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
2024.04 -至今: 浙江大学国际联合商学院,副教授
2017.02-2024.03:伦敦国王学院,助理教授(讲师)
论文发表
学术期刊
Xuanchen Zhang, Raymond H.Y. So, and Tarik Driouchi, Common risk factors in cross-sectional FX options returns, Review of Finance, 2024, Forthcoming.
Tarik Driouchi, Mingyu Chen, Zhuo Lyu, David J Bennett, and Raymond H.Y. So, Ambiguity, managerial ability, and growth options, British Journal of Management, 2022, 33: 1323-1345.
Tarik Driouchi, Lenos Trigeorgis, and Raymond H.Y. So, Individual antecedents of real options appraisal: The role of national culture and ambiguity, European Journal of Operational Research, 2020, 286 (3), 1018-1032.
Tarik Driouchi, Raymond H.Y. So, and Lenos Trigeorgis, Investor Ambiguity, Systemic Banking Risk and Economic Activity: The Case of Too-big-to-fail, Journal of Corporate Finance, 2020, 62.
Raymond H.Y. So and Tarik Driouchi. Improving Volatility Forecasts Using Market-elicited Ambiguity Aversion Information, Financial Review, 2018, 53 (4), 705-740.
Tarik Driouchi, Raymond H.Y. So, and Lenos Trigeorgis, Option Implied Ambiguity and its Information Content: Evidence from the Subprime Crisis, Annals of Operations Research, 2018, 262 (2), 463–491.
研究方向
资产定价
行为金融
金融科技
授课情况
资产定价与风险管理