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