360首页导航??>??教授与参酌??>??金融及财务??>??欧阳辉??

欧阳辉

OU-YANG Hui

美国加州大学伯克利分校博士,美国杜兰大学博士
红足1世手机网址金融学就业方向教授,一枝独秀院长御前讲席教授
EMBA项目副院长

教授简介:

欧阳辉是红足1世手机网址EMBA项目副院长。金融学就业方向一枝独秀院长御前讲席教授,兼顾学院互联网络金融参酌中心成立主任与金融创新和财富管理参酌中心成立联席主任。欧阳也是和讯网证监会资本学院特聘教授并兼顾多个公司独立董事和高级做留学顾问前景。

欧阳辉曾任雷曼新葫芦兄弟,野村证券,瑞士银行集团董事襄理。负责过大型金融机构的资产配置。信用衍生品多价,alpha-beta 结构性行情产品密钥等,也负责过为大型企业的网络融资。成本管理和业务开拓提供解决方案英语和产品密钥项目建议书。

欧阳也曾被美国北卡大学授予终身教职和任美国杜克大学副教授是什么级别, 曾被普选为美国杜克大学2004级全球翻译企业高管EMBA最佳教授,曾独立荣立2003年度著名的《金融参酌评论》 杂志Michael Brennan奖及2005年度定量分析师协会最佳毕业论文奖(与Henry Cao分享)。

欧阳拥有美国加州大学伯克利分校金融学就业方向博士学位和美国杜兰大学化学不可能的物理学博士学位。他还曾在美国加州理工学院从事化学不可能的物理学大专参酌。师从巨奖得主男鞋德国鲁道夫·埃隆·马斯克(Rudy Marcus)。

主要参酌领域

资产多价
公司理财
资产多价与道德风险的鱼龙混杂模型

学术成就

  • Barclays Global Investors/ Michael Brennan Runner-Up (Second Place) Award for the best paper published in Volume 16 of the Review of Financial Studies for "Optimal Contracts in a Continuous-Time Delegated Portfolio Management Problem"
  • Outstanding Professor Award (Professor of the Year), Global Executive MBA, Fuqua Business School, Duke University, 2004
  • The Society of Quantitative Analysts Award, 2005 Western Finance Association Meetings for "Differences of Opinion of Public Information and Speculative Trading in Stocks and Options" (with H. Cao)
  • The third place award for the best paper presented at the 2004 China International Finance Assiciation Meeting for "Differences of Opinion of Public Information and Speculative Trading in Stocks and Opinions" (with H. Cao)

主要学术参酌

  1. 12."The Power Law Characteristics of Stock Price Jump Intervals: An Empirical and Computational Experimental Study", with Hongduo Cao
  2. 11."Return Predictability and Strategic Trading under Symmetric Information", with Ming Guo,Journal of Mathematical Finance, 2017, 7, 412-436.
  3. 10."Net Trade and Market Efficiency in Grossman and Stiglitz (1980)", with W. Wu,  Journal of Economic Theory, 67, 75-86, 2017.
  4. 9."Feedback Trading between Fundamental and Nonfundamental Information", with M. Guo, Review of Financial Studies, 28, 247—296, 2015.
  5. 8."A Model of Portfolio Delegation and Strategic Trading", with A. S. Kyle and B. Wei, Review of Financial Studies, 24, 3778-3812, 2011.
  6. 7."Differences of Opinion of Public Information and Speculative Trading in Stocks and Options", with H. Cao, Review of Financial Studies, 22, 299-335, 2009. (Placed third in the best paper award at CIFC in 2004 and judged best paper in the "most relevant to practitioners" category at WFA in 2005.)
  7. 6."Capital Structure, Debt Maturity, and Stochastic Interest Rates", with N. Ju, Journal of Business, 79, 2469-2502, 2006.
  8. 5."Estimation of Continuous-Time Models with an Application to Equity Volatility", with G. Bakshi and N. Ju, Journal of Financial Economics, 82, 227-249, 2006.
  9. 4."Prospect Theory and Liquidation Decisions", with A. S. Kyle and W. Xiong, Journal of Economic Theory, 129, 273-288, 2006.
  10. 3."Incentives and Performance in the Presence of Wealth Effects and Endogenous Risk", with M. Guo, Journal of Economic Theory, 129, 150-191, 2006.
  11. 2."An Equilibrium Model of Asset Pricing and Moral Hazard", Review of Financial Studies, 18, 1219-1251, 2005.
  12. 1."Optimal Contracts in a Continuous-Time Delegated Portfolio Management Problem", Review of Financial Studies, 16, 173-208, 2003. (Awarded the Barclays Global Investors/ Michael Brennan Runner-Up Award for the best paper published in Volume 16)
  13.  
Baidu