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NL

dr. L. (Liang) Zou

Faculty of Economics and Business
Sectie Finance
Photographer: FEB

Visiting address
  • Plantage Muidergracht 12
Postal address
  • Postbus 15953
    1001 NL Amsterdam
Contact details
  • Profile

    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

    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 

    Course materials are available through the UvA Blackboard Server

  • Links
  • Publications

    2018

    • Hu, A., Matthews, S. A., & Zou, L. (2018). English auctions with ensuing risks and heterogeneous bidders. Journal of mathematical economics, 76, 33-44. https://doi.org/10.1016/j.jmateco.2018.02.002 [details]
    • Hu, A., Offerman, T., & Zou, L. (2018). How risk sharing may enhance efficiency of English auctions. Economic Journal, 128(610), 1235-1256. https://doi.org/10.1111/ecoj.12439 [details]
    • Zou, L., Hu, A., & Matthews, S. A. (Accepted/In press). Low Reserve Prices in Auctions. Economic Journal.

    2015

    2011

    2010

    2009

    2006

    2005

    • Zou, L. (2005). Dichotomous Asset Pricing Model. Annals of Economics and Finance, 6(1), 185.
    • Zou, L. (2005). Grain Futures Markets and Risk Management [in Chinese]. In China Agricultural Outlook 2005 Bejing: China Agricultural University Press.

    2000

    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

    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.

    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. (WIDER Working papers; No. no. 150). Helsinki: UNU World Institute for Development Economics Researh (UNU/WIDER). [details]
    • 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]
    • 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, A., Matthews, S., & Zou, L. (2015). English Auctions with Ensuing Risk and Heterogeneous Bidders. (PIER Working Paper; No. 15-010). Philadelphia: Penn Institute for Economic Research. https://doi.org/10.2139/ssrn.2570029 [details]
    • Hu, X., Offerman, T., & Zou, L. (2015). How Risk Sharing May Enhance Efficiency in English Auctions.

    2013

    • Hu, A., Offerman, T. J. S., & Zou, L. (2013). How Risk Sharing May Enhance Efficiency in English Auctions. University of Amsterdam.

    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.

    2009

    • Hu, A., & Zou, L. (2009). Efficient auctions of risky asset to heterogeneous risk averse (preferring) buyers. Amsterdam: Faculteit Economie en Bedrijfskunde.
    • Hu, A., & Zou, L. (2009). Selecting less corruptible bureaucrats: A quasi-auction approach. Amsterdam: Faculteit Economie en Bedrijfskunde.
    • Hu, A., Matthews, S., & Zou, L. (2009). Risk aversion and optimal reseve prices in first and second-price auctions. Amsterdam: Faculteit Economie en Bedrijfskunde.
    • 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.
    • 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.
    • 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.
    • Zou, L. (2006). Compound utility and asset pricing. Amsterdam: Faculteit Economie en Bedrijfskunde.
    • Zou, L. (2006). Dichotomous analysis of Fama-French portfolios. Amsterdam: Faculteit Economie en Bedrijfskunde.
    • Zou, L., Sun, L., & Li, T. (2006). Solvency insurance. Amsterdam: Faculteit Economie en Bedrijfskunde.
    • 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.

    2005

    • Zou, L. (2005). An Alternative to Prospect Theory. (Working Paper). onbekend: Afdeling Business Studies.
    • Zou, L. (2005). Asset Pricing with Compound Utility. (Working Paper). onbekend: Afdeling Business Studies.
    • Zou, L. (2005). Compound Utility Theory. onbekend: Afdeling Business Studies.
    • 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.

    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. Log in to Personal Page Publication Selection tool to manage the visibility of your publications on this list.
  • Ancillary activities
    No known ancillary activities