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个人简介

Ron Kaniel,复旦泛海国际金融学院金融学特聘教授和罗彻斯特大学金融学讲席教授。 他的研究领域是资产定价,资本市场,投资组合管理。Ron Kaniel 教授还获得过许多奖项,包括:Eurofidai 2016最佳论文奖,2016年犹他州冬季金融会议最佳论文奖,2010年中国国际金融会议TWC国际最佳论文奖和 Smith Breeden 2008年度最佳论文奖(金融学期刊 Journal of Finance)等。 Ron Kaniel 教授于1999年获得宾夕法尼亚大学金融学博士学位、分别于1992年和1994年获得耶路撒冷希伯来大学计算机学士学位和硕士学位。

研究领域

资产定价,资本市场,投资组合管理

近期论文

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Equity mutual funds use derivatives mostly to amplify exposure, not hedge returns (2023) The Real Side of the High-Volume Return Premium (2022) Management Science, 2022, 68(2), 1426--1449 Using Machine Learning to Predict Mutual Fund Performance (2022) Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows (2019) Are Mutual Fund Managers Paid for Investment Skill? (2018) Report on Are Mutual Fund Managers Paid for Investment Skill? (2017) What mutual fund manager compensation data tell us about the relationship between firms and their key employees (2017) WSJ Category Kings - the impact of media attention on consumer and mutual fund investment decisions (2017) Media attention and investment decisions (2016) Are retail traders compensated for providing liquidity? (2016) Asset Return Predictability in a Heterogeneous Agent Equilibrium Model (2015) A Delegated Lucas-tree (2013) Investor Trading and Return Patterns around Earnings Announcements (2012) Equilibrium Prices in the presence of Delegated Portfolio Management (2011) Mutual Fund Portfolio Choice in the Presence of Dynamic Flows (2010) Price Drift as an Outcome of Differences in Higher Order Beliefs (2009) Efficient Computation of Hedging Parameters for Discretely Exercisable Options (2008) Individual Investor Trading and Stock Returns (2008) Relative Wealth Concerns and Financial Bubbles (2008) Technological Innovation and Real Investment Booms and Busts (2007) Diversification as a Public Good: Community Effects in Portfolio Choice (2004)

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