As of 1 May 2019 Dr Chen Zhou is appointed as Professor Mathematical Statistics and Risk Management at Erasmus School of Economics. The Chair is based within the Department of Econometrics.
In his research Chen Zhou focuses on extreme value analysis and its applications in economics and finance. The field of extreme value analysis is a modern subfield of mathematical statistics starting from 1970s. It offers statistical tools for analyzing rare events that happen with very low probability. A natural application of this field in economics and finance is regarding risk management.
About Chen Zhou
After finishing his PhD in 2008, Chen Zhou worked as a (senior) economist in DNB (De Nederlandsche Bank). In June 2015 he started to work part-time at Erasmus School of Economics (0.2 fte) and at the end of the same year he was nominated for promotion to associate professor. His promotion was affected on 1 January 2016. A month later Chen Zhou received a Fellowship from the Executive Board of Erasmus University Rotterdam to endorse his successful scientific career. His research has led to publications in academic journals such as Journal of Financial and Quantitative Analysis, Journal of Economic Theory, Journal of the Royal Statistical Society (Series B) and Annals of Applied Statistics. He also serves as an Associate Editor for the journal Extremes. Chen Zhou has an outstanding teaching record, ranging in courses in the Bachelor programme (Econometrics), the Master programme (Quantitative Finance) and at the executive level.
- More information
For more information, please contact Ronald de Groot, Communications Officer at Erasmus School of Economics, at rdegroot@ese.eur.nl, or on +31 6 53 641 846.
