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梁子葦

Raymond C. W. Leung

加利福尼亚大学伯克利分校哈斯商学院博士
长江商学院金融学助理教授

Email:
raymondleung@ckgsb.edu.cn

下载个人简历

教授简介:

梁子葦博士现为长江商学院金融学助理​教授。 他于2016年获得加利福尼亚大学伯克利分校哈斯商学院金融博士学位

 

主要研究领域

梁子葦教授的研究领域包括委托组合投资管理、资产定价理论、公司财务理论、连续时间委托代理问题

 

学术成就

  • Western Finance Association, “2015 Cubist Systematic Strategies Ph.D. Candidate Award for Outstanding Research"
  • UC Berkeley, Haas School of Business, “The Carl F. Cheit Outstanding Graduate Student Instructor (Teaching Assistant) Award" for the Master of Financial Engineering program of 2014-2015
  • UC Berkeley, Haas School of Business, Department Scholarship, 2010 – 2014
  • UC Berkeley, Haas School of Business, White Research Fellowship, Fall 2013

主要学术成果

Working Papers

  1. Financial Intermediation and the Market Sharpe ratio: Theory and Evidence, November 2016
  2. Centralized versus Decentralized Delegated Portfolio Management under Moral Hazard, November 2015
  3. Dynamic Agency, Delegated Portfolio Management and Asset Pricing, October 2014
  4. Continuous-Time Principal-Agent Problem with Drift and Stochastic Volatility Control, with Applications to Corporate Finance and Delegated Portfolio Management, September 2014
  5. Asset Prices Jump-Spillover Estimation and Inference, December 2013 [Paper available upon request]