欧阳辉  OU-YANG Hui
  • 美国加州大学伯克利分校博士
  • 长江商学院金融学教授
  • E-mail: houyang@ckgsb.edu.cn
 
长江商学院
教授简介
欧阳辉博士分别毕业于美国加州大学伯克利分校和杜兰大学(Tulane University)大学,并分获金融学、化学物理学博士学位。随后,他曾在加州理工学院从事了化学物理相关的博士后研究。目前,欧阳辉博士担任野村证券(Nomura Securities)固定收益部门董事总经理,此前还曾担任雷曼兄弟公司董事总经理,杜克大学副教授及北卡罗莱纳大学教堂山分校(UNC-Chapel Hill)助理教授。欧阳辉博士曾被杜克大学全球高层管理MBA课程评选为“2004年度优秀教师”。
 
主要研究领域
资产定价
公司理财
资产定价与道德风险的混合模型
 
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)
 
主要学术成果
  • "Differences of Opinion of Public Information and Speculative Trading in Stocks and Options", with Hui Ou-Yang, Review of Financial Studies, 2008. (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.)
  • "Capital Structure, Debt Maturity, and Stochastic Interest Rates", with N. Ju, Journal of Business, 79, 2469-2502, 2006.
  • "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.
  • "Prospect Theory and Liquidation Decisions", with A. S. Kyle and W. Xiong, Journal of Economic Theory, 129, 273-288, 2006.
  • "Incentives and Performance in the Presence of Wealth Effects and Endogenous Risk", with M. Guo, Journal of Economic Theory, 129, 150-191, 2006.
  • "An Equilibrium Model of Asset Pricing and Moral Hazard", Review of Financial Studies, 18, 1219-1251, 2005.
  • "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)
 
 
 
 
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