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长江商学院金融学讲授欧阳辉
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基本信息

  • 姓  名:

    欧阳辉

  • 职  务:长江商学院金融学讲授
  • 民  族:
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  • 简介:

    欧阳辉是长江商学院金融学杰出院长讲席教授(Dean’s Distinguished Chair Professor of Finance)。曾任雷曼兄弟、野村证券和瑞士银行董事总经理,负责过资产配置、信用衍生品定价以及alpha-beta结构性产品等。欧阳在瑞银主持开发了“跟踪并跑赢亚洲通胀”、“宏观信号引导的资产配置”和“大宗商品相对策略”等独特产品。欧阳也曾被美国北卡大学授予终生教职和任杜克大学副教授,曾被评选为杜克大学2004级全球企业高管EMBA最佳教授,并曾荣获2003年度《金融研究评论》杂志最佳论文奖第二名及2005年度定量分析师协会最佳论文奖第一名(与Henry Cao合著)。

    欧阳拥有美国加州大学伯克利分校金融学博士学位和美国杜兰大学化学物理学博士学位。他还曾在美国加州理工学院从事化学物理学博士后研究,师从诺贝尔奖得主鲁道夫•马库斯(Rudy Marcus)。

教育经历

加州大学伯克利分校    博士

欧阳辉研究领域

资产定价
公司理财
资产定价与道德风险的混合模型 

欧阳辉论文与书籍

Feedback Trading between Fundamental Information and Non-fundamental Information", with M. Guo, Review of Financial Studies, Conditionally accepted.

"A Model of Portfolio Delegation and Strategic Trading", with A. S. Kyle and B. Wei, Review of Financial Studies, 24, 3778-3812, 2011.

"Differences of Opinion of Public Information and Speculative Trading in Stocks and Options", with H. Cao, Review of Financial Studies, 22, 299-335, 2009. (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)

欧阳辉主要成就

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)

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