曹輝寧,教授,現(xiàn)為長江商學(xué)院金融學(xué)教授,金融MBA學(xué)術(shù)主任,美國財(cái)務(wù)學(xué)會會員,曾任教于加利福尼亞大學(xué)伯克利分校、北卡羅來納大學(xué)Chapel Hill分校。
主要研究領(lǐng)域
主要集中在投資組合管理、期權(quán)定價、資產(chǎn)定價、市場微觀結(jié)構(gòu)、國際財(cái)務(wù)等。
學(xué)術(shù)成就
在過去幾年中,曹博士在國際著名期刊Journal of Finance、Review of Financial Studies、Journal of Financial Economics發(fā)表多篇論文,并被大量引用;曾兩次獲得Journal of Finance的最佳論文提名(1998年和2000年);曾獲Northern Finance Association評選的新興市場領(lǐng)域最佳論文獎;曾獲Western Finance Association 評選的最有投資價值的最佳論文獎;在2004中國金融國際年會上獲得最佳論文三等獎;任annals of Economics and Finance的編委會成員及International Financial Review和China Financial Review的主編。
主要學(xué)術(shù)成果
1. "Differences of Opinion and speculative Trading in Stocks and Options," H. H. Cao and Hui Ou-Yang, 2008, Review of Financial Studies.
2. “Inventory Information,” H. H. Cao, Martin Evans and Rich Lyons, Journal of Business, 2006, 79:325-364.
3. “Model Uncertainty, Limited Market Participation and Asset Prices,” H. H. Cao, Tan Wang and Harold H. Zhang, Review of Financial Studies, 2005,1219 - 1251.
4. “The 動力學(xué) of International Equity Market Expectations,” Michael J. Brennan, H. H. Cao, Norman Strong and Xinzhong Xu, Journal of Financial Economics, 2005,257-288
5. “Product Strategy for Innovators in Markets with Network Effects,” Sun, B., Xie, J. and H. H. Cao, 推銷理論 Science, 2004, 243-254.
6. “Sidelined Investors, Trading-Generated News, and Security Returns,” H. H. Cao, J. Coval and D. Hirshleifer, Review of Financial Studies, 2002, 15, 615-648.
7. “Imperfect Competition Among informed Traders,” K. Back, H. H. Cao and G. Willard, Journal of Finance, 2000, 5, 2117-2155. Nominated for Smith-Breeden Prize.
8. “The Effect of Derivative Assets on Endogenous Information Acquisition and Price Behavior in a Rational Expectations Equilibrium,” H. H. Cao, Review of Financial Studies, 1999, 12, 131-163.
9. “International Portfolio Investment Flows,” Michael J. Brennan and H. H. Cao, Journal of Finance, 1997, 52, 1851-1880, Nominated for Smith-Breeden Prize. Best paper award in emerging market research at NFA. Reprinted in International Library of Critical Writings in Financial Economics, Edited by Richard Roll.
10. “Information, Trade, and Derivative Securities,” Michael J. Brennan and H. H. Cao, Review of Financial Studies, 1996, 9, 163-208.
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