A Brief Curriculum Vitae of Chen Zhou

A complete and printable version is available in PDF

Current Affiliations

05/2019 – now    Full Professor of Mathematical Statistics and Risk Management, Erasmus School of Economics, Erasmus University Rotterdam

11/2015 – now    Senior Economist, Economics and Research Division, De Nederlandsche Bank

12/2013 – now    Research Fellow, Tinbergen Institute

Latest Publications

(A complete list of publications is on the page Publications. A list of working papers is on the page Research)

Qin, X. and Zhou C. (2021) Systemic risk allocation using the asymptotic marginal expected shortfall. Journal of Banking and Finance, accepted.


Einmahl, J., Ferreira, A., de Haan, L., Neves, C. and Zhou, C. (2021) Spatial dependence and space-time trend in extreme events. Annals of Statistics, accepted.


Oorschot, J. And Zhou, C. (2021) Tail dependence of OLS. Econometric Theory, accepted.



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