). Dichotomous analysis of Fama-French portfolios. Amsterdam: Faculteit Economie en Bedrijfskunde. [details]
  • Zou, L., Sun, L., & Li, T. (2006). Solvency insurance. Amsterdam: Faculteit Economie en Bedrijfskunde. [details]
  • van de Kuilen, G., Wakker, P. P., & Zou, L. (2006). A Midpoint Technique for Easily Measuring Prospect Theory's Probability Weighting. Amsterdam: Faculteit Economie en Bedrijfskunde. [details]

2005

  • Zou, L. (2005). An Alternative to Prospect Theory. (Working Paper). onbekend: Afdeling Business Studies. [details]
  • Zou, L. (2005). Asset Pricing with Compound Utility. (Working Paper). onbekend: Afdeling Business Studies. [details]
  • Zou, L. (2005). Compound Utility Theory. onbekend: Afdeling Business Studies. [details]
  • Zou, L., Sun, L., & Li, T. (2005). State Ownership, Corporate Performance, and Parameter Heterogeneity: A Quantile Analysis on China¿s Listed Companies. onbekend: Afdeling Business Studies. [details]

2000

  • Zou, L. (2000). Inherent reward & risk (Part I): Towards a universal paradigm for investment analysis. (Tinbergen Institute Discussion Paper; No. TI 2000-050/2). Amsterdm / Rotterdam: Tinbergen Institute. [details]
  • Zou, L., & Kin, L. (2000). Adding risks: Some general results about time diversification. (Tinbergen Institute Discussion Paper; No. TI 2000-063/3). Amsterdam / Rotterdam: Tinbergen Institute. [details]
  • Zou, L., & Kin, L. (2000). Inherent Efficiency, Security Markets, and the Pricing of Investments Strategies. (Tinbergen Institute Discussion Paper; No. TI 2000-108/2). Amsterdam / Rotterdam: Tinbergen Institute. [details]
  • Zou, L., & Sun, L. (2000). Liability sharing as a mechanism to improve firms investments and liquidation decisions. (Tinbergen Institute Discussion Paper; No. TI 2000-048/2). Amsterdam / Rotterdam: Tinbergen Institute. [details]
This list of publications is extracted from the UvA-Current Research Information System. Questions? Ask the library or the Pure staff of your faculty / institute. Log in to Pure to edit your publications.
  • Inherent risk management
    financial advisory/ china specialist

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