师资队伍
 
余 湄
讲师
 
 

办公室:博学楼908房间

电 话:86-10-64495048

传 真:86-10-64495059

Email:Yumei1976@yahoo.com

教育背景与学术经历

2000 ~ 2003 年毕业于中国科学院系统所,获管理学博士

2001.12 ~ 2002.1 前往香港城市大学管理系访问,职务研究助理

2003.1 ~ 2003.2 前往香港城市大学管理系访问,职务研究助理

1997 ~ 2000 毕业于南昌大学运筹学专业,获理学硕士学位

1993 ~ 1997 毕业于南昌大学数学系,获理学学士学位

主要研究方向

最优投资 / 消费选择,无套利分析,金融风险管理 , 不确定因素下的决策分析

主要教学课程

金融经济学,金融工程,运筹学

主要学术成果

汪寿阳、余湄、张静,欧元对中国的影响,《科学决策》 , No. 10, 2002

汪寿阳、余湄,欧元变化趋势以及对中国经济的影响,《中外管理导报》 , No. 6,2002.

Liexun Yang, Mei Yu and Shouyang Wang, Applications of MCDM to Science Foundation Management, Proceedings of the Third Asia-Pacific Conference on Industrial Engineering and Management Systems, Hong Kong, 2000.

Mei Yu, Shouyang Wang, Wantao Fu, Weisheng Xiao, On the Existence and Connectedness of Solutions of Vector Variational Inequality, Mathematical Methods of Operations Research, Vol. 54, No. 2, 2001.

K. K. Lai, Shouyang Wang and Mei Yu, No Arbitrage and Optimal Consumption Portfolio with Transaction Cost, Proceedings of the 5th International Conference on Optimization: Techniques and Applications, Hong Kong, 2001.

Shouyang Wang, Yammamoto, Y. and Mei Yu, A Minimax Principle Rule for Portfolio Selection in Frictional Market, Mathematical Methods of Operations Research, Vol. 57, No. 1, 2003.

F. Yang, M. Yu, Shouyang Wang, M. Yu and L. Coladas, L-Matrices and Solvability of Linear Complementarily Problems by a Linear Program, TOP, Vol. 13, No. 2, 2003.

M.Yu and S.Y.Wang, Absolute Deviation Function and Portfolio Selection, Lecture Notes in Decision Sciences: Financial Systems Engineering, Edited by Shou Chen, Shouyang Wang, Qifang Wu and Ling Zhang, Global Publisher.

X. Chao, K. K. Lai, Shouyang Wang, Mei Yu, Optimal Consumption and No Arbitrage Portfolio with Non-proportional Transaction Cost, accepted by Annals of Operations Research, 2004.