Chen Chen Assistant Professor、PI
|Institute||School of Entrepreneurship and Management |
|Research Area||Risk Management, Mechanism Design, Financial Engineering|
|Contact Info.||chenchen1@@shanghaitech.edu.cn|| |
| ||Biography|| |
|Dr. Chen received his Ph.D. from Columbia University in 2014. From 2005 to 2009, he attended Hong Kong University of Science and Technology and received the B.Sc. degree in Physics (Physics and Math) and Computer Science. Chen also visited Northwestern University as an exchange student. Now he is an assistant professor、PI in the School of Entrepreneurship and Management at ShanghaiTech University, China. |
| ||Research Interests|| |
|Systemic risk measures, risk factors, regulationSocial media, e-commerce, online marketingAuction theory, optimal mechanism design|
| ||Selected Publications|| |
|Chen Chen, Garud Iyengar, Ciamac Moallemi. An Axiomatic Approach to Systemic Risk. Management Science, 2013, 59(6): 1373-1388.|
Chen Chen, Garud Iyengar, Ciamac Moallemi. Asset-based Contagion in Financial Networks. Working paper.
Chen Chen, Jason Hartline. Mechanism Design with Risk Aversion. Working paper.
"A Structural Model for Asset Price Contagion and Systemic Risk". INFORMS Annual Meeting Minneapolis, USA, 2013
"Contagion in Financial Networks". Applied Probability Society Conference San Jose, Costa Rica, 2013
"Systemic Risk Measures". 21st International Symposium on Mathematical Programming Berlin 2012
"Factor-based Risk Decomposition". INFORMS Annual Meeting Phoenix, USA, 2012