苏夏韧

苏夏韧

副教授 iMF项目主任




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.

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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