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姚祥坤
2023-05-11 21:47
  • 姚祥坤
  • 姚祥坤 - 助理教授-南开大学-金融学院-个人资料

近期热点

资料介绍

个人简历


教育背景
2005-2009 中南大学 管理学学士
2009-2011 Ohio State University Master of Science in Logistics Engineering
2011-2013 Fordham University Master of Science in Quantitative Finance
2013-2019 University of Connecticut PhD in Finance

研究领域


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近期论文


“Extending the Hansen-Jagannathan Distance Measure of Model Misspecification” (with Yuewu Xu), Finance Research Letters, 2019.
“A New Approach to Ross Recovery Theory – Empirical Recovery without Discretization”(with Joseph Golec, Yuewu Xu).

“What Information Can Ross’ Recovery Theory Recover? – Evidence from S&P 500 Index Option Prices”.
“How Investor Protection Affects Managerial Risk-Taking? Private Benefits or Private Risks”, (with Chinmoy Ghosh).
“How Do Idiosyncratic Bank Shocks Affect the Bank Lending Channel?” (with Jiawen Yang) working in progress.

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