Name: ZHOU, Zhefang Sherry
Position: Associate Professor and Programme Director, Financial Mathematics

Academic & Professional Qualifications
  • PhD in Quantitative Methods, Purdue University, USA
  • MS and BS in Economics, Tsinghua University, China
Research Areas
  • Applied Statistics and Econometrics
  • Survival Analysis
  • Model Averaging
  • Length-Biased Data Analysis
Selected Publications
  1. "Focused information criteria, model selection and model averaging in a Tobit model with a non-zero threshold" (2012), Journal of Business and Economic Statistics, with X Y Zhang and A T K Wan, 30(1), 132-142.
  2. "Estimating the error variance after a pre-test for an interval restriction on the coefficients" (2011), Computational Statistics and Data Analysis, with R Zhu, 55(7), 2312-2323.
  3. "On the sensitivity of pre-test estimators to covariance misspecification" (2011), Journal of Statistical Planning and Inference, with H Z Qin and G H Zou, 141, 293-304.
  4. "A Note on the Properties of Stein-Rule and Inequality Restricted Estimators when the Regression Model is Over-fitted" (2010), Journal of Systems Science and Complexity, 23, 315-320.
  5. "Dynamic Pricing and Warranty Policies for Products with Fixed Life Time" (2009), European Journal of Operational Research , with Y Li and K Tang, 196, 940-948.  
Courses Taught at UIC
  • Properties of Corporate Finance
  • International Finance
  • Advanced Mathematics II