苏夏韧博士现任浙江大学国际联合商学院副教授,曾在伦敦国王学院担任金融学助理教授。其研究主要集中在资产定价、行为金融和金融科技等领域。研究成果发表在Review of Finance、Journal of Corporate Finance、European Journal of Operational Research等国际学术期刊上。
个人网页:https://raymondhyso.com
教育背景
2013.09-2017.01:伦敦国王学院,金融学博士
2008.09-2009.09:克兰菲尔德大学,金融与管理硕士
2005.09-2008.07:香港科技大学,理学学士
工作经历
论文发表
学术期刊
1. Can Government Policies Tackle Maturity Mismatches? Evidence from a Quasi-Natural Experiment in China (with Xiao Chen, Narisa Tianjing Dai, Ming Liu, and Simon Zhiyuan Tan), Journal of Corporate Finance 95 (2025), 102889.
2. Common risk factors in cross-sectional FX options returns (with Xuanchen Zhang and Tarik Driouchi), Review of Finance 28 (2024), 897-944.
3. Ambiguity, managerial ability, and growth options (with Tarik Driouchi, Mingyu Chen, Zhuo Lyu, and David Bennett), British Journal of Management 33 (2022), 1323-1345.
4. Individual antecedents of real options appraisal: The role of national culture and ambiguity (with Tarik Driouchi and Lenos Trigeorgis), European Journal of Operational Research 286 (2020), 1018-1032.
5. Investor ambiguity, systemic banking risk and economic activity: The case of too-big-to-fail (with Tarik Driouchi and Lenos Trigeorgis), Journal of Corporate Finance 62 (2020), 101549.
6. Improving volatility forecasts using market-elicited ambiguity aversion information (with Tarik Driouchi), Financial Review 53 (2018), 705-740.
7. Option implied ambiguity and its information content: Evidence from the subprime crisis (with Tarik Driouchi and Lenos Trigeorgis), Annals of Operations Research 262 (2018), 463-491.
研究方向
授课情况