刘扬
姓名： |
刘扬 |
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职称/职务： |
助理教授 |
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办公地点： |
湖南大学财院校区红楼3号楼222 |
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E-mail： |
liuyang9@hnu.edu.cn |
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个人网站：https://yangliu-finance.github.io/ 一、个人简介 |
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清华大学经济学博士（金融），中央财经大学经济学学士（金融工程），美国圣路易斯华盛顿大学奥林商学院访问博士生。2021年加入湖南大学金融与统计学院，现任金融工程系助理教授、硕士生导师。主要研究领域为实证资产定价、机器学习与量化投资。工作论文曾入选美国金融学年会（AFA）、中国金融国际年会（CICF）、美国财务管理年会（FMA）等国际一流会议。欢迎有志于从事资产定价、量化投资、机器学习研究的同学与我联系交流。 |
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二、研究领域 |
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实证资产定价、机器学习与量化投资 |
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三、讲授课程 |
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《行为金融学》《时间序列分析》《经济论文写作》 |
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四、主要学术成果 |
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1.代表性论文 |
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Yang Liu,Guofu Zhou，Yingzi Zhu, Trend factor in China: The Role of Large Individual Trading, Working paper. |
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Yang Liu,Guofu Zhou, Yingzi Zhu, Maximizing Sharpe Ratio: A Genetic Programming Approach, Working paper. |
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Pasquale Della Corte, Robert Kosowski,Yang Liu,Tianyu Wang, Overnight-intraday Reversal Everywhere, Working paper. |
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2、学术著作 |
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Technical Analysis in the Stock Market: A Review, with Yufeng Han, Guofu Zhou, Yingzi Zhu. Chapter 59 in the forthcoming book “Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives” edited by Cheng Few Lee, Alice Lee and John Lee. |
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五、获奖情况 |
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Best Paper Award in Investment (Finalist), Financial Management Association Meeting, 2020. |
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最佳论文奖（资产定价），“经世学者”论坛暨清北人三校经济管理学术论坛，2020 |
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六、参与学术会议 |
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2021, American Finance Association (AFA) Annual Meeting |
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2021, China International Conference in Finance (CICF) |
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2020, Financial Management Association (FMA) Annual Meeting |
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2019, China International Conference in Finance (CICF) |
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2019, WRDS Advanced Scholar Program Conference |
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2019, New Zealand Finance Meeting |
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2019, Australian Finance and Banking Conference |
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2019, China Finance Review International Conference |
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2018, International Accounting and Finance Doctoral Symposium 2024, American Finance Association (AFA) Annual Meeting (Scheduled) 2023, Asian Meeting of the Econometric Society Annual Meeting |
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