個人簡介
安礫博士現任Betvictor中文版副教授、博士生導師，是國家自然科學基金優秀青年科學基金項目獲得者。她主要研究行為金融和資産定價等領域，專注于投資者行為、市場異象、财富不平等、投資管理等學術前沿。她的論文多次發表在國際頂級金融期刊上，例如 Journal of Finance、Review of Financial Studies、Journal of Monetary Economics 和 Management Science。
安礫博士的研究理論聯系實際，曾數次獲得國際國内學術和業界獎項。其中包括PanAgora資産管理公司授予的克羅威爾紀念獎，芝加哥數量投資協會學術競賽獎，第八屆高等學校科學研究優秀成果獎(人文社會科學)，以及中國金融研究會議最佳論文獎。
安礫博士于2014年獲得美國哥倫比亞大學經濟學博士學位。此前她在北京大學取得了經濟學和數學的雙學士學位。
工作經曆
2020至今 Betvictor中文版，副教授
2014-2020 Betvictor中文版，助理教授
2016夏 香港科技大學商學院，訪問助理教授
教育背景
2008-2014 哥倫比亞大學，經濟學，博士
Thesis Chairman: Professor Kent Daniel
2004-2008 北京大學，經濟學與數學，雙學士學位 (校級優秀畢業生)
研究領域
行為金融，家庭金融，實證資産定價，中國市場
論文發表
[7]“The Portfolio Driven Disposition Effect”(with Joseph Engelberg, Matthew Henriksson, Baolian Wang, and Jared Williams), Journal of Finance, forthcoming.
[6]“Attention Spillover in Asset Pricing” (with Xin Chen, Jianfeng Yu, and Zhengwei Wang), Journal of Finance, 2023, Vol. 78(6), 3515-3559.
[5]“Wealth Redistribution in Bubbles and Crashes” (with Dong Lou and Donghui Shi), Journal of Monetary Economics, 2022, Vol 126,134-153.
On the program of 2019 NBER
[4]“Lottery-Related Anomalies: The Role of Reference-Dependent Preferences” (with Huijun Wang, Jian Wang, and Jianfeng Yu), Management Science, 2020,Vol.66 (1), 473-501
[3]“Asset Pricing When Traders Sell Extreme Winners and Losers”(previously distributed under the name“The V-shaped Disposition Effect”), Review of Financial Studies, 2016, Vol. 29 (3), 823-861
Crowell Memorial Prize, PanAgora Asset Management, Third Prize, 2014
Outstanding Scientific Research Award (by the Ministry of Education of the PRC), 2020
[2]“Overselling Winners and Losers: Mutual Fund Trading Behavior and Price Effects”(with Bronson Argyle), Journal of Financial Markets, 2021, Vol.55, 100580.
[1]“Barriers to Long-Term Cross-Border Investing: A Survey of Institutional Investor Perceptions”, (with Rachel Harvey, Patrick Bolton, Laurence Wilse-Sampson, and Frederic Samama), Rotman International Journal of Pension Management, 2014, Vol. 7 (2)
工作論文
[1] “An Anatomy of Long-Short Equity Fund” (with Shiyang Huang, Dong Lou, and Jiahong Shi), Management Science, Reject & Resubmit
[2] “Extrapolative Beliefs and Financial Decisions: Causal Evidence from Renewable Energy Financing” (with Yinghao Pan and Yu Qin)
[3] “ESG Window Dressing” (with Shiyang Huang, Dong Lou, Xudong Wen)
[4] “Trading Restrictions and Mutual Fund Liquidity Transformation” (with Dong Lou, Kaiwen Tian, and George Wang)
學術榮譽
1. 國家自然科學基金優秀青年科學基金獲得者，2024-2026
2. 第四屆青木昌彥經濟學論文獎提名獎, 2023
3. 第八屆高等學校科學研究優秀成果獎(人文社會科學), 青年成果獎
4. China Financial Research Conference Best Paper Award, 2019.
5. Chicago Quantitative Alliance Asia Academic Competition, First Prize, 2016.
6. Chicago Quantitative Alliance Academic Competition, First Prize, 2014.
7. Crowell Memorial Prize by PanAgora Asset Management, Third Prize, 2014.
8. Faculty Fellowship, Columbia University, 2008-2014.
9. 北京大學，校級優秀畢業生，2008.
講座及會議宣講
2023: Imperial College Business School, Peking University GSM, Xiamen University, Renmin University, CCER Summer Institute, China Financial Research Conference
2022: CICF†, SIF (discussion), Five Star Conference, SFS Calvacade Asia (discussion).
2022 CICF†, SIF (discussion), Five Star Conference, SFS Calvacade Asia (discussion).
2021 ABFER Annual Conference†, CICF†.
2020 European Winter Finance Conference, Five Star Finance Workshop, Fudan Fanhai International School of Finance.
2019 AFA†, Nanyang Technological University, Singapore Management University, ABFER-CEPR-CUHK First Annual Symposium in Financial Economics, CEPR European Workshop on Household Finance, Annual Conference in Financial Economic Research By Eagle Labs, NBER Summer Institute, China Financial Research Conference, CICF.
2018 ABFER (discussion), LSE Paul Wooley Center conference (discussion).
2017 University of Mannheim, SFS Calvacade Asia (discussion).
2016 FIRS, CICF, EFA, FMA†, Chicago Quantitative Alliance Asia, Hong Kong University, Chinese University of Hong Kong, Peking University.
2015 Hong Kong University of Science and Technology, Cheung Kong Graduate School of Business, Peking University GSM, Red Rock Finance Conference†, Northern Finance Association, European Financial Management Association, Wuhan University.
2014 Columbia Business School, PBC School of Finance at Tsinghua University, PanAgora Asset Management, Research Affiliates, Moody’s Analytics, Cornerstone Reserch, The Brattle Group, Analysis Group, Chicago Quantitative Alliance.
†: presented by coauthor
專業服務
Ad-hoc Referee:
Journal of Finance, Review of Financial Studies, Management Science, Journal of Quantitative and Financial Analysis, Review of Finance, Journal of Banking and Finance, Journal of Financial Markets, Journal of Empirical Finance, etc.
Program committee:
FMA Conference, FMA Asia Pacific Conference, China Financial Research Conference, China Fintech Research Conference
教學
Behavioral Finance, Financial Derivatives (master), Venture Capital Markets (master).
其他學術活動
Research Assistant, Columbia University
- Joseph Stiglitz, 2010-2013.
- Patrick Bolton, for Sovereign Wealth Fund Research Initiative, 2010-2011.
Summer Intern, Asian Century Quest Capital, 2010.
