2018年回顾
1月3日
杭州智君信息科技有限公司CEO陆天羽博士主讲“风险量化分析在投资中的应用”。
ZJU-CMRC “Goldport Capital” Seminar Series NO.7 was held.
1 月17日,浙江省人民政府副省长朱从玖召开与中心主任黄英教授的专门座谈会。
Zhu Congjiu, deputy governor of Zhejiang Province had a one-on-one chat with Professor Huang Ying, the director of ZJU-CMRC.
3月14日,中心举办“紫金港资本”系列NO.8讲座。浙江天堂硅谷管理合伙人、金融研究院院长郭丰主讲“新时代下的经济周期和私募股权行业”。
ZJU-CMRC“Goldport Capital”Seminar Series NO.8 was held.
3月20日,中心主任黄英教授携团队赴浙江玉皇山南对冲基金投资管理有限公司和杭州财富管理联合会开展调研。
Professor Huang Ying, the director of ZJU-CMRC, along with core members the center, visited the Olympus Hedge Fund Investments and Hangzhou Federation of Wealth Management.
3月28日,中心举办“紫金港资本”系列NO.9讲座。上海喜岳投资管理有限公司首席执行官周欣博士和首席投资官唐涛博士主讲“喜岳投资对于量化投资的正解”。
ZJU-CMRC“Goldport Capital”Seminar Series NO.9 was held.
3月31日,2017浙江大学量化之星投资大赛决赛成功举行。
The final of ZJU 2017 "QUANT STAR" Investment Competition was successfully held.
4月2日,中心召开第一届理事会第二次会议。
The second session of the first Council of ZJU-CMRC was held.
4月12日,中心举办“紫金港资本”系列NO.10讲座。华南理工大学经济与贸易学院金融系副主任于孝建博士主讲“量化投资未来面临的机遇以及挑战”。
ZJU-CMRC“Goldport Capital”Seminar Series NO.10 was held.
4月25日,中心举办“紫金港资本”系列NO.11讲座。上海赋源投资管理有限公司孙砾总经理主讲“量化投资的现实未来与从业指南”。
ZJU-CMRC“Goldport Capital”Seminar Series NO.11 was held.
5月10日,中心执行理事长陈军博士、主任黄英教授携团队赴香港中文大学(深圳)高等金融研究院开展调研座谈,并拜访中心资助人陈军董事长创建的深圳市紫金港资本管理有限公司。
Dr. Chen Jun, executive chairman of the board and Professor Huang Ying, director of ZJU-CMRC, led a delegation and visited Shenzhen Finance Institute, CUHK(SZ) and Goldport Capital LTD.
5月27日,中心“新时代下中国私募证券投资的机遇与挑战”第二届论坛在浙江大学紫金港校区举行。
The second symposium of ZJU-CMRC “Opportunities and Challenges for China’s Hedge Fund Industry in the New Era” was held at the Zijingang Campus of Zhejiang University.
9月14日,中心研究员团队与澳大利亚CMCRC(资本市场合作研究中心)代表进行了座谈交流。
ZJU-CMRC core members had discussions with members of Australian CMCRC (Capital Market Cooperation Research Center).
9月27日,中心研究员团队与澳大利亚悉尼大学商学院金融学副教授兼金融学博士项目主管丘步晖老师进行了座谈交流。
ZJU-CMRC core members had discussions with Dr. Qiu Buhui, Associate Professor and Ph.D. Program Director, Faculty of Finance, University of Sydney Business School.
10月16日,中心举办“紫金港资本”系列NO.12讲座。Akuna Capital毛培元博士主讲“实践中的量化交易--复杂多变市场中的现实挑战。”中心聘毛培元博士为特聘研究员。
ZJU-CMRC“Goldport Capital”Seminar Series NO.12 was held. Dr. Mao was appointed as a research fellow of ZJU-CMRC.
11月26日中心举办“紫金港资本”系列NO.13讲座。麻省大学金融讲席教授梁兵教授主讲“另类投资行业和全球首个另类投资金融硕士项目”。
ZJU-CMRC“Goldport Capital”Seminar Series NO.13 was held.
12月12日中心举办“紫金港资本”系列NO.14讲座。麻省理工学院斯隆管理学院金融学教授、麻省理工学院Golub金融与政策中心主任Deborah Lucas主讲“Measuring the Cost of Bailouts”.
ZJU-CMRC“Goldport Capital”Seminar Series NO.14 was held.
科研论文
Huang Ying, Losing by Learning? A Study of Social Trading Platform, with X. Jin and Y. Zhu, Finance Research Letters (SSCI), forthcoming
Huang Ying, How does credit market distortion affect corporate investment efficiency? The role of managerial forecast, with Y. Wang, L. Chen, and Y. Li, Finance Research Letters (SSCI), 2018(25), 266-273
Huang Ying, Thriving in a disrupted market: A study of Chinese hedge fund performance, with J. Yao and Y. Zhu, Pacific-Basin Finance Journal (SSCI), 2018 (48), 210-223
Huang Ying, Does internationalization increase exchange rate exposure? — Evidence from Chinese financial firms, with J.C. Cuestas and B. Tang, International Review of Financial Analysis (SSCI), 2018 (56), 253-263
Liu, B. ,Uncertainty of political subsidy, heterogeneous beliefs, and IPO anomalies, with Wang, K. Rev Quant Finan Acc (2018). https://doi.org/10.1007/s11156-018-0731-8
Qian M., In search for managerial skills beyond common performance measures, with Chen F., Sun P W. , Journal of Banking & Finance, 2018(86), 224-239.
Qian M.,Top managerial power and stock price efficiency: Evidence from China, with Sun P W, Yu B. , Pacific-Basin Finance Journal(SSCI), 2018(47), 20-38.
Qian M.,Noise traders, firm-specific uncertainty and technical trading effectiveness ,Applied Economics Letters(SSCI), 2018(25-13), 918-923
Xiao W.& Zhang X.,Least squares estimation for the drift parameters in the sub-fractional Vasicek processes, Journal of Statistical Planning and Inference (SCI,SSCI), 2018(197),141-155