热搜词:

谢寓心
2016-04-23 09:38:30   


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姓名:谢寓心
简介:
根据个人的经验,现代金融学的新范式正在慢慢整合古典金融学的结构性严肃与心理学研究中就真实行为的观测。我的工作正是奉献于这样的趋势。基于一些非标准偏好模型,我专注于开发创新性的量化模型来强化个人选择与市场行为之间的联系与相互印证。
联系方式:
办公电话:15882373079
Email: yuxinxie@swufe.edu.cn
教育经历:
       本科:西南财经大学,财务管理
硕士:南安普顿大学,世界金融市场
埃克塞特大学金融与投资
博士:利物浦大学,行为金融学
主要教学:
投资学
研究领域:
行为金融学
代表性论文与著作:
发表论文:
Stancak, A., Xie, Y., Fallon, N., (Bulsing, P.), (Giesbrecht, T.), (Thomas, A.), Pantelous, A.A. (2015). “Unpleasant Odors Increase Loss Aversion in a Monetary Gamble Task.” Biological Psychology, 107, 1-9.
Xie, Y., Pantelous, A.A. and Florackis, C. (2014). ‘Disappointment Aversion and the Equity Premium Puzzle: New International Evidence.’ The European Journal of Finance. doi: 10.1080/1351847X.2014.946529
会议论文:
Xie, Y and Pantelous, A.A. (2014). ‘Asset Allocation with Disappointment Aversion.’ ASCE - ASME Proceedings: Vulnerability, Uncertainty, and Risk: Quantification, Mitigation, and Management: 1180-1189. doi: 10.1061/9780784413609.119
Hwang, S., Pantelous, A.A., Xie, Y. (2015). ‘Reference-Dependent Utility on Asset Allocation: The Effects of Loss Sensation and Individualism around the World.’ Woking paper,Review of Finance (under review).Presented in the Annual Conference 2015 of Southwestern Finance Association and the World Finance Conference Buenos Aires Argentina 2015.
工作论文:
Hwang, S., Pantelous, A.A., Xie, Y. (2015). ‘How Much Is the Loss Aversion in Assets Risk Premiums?’ Working paper.
Kokmotou, Xie, Y., Giesbrecht, A., Cook, S., Fallon, N., T., Pantelous, A.A., Stancak, A. (2015) ‘Effects of Loss Aversion on Neural Responses to Losses.’ Working paper.

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