¹¤É̹ÜÀíѧԺ¾Ù°ì¡°´º»ªÂÛ̳¡±µÚ¶þÆÚ±¨¸æ»á

5ÔÂ15ÈÕÏÂÎ磬¹¤É̹ÜÀíѧԺÔÚËĽÌ401¾Ù°ì¡°´º»ªÂÛ̳¡±µÚ¶þÆÚ±¨¸æ»á£¬ÖйúÈËÃñ´óѧ²ÆÕþ½ðÈÚѧԺ½ðÈÚ¹¤³ÌÑо¿ËùËù³¤¡¢¡°³¤½­Ñ§Õß½±Àø¼Æ»®¡±ÌØƸ½ÌÊÚ¡¢¹ú¼Ò ¡°½Ü³öÇàÄê»ù½ð¡±»ñµÃÕß¡¢½ðÈÚѧԺ½ÌÊÚÕÅ˳Ã÷£¬¼°¼ÓÄôóÀï¼ÖÄÉ´óѧÉÌѧԺ½ðÈÚѧÖÕÉí¸±½ÌÊڻƻÛÓ¦Ñû×ö¿ÍÂÛ̳£¬¹¤É̹ÜÀíѧԺ¸ºÔðÈ˼°°ÙÓàÃûʦÉú²Î¼ÓÁËÂÛ̳£¬¹¤É̹ÜÀíѧԺԺ³¤¹ùº£ÌÎÖ÷³Ö±¨¸æ»á¡£

¹ùº£ÌÎÔº³¤Ö´ǣ¬Ï£ÍûÄܹ»Í¨¹ýÑûÇë¹úÄÚÍâÓ¢²ÅѧÕßÀ´Ð£¾Ù°ì¸ß¶ËѧÊõÂÛ̳£¬ÍØ¿íʦÉúµÄÑо¿ÊÓÒ°ºÍÁìÓò£¬Á˽â×îÐÂѧÊõ¶¯Ïò£¬´Ù½ø¹úÄÚÍâÏà¹ØÁìÓòѧÊõµÄÉî¶ÈºÏ×÷ºÍ¹ã·º½»Á÷£¬½øÒ»²½»îԾѧԺµÄѧÊõ·ÕΧ£¬ÌáÉýѧÊõˮƽ¡£

»Æ»Û×öÌâΪ¡°Limited Participation and Asset Allocation under Ambiguity of Correlation¡±µÄרÌⱨ¸æ£¬½éÉÜÁË»°ÌâÏà¹ØµÄ»ù´¡ÀíÂÛ¼°Ö÷ÒªÑо¿ÄÚÈݺͽøÕ¹£¬Í¬Ê±Ïêϸ½²½âÁËÓ¢ÎÄѧÊõÂÛÎĵÄд×÷·¶Ê½ºÍ¿ò¼Üģʽ¡£ÕÅ˳Ã÷½ÌÊÚÔÚ´Ë»ù´¡ÉÏ£¬Õë¶ÔAmbiguity»°Ì⣬½éÉÜÁ˸û°ÌâÔÚ½ðÈÚÁìÓòÖеķ¢Õ¹Àú³Ì£¬ÍƼöÁ˽üÄêÀ´¹ú¼ÊÉÏÓ¿ÏֵĸßÖÊÁ¿Ñ§ÊõÑо¿¼°¸ßˮƽѧÕߣ¬¹ÄÀø¾ßÓÐÁ¼ºÃÊýÀí»ù´¡ºÍ¾­¼Ãѧ»ù´¡µÄʦÉú»ý¼«¹Ø×¢ÕâÒ»ÁìÓò¡£

ÕÅ˳Ã÷×öÌâΪ¡°Correlation Ambiguity, Listing Choice, and Market Microstructure¡±µÄרÌⱨ¸æ£¬½éÉÜÈçºÎ½«Ambiguity»°ÌâÓëÆäËûÊг¡ÏÖÏóÏà½áºÏ£¬¹¹½¨ÐÂÓ±ÓÐȤµÄÑо¿ÊӽǺ͹ÊÊ¿ò¼Ü£¬²¢½øÐпÆѧÑϽ÷µÄѧÊõÑо¿¡£±¨¸æ½áÊøºó£¬Á½Î»Ö÷½²ÈËÓëÔÚ³¡Ê¦Éú¾ÍÏà¹ØÎÊÌâ½øÐÐÁË»¥¶¯½»Á÷¡£

»áÇ°£¬»Æ»Û¸±½ÌÊÚºÍÕÅ˳Ãû½ÌÊÚÓëѧԺÇàÄê½ÌʦºÍ²©Ê¿Éú¾ÙÐÐÁ˽»Á÷»á£¬¾Í¹ú¼Ò×ÔÈ»»ù½ðÉ걨Êé¡¢¹ú¼ÊѧÊõÆÚ¿¯ÂÛÎÄ׫дҪµãºÍ·¶Ê½¡¢¹ú¼Ê¶¥¼¶ÆÚ¿¯ÆÀÉó»úÖƵȻ°Ìâ½øÐÐÁËÉîÈë̽ÌÖ£¬Óë»áʦÉú¾ù±íʾÊÜÒæ·Ëdz¡£

ÕÅ˳Ã÷ÏÖÈÎÖйúÈËÃñ´óѧ²ÆÕþ½ðÈÚѧԺ½ðÈÚ¹¤³ÌÑо¿ËùËù³¤£¬½ÌÊÚ£¬²©Ê¿Éúµ¼Ê¦£¬¹ú¼Ò½Ü³öÇàÄê¿Æѧ»ù½ð»ñµÃÕߣ¬½ÌÓý²¿¡°³¤½­Ñ§Õß½±Àø¼Æ»®¡±ÌØƸ½ÌÊÚ£¬ÖйúÈËÃñ´óѧ£¨²ÆÕþ½ðÈÚѧԺ£©¡°½Ü³öѧÕß¡±ÌØƸ½ÌÊÚ£¨2017.06-£©¡£ÔøÈÎÇ廪´óѧ¾­¼Ã¹ÜÀíѧԺ½²Ê¦¡¢¸±½ÌÊÚ£¬Î÷°²´óÂÔ´óѧ¾­¼Ãѧϵ·ÃÎʽÌÊںͲ©Ê¿ºóÑо¿Ô±£¬»ÝÁé¶Ùά¶àÀûÑÇ´óѧ¾­¼Ã½ðÈÚѧԺÑо¿Ô±£¬ÏÃÃÅ´óѧ¾­¼ÃѧԺ½ÌÊںͲ©Ê¿Éúµ¼Ê¦£¬ÏÖÈÎÖйúÈËÃñ´óѧ²ÆÕþ½ðÈÚ¾­¼Ã½ÌÊÚ¡¢²©Ê¿Éúµ¼Ê¦¡£Ö÷Òª´Óʾ­¼ÃѧºÍ½ðÈÚѧµÄ½ÌѧÓëÑо¿£¬ÔÚÊýÀí¾­¼Ãѧ¡¢½ðÈÚ¾­¼Ãѧ¡¢¾­¼ÃÀíÂۺ;­¼ÃÕþ²ßµÈ·½ÃæÈ¡µÃ½Ü³öѧÊõ³É¾Í£¬ÔÚ¹ú¼ÊרҵÆÚ¿¯È¨ÍþÔÓÖ¾·¢±íÂÛÎÄ40¶àƪ¡£

»Æ»ÛÏÖÈμÓÄôóÀï¼ÖÄÉ´óѧÉÌѧԺ½ðÈÚѧ¸±½ÌÊÚ(ÖÕÉí½ÌÖ°)£¬ÔøÈÎÐÂÎ÷À¼»ÝÁé¶Ùά¶àÀûÑÇ´óѧ¾­¼Ã½ðÈÚѧԺ½ðÈÚѧÖúÀí½ÌÊÚ¡¢¼ÓÄôó»¬Ìú¬´óѧ¾­¼Ãϵ½ðÈÚ¾­¼ÃѧÖúÀí½ÌÊÚ¡£Ö÷³Ö¼ÓÄôó¹ú¼Ò¼¶ÏîÄ¿SSHRC(#430-2012-0698)£¬ÔÚJournal of Financial Markets (2017), Journal of Banking and Finance (2011), Economic Theory (2011), Economics Letters (2008), Economic Modelling (2012)µÈÆÚ¿¯·¢±íÂÛÎÄ14ƪ¡£