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安砾

助理教授
中国 北京(100083)
清华大学五道口金融学院
Email: anl@pbcsf.tsinghua.edu.cn
简历

教育背景

  • 2008-2014

    哥伦比亚大学,经济学,博士学位
    Committee members: Kent Daniel, Paul Tetlock, Patrick Bolton, Joseph Stiglitz, and Jushan Bai.

  • 2004-2008

    北京大学,经济学数学,双学士学位 (校级优秀毕业生)

工作经历

  • 2014至今

    清华大学五道口金融学院,助理教授

研究领域

  • 实证资产定价
  • 行为金融学

期刊发表

  • [1]. "Asset Pricing When Traders Sell Extreme Winners and Losers" (previously distributed under the name“The V-shaped Disposition Effect”), Review of Financial Studies, Forthcoming. Award : Chicago Quantitative Alliance (CQA) Academic Competition, First Prize, 2014. Crowell Memorial Prize, PanAgora Asset Management, Third Prize, 2014.
  • [2]. "Barriers to Long-Term Cross-Border Investing: A Survey of Institutional Investor Perceptions" (with Rachel Harvey, Patrick Bolton, Laurence Wilse-Sampson, and Frederic Samama), Rotman International Journal of Pension Management, Vol. 7, No. 2, 2014.

工作论文

  • [1]. “V-shaped Disposition: Mutual Fund Trading Behavior and Price Effects”(with Bronson Argyle), Feb 2015. (PDF file) • Presented at the 2015 EFMA annual conference and 2015 Red Rock Finance Conference.
  • [2]. “Lottery-Related Anomalies: The Role of Reference-Dependent Preferences” (with Huijun Wang, Jian Wang, and Jianfeng Yu), Jul 2015. (PDF file) • Presented at the 2015 NFA annual conference.

荣誉与奖励

  • 1.

    Chicago Quantitative Alliance (CQA) Academic Competition, First Prize, 2014

  • 2.

    Crowell Memorial Prize (Third Prize) by PanAgora Asset Management, 2014

  • 3.

    Faculty Fellowship, Columbia University, 2008-2014

  • 4.

    Peking University Undergraduate Award (with highest honor), 2004-2008

  • 5.

    Presidential Scholarship for Undergraduate Research, Peking University, 2007

学术研讨会及演讲

  • 2015

    Hong Kong University of Science and Technology⃰, Cheung Kong Graduate School of Business ⃰, Peking University GSM ⃰, Red Rock Finance Conference†, Northern Finance Association, European Financial Management Association, Wuhan University.

  • 2014

    Columbia Business School, PBC School of Finance at Tsinghua University, PanAgora Asset Management, Research Affiliates, Moody’s Analytics, Cornerstone Reserch, The Brattle Group, Analysis Group, Chicago Quantitative Alliance.
    *: scheduled, †: presented by coauthor

期刊评审人

  • Review of Financial Studies, Management Science

教学经验

  • 金融衍生工具(硕士)

其他专业经验

  • 研究助理:
    • 2010-2011, 哥伦比亚大学:主权财富基金研究
    教学助理:
    • 2009-2010, 哥伦比亚大学:公司金融 (高级本科/研究生课程)
    • 2010, 哥伦比亚大学:经济全球化 (EMBA课程)
    • 2011-2012, 哥伦比亚大学:绿色会计学(可持续发展会计学)(研究生课程)
    • 2010, 北京大学:数学金融 (高级本科课程)
    2010 Asian Century Quest Capital, LLC.,实习