1. 2009 - 2010年已经发表:
|
王能:"Entrepreneurial Finance and Non-diversifiable Risk", Review of
|
| Financial Studies, 2010, Vol 23; |
何众志:"Dynamic Factors and Asset Pricing", Journal of Financial and
|
| Quantitative Analysis, 2010, Vol 45; |
曾旭东:"Optimal Non-proportional Reinsurance Control and Stochastic
|
| Differential Games", Insurance: Mathematics and Economics, 2011, Vol |
| 48; |
王玉玲:"Analyzing U. S. Property-Liability Insurer Rating Transitions
|
| with Different Economic and Industry Cycles", Geneva papers on risk |
| and insurance-issues and practice, 2010, Vol 35; |
路磊:"Asset Pricing and Welfare Analysis with Bounded Rational
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| Investors", Financial Review, 2010, Vol 45; |
柳永明:"A Reputation Strategic Model of Monetary Policy in
|
Continuous-Time", Journal of Macroeconomics, 2009, Vol 38;
|
周继忠:"Fear of Floating and Pegging", Open Economics Review, 2009-7-1;
|
周继忠:"人民币汇率变动对我国贸易差额的动态影响", 经济研究,2010-5-20;
|
| 徐晓萍:"人民币汇率变动对我国贸易差额的动态影响", 经济研究,2010-5-20 |
| 徐龙炳:"资本结构、行业竞争与外部治理环境 ", 经济研究,2009.6,pp116-128 |
徐龙炳:"终极控股股东控制权与自由现金流过度投资", 经济研究,2010.8,pp103-114
|
2. 已被录用、等待发表:
|
王甄:"Where Did All the Dollars Go? The Effect of Cash Flows on Capital
|
| and Asset Structure", Journal of Financial and Quantitative Analysis, |
| forthcoming; |
曾旭东:"An Optimal Investment Model with Markov Switching Volatility",
|
| Quantitative Finance, forthcoming; |
王能:"Risk, Uncertainty and Option Exercising", Journal of Economic
|
| Dynamics and Control, forthcoming. |
| |
3. 获奖情况:
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游搁嘉:"How Important are Risk-Taking Incentives in Executive
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| Compensation?", 2010年国立台湾大学财务金融国际研讨会最佳论文奖; |
博士与美国纽约城市大学王骏博士,美国长岛大学张舸博士合作撰写的论文“Long Term Performance of Leveraged ETFs” 获得美国17th Annual ASBBS conference最佳投资论文奖。