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

  • 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.

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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