张弘  Zhang Hong
  • 耶鲁大学金融学博士
  • 长江商学院金融学访问助理教授
 
长江商学院
教授简介

张弘博士为长江商学院金融学访问助理教授,欧洲工商管理学院金融学助理教授,取得纽约大学物理学硕士学位(1999),耶鲁大学金融学博士学位(2004)。有多年MBA、高层管理教育金融学相关课程任教经验。

 
主要研究领域

研究主要集中于共同基金和资产定价领域。

 
学术成就

Publications:

  • [1] "Improved Forecasting of Mutual Fund Alphas and Betas," 2007, co-authored with Harry Mamaysky and Matt Spiegel, Review of Finance 11: 359-400 (the lead article of the issue).
  • [2] "Estimating the Dynamics of Mutual Fund Alphas and Betas," 2008, co-authored with Harry Mamaysky and Matt Spiegel, Review of Financial Studies, 21(1):233-264.


Working Papers and Ongoing Research Projects:

  • [1] "Firm-Level Investment Opportunity, Corporate Policy, and Asset Return," working paper 2006.
  • [2] "Productivity, Asset Return, and International Momentum," co-authored with Zhiwu Chen and Yangru Wu, working paper 2008.
  • [3] "Can Rational Investors Overreact – Evidence from Multiplicative risk and Asset Pricing Puzzles," working paper 2008.
  • [4] "Mutual Fund Risk and Market Share Adjusted Fund Flows", co-authored with Matt Spiegel, working paper 2010.
  • [5] "On Hedge Fund Startups," co-authored with Charles Cao, ongoing research project, 2009.
  • [6] "Currency Management and Fund Performance", co-authored with Massimo Massa and Yanbo Wang, working paper 2010.
  • [7] "Mutual Fund Flow Timing and External Growth", co-authored with Matt Spiegel, ongoing research project, 2010.
 
 
 
 
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