
陈宏
生产与供应链管理、金融服务运营与风险管理;排队网络理论与应用;中国供应链管理最佳实践案例研究等。目前主要研究风险管理和量化金融。包括系统风险、信用风险、市场风险和运营风险管理;还有债卷定价、期货定价。
教育背景
博士学位:斯坦福大学工程经济系统学,1987
硕士学位:斯坦福大学工程经济系统学,1983
学士学位:西安交通大学数学系,1982
教授介绍
陈宏教授现任上海高级金融学院管理科学教授。曾任加拿大英属哥伦比亚大学供应链管理讲席教授及物流与运营管理系主任,并兼任西安交通大学管理学院院长。此前他曾任长江商学院创院教授,并担任学术副院长;中欧国际工商学院运营管理学教授。陈宏教授曾在香港科技大学、斯坦福大学、佐治亚理工学院及香港中文大学做访问教授和学者,也曾任清华大学经济管理学院特聘教授。陈宏教授还曾赴哈佛大学进行博士后深造。
陈宏教授目前的主要研究方向是清洁能源,尤其是氢能源的市场与投资。他的研究还包括生产与供应链管理、金融服务运营与风险管理;排队网络理论与应用;中国供应链管理最佳实践案例研究等。
陈宏教授曾在国际顶级运营管理学术期刊上发表了大量研究论文,这些期刊包括Operations Research, Management Science, Manufacturing and Service Operations Management, Production and Operations Management, Mathematics of Operations Management 等。陈宏教授撰写了中国供应链管理的教学案例及《哈佛商业评论》(中文版)文章,曾担任应用概率学会(INFORMS Society on Applied Probability)主席。陈宏教授还曾任Management Science, Operations Research and Queuing Systems Theory and Application等学术期刊的副主编。
陈宏教授于1987年在斯坦福大学获得经济工程系统博士学位。
学术成果
- Chen, Hong, and Murray Frank, 2020, The Effect of Taxation on Corporate Financing and Investment, Review of Corporate Finance Studies.
- Zhou, Zhengyi, Hong Chen, Lu Han, and Anming Zhang, 2019, The Effect of a Subway on House Prices: Evidence from Shanghai, Real Estate Economics.
- Wu, Owen Q., and Hong Chen, 2016, Chain-to-chain competition under demand uncertainty, Journal of the Operations Research Society of China .
- Chen, Hong, and Heng-Qing Ye, 2016, An Examination of Some Factory Physics Principles, Journal of the Operational Research Society of China.
- Chen, Hong, and Murray Z. Frank, 2015, Are Direct Investments by the Federal Reserve a Good Idea? A Corporate Finance Perspective, Quarterly the Journal of Finance.
- Chen, Hong, Qu Qian, and Anming Zhang, 2015, Would Allowing Privately Funded Health Care Reduce Public Waiting Time? Theory and Empirical Evidence from Canadian Joint Replacement Surgery Data, Production and Operations Management.
- Chen, Hong, and Zhan Zhang, 2014, Technical Note – Joint Inventory and Pricing Control with General Additive Demand, Operations Research.
- Chen, Hong, and Heng-Qing Ye, 2012, Asymptotic Optimality of Balance Routing, Operations Research.
- Chen, Hong, and Heng-Qing Ye, 2011, Methods in Diffusion Approximation for Multi-Server Systems: Sandwich, Uniform Attraction and State-Space Collapse, International Series in Operations Research & Management Science.
- Chen, H., Wu, O., and Yao, D.D., 2010, On the Benefit of Inventory-Based Dynamic Pricing Strategies, Production and Operations Management.
- Wu, Owen Q., and Hong Chen, 2010, Optimal control and equilibrium behavior of production-inventory systems, Management Science.
- Chen, Hong, C. Tong, and L. Bai, 2009, The Lenovo Duo Model, Harvard Business Review (China Edition).
- Chen, Hong, L. Qin and X.H. Shi, 2009, Towards an Agility Supply Chain, Harvard Business Review (China Edition).
- Chao, Xiuli, Hong Cheng, and Shaohui Zheng, 2009, Dynamic Capacity Expansion for a Service Firm with Capacity Deterioration and Supply Uncertainty, Operations Research.
- X. Chao, H. Chen, and S. Zheng, 2008, Joint Replenishment and Pricing Decisions in Inventory Systems with Stochastically Dependent Supply Capacity, European Journal of Operational Research.
- H. Chen, O. Wu and M. Frank, 2007, U.S. Retail and Wholesale Inventory Performance from 1981 to 2004, Manufacturing & Service Operations Management.
- H. Chen, Y.-W. Wan, 2005, Capacity Competition of Make-to-Order Firms, Operations Research Letters.
- Hong Chen, Murray Z. Frank and OwenWu, 2005, What Actually Happened to the Inventories of American Companies Between 1981 and 2000?, Management Science.
- H. Chen , M. Frank, 2004, Monopoly Pricing when Customer Queues, Iie Transactions.
- H. Chen, Y.-W. Wan, 2003, Price Competition of Make-to-Order Firms, Iie Transactions.
- H. Chen, X. Shen, 2003, The Finite Element Method for Computing the Stationary Distribution of an SRBM in an Orthant with Applications to Open Queueing Networks, Queueing Systems, Theory and Applications.
- H. Chen, H. Ye, 2002, Existence Condition for the Diffusion Approximations of Multiclass Priority Queueing Networks, Queueing Systems, Theory and Applications.
- H. Chen, X. Shen and D.D. Yao, 2002, Brownian Approximations of Multiclass Open Queueing Networks, Operations Research.
- H. Chen, H. Ye, 2002, Piecewise linear Lyapunov Function for the Stability of Multiclass Queueing Networks, Ieee Transactions on Automatic Control.
- X. Shen, H. Chen, J.G. Dai and W. Dai, 2002, The Finite Element Method for Computing the Stationary Distribution of an SRBM in a Hypercube with Applications to Finite Buffer Queueing Networks, Queueing Systems, Theory and Applications.
- H. Chen, M. Frank, 2001, State Dependent Pricing with a Queue, Iie Transactions.
- H. Ye, H. Chen, 2001, Lyapunov Function as a Necessary and Sufficient Condition for the Stability of Fluid Networks, Operations Research Letters.
- H. Chen, H. Zhang, 2000, Stability of Multiclass Queueing Networks Under Priority Service Disciplines, Operations Research.
- H. Chen, H. Zhang, 2000, A Necessary Condition and a Sufficient Condition for the Diffusion Approximations of Multiclass Queueing Networks Under Priority Service Disciplines, Queueing Systems, Theory and Applications.
- H. Chen, X. Shen, 2000, Strong Approximation for Multiclass Feedforward Queueing Networks, Annals of Applied Probability.
- H. Chen, H. Zhang, 2000, Diffusion Approximations for Some Multiclass Queueing Networks Under FIFO Service Disciplines, Mathematics of Operations Research.
- H. Chen, 1999, Basic Adjoint Relation for Transient and Stationary Analysis of Some Markov Processes, Annals of Operations Research.
- J.J. Liu, H. Chen, 1999, Optimal Pacing in an Assembly-Based Multistage Production System, Annals of Operations Research.
- H. Chen, H. Zhang, 1998, Diffusion Approximations for Kumar-Seidman Network Under a Priority Service Discipline, Operations Research Letters.
- H. Chen, H. Zhang, 1997, Stability of Multiclass Queueing Networks Under FIFO Discipline, Mathematics of Operations Research.
- H. Chen, O. Kella and G. Weiss, 1997, Fluid Approximations for a Processor-Sharing Queue, Queueing Systems, Theory and Applications.
- H. Chen, 1996, Rate of Convergence of the Fluid Approximation for Generalized Jackson Networks, Journal of Applied Probability.
- H. Chen, 1996, A Sufficient Condition for the Positive Recurrence of a Semimartingale Reflecting Brownian motion in an orthant, Annals of Applied Probability.
- H. Chen, H. Zhang, 1996, Diffusion Approximations for Multiclass Re-entrant Lines Under a Firstbuffer- First-Served Discipline, Queueing Systems, Theory and Applications.
- H. Chen, 1995, Fluid Approximations and Stability of Multiclass Queueing Networks: Work-Conserving Disciplines, Annals of Applied Probability.
- D. Atkins, H. Chen, 1995, Performance Evaluation of Scheduling Control of Queueing Networks: Fluid Model Heuristics, Queueing Systems, Theory and Applications.
- H. Chen, J.G. Shanthikumar, 1994, Fluid Limits and Diffusion Approximations for Networks of Multi-server Queues in Heavy Traffic, Journal of Discrete Event Dynamic Systems.
- H. Chen, P. Yang and D.D. Yao, 1994, Control and Scheduling in a Two-Station Queueing Network: Optimal Policies and Heuristics, Queueing Systems, Theory and Applications.
- H. Chen, P. Yang, D.D. Yao and X. Chao, 1993, Optimal Control of a Simple Assembly System, Operations Research Letters.
- S.H. Xu, H. Chen, 1993, On the Asymptote of the Optimal Routing Policy for Two Service Stations, Ieee Transactions on Automatic Control.
- H. Chen, D.D. Yao, 1993, Dynamic Scheduling of a Multi-class Fluid Network, Operations Research.
- H. Chen, W. Whitt, 1993, Diffusion Approximations for Open Queueing Networks with Service Interruptions, Queueing Systems, Theory and Applications.
- H. Chen, D.D. Yao, 1992, A Fluid Model for Systems with Random Disruptions, Operations Research.
- H. Chen, A. Mandelbaum, 1991, Discrete Flow Networks: Bottleneck Analysis and Fluid Approximations, Mathematics of Operations Research.
- H. Chen, A. Mandelbaum, 1991, Stochastic Discrete Flow Networks: Diffusion Approximations and Bottlenecks, Annals of Probability.
- J.M. Harrison, R.J. Williams and H. Chen, 1990, Brownian Models of Closed Queueing Networks with Homogeneous Customer Populations, Stochastics and Stochastics Reports.
- H. Chen, D.D. Yao, 1990, Optimal Intensity Control of a Queueing System with State-Dependent Capacity Limit, Ieee Transactions on Automatic Control.
- H. Chen, D.D. Yao, 1990, Derivatives of the Expected Delay in the GI/G/1 Queue, Journal of Applied Probability.
- H. Chen, 1989, Optimal Intensity Control of a Multi-Class Queue, Queueing Systems - Theory and Applications.
- H. Chen, J.M. Harrison, A. Mandelbaum, A.V. Ackere and L.M. Wein, 1988, Empirical Evaluation of a Queueing Network Model for Semiconductor Wafer Fabrication, Operations Research.
- T. Chi, J.J. Liu and H. Chen, 1987, Optimal Stopping Rule for a Project with Uncertain Completion Time and Salvageability, Ieee Transactions on Engineering Management.
- Hong Chen and Murray Z. Frank, 2020, Dividends, Taxes and Transaction Costs: Fisher Black’s Dividend Puzzle Reconsidered.