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  • 徐夏,suncitygroup太阳集团助理教授,获得法国里昂大学管理科学博士学位、复旦大学管理学硕士学位和山东大学经济学学士学位。在加入suncitygroup太阳集团之前,担任法国ESSCA商公司金融学助理教授。主要研究方向为实证资产定价、金融市场以及投资者行为。研究课题聚焦于金融市场异象和经济决策悖论,相关成果发表于 Critical Finance Review、Journal of Economic Behavior & Organization、Annals of Operations Research 等期刊。


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  • 实证资产定价、金融市场、投资者行为

  • [7] Beyond Volatility Timing: The Hidden Power of Target Timing in Portfolio Management, Journal of Portfolio Management, forthcoming. 

    [6] Market Neutrality and Beta Crashes, Journal of Empirical Finance, January 2025, Volume 80, 101577. 

    [5] Improving Volatility-Managed Portfolios in Real Time, Critical Finance Review, 2025, forthcoming. 

    [4] Enhancing Betting Against Beta with Stochastic Dominance, Journal of Empirical Finance, 2024, Volume 76, 101465. with Olga Kolokolova 

    [3] Efficient Portfolios and Extreme Risks: A Pareto-Dirichlet Approach, Annals of Operations Research, 2024, Volume 335, pages 261–292. with Olivier Le Courtois 

    [2] Semivariance Below the Maximum: Assessing the Performance of Economic and Financial Prospects, Journal of Economic Behavior & Organization, 2023, Volume 209, pages 185-199. with Olivier Le Courtois 

    [1] Is the Index Efficient? A Worldwide Tour with Stochastic Dominance, Journal of Financial Markets, 2022, Volume 59, Part B, 100660. with Olga Kolokolova and Olivier Le Courtois