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ʱ䣺2018-05-16 Դ̹ѧԺԺ ߣ̹ѧԺԺ Ķ
515磬̹ѧԺĽ401ٰ조̳ڶڱᣬйѧѧԺڹоѧ߽ƻƸڡ ܳ𡱻ߡѧԺ˳ôɴѧѧԺѧڻƻӦ̳̹ѧԺ˼ʦμ̳̹ѧԺԺֱᡣ
Ժ´ǣϣܹͨӢѧУٰ߶ѧ̳ؿʦоҰ˽ѧٽѧȺ㷺һԾѧԺѧΧѧˮƽ
ƻΪLimited Participation and Asset Allocation under Ambiguity of Correlationרⱨ棬˻صĻۼҪоݺͽչͬʱϸӢѧĵдʽͿģʽ˳ڴ˻ϣAmbiguity⣬˸ûڽеķչ̣Ƽ˽ӿֵĸѧоˮƽѧߣ;ѧʦעһ

˳ΪCorrelation Ambiguity, Listing Choice, and Market Microstructureרⱨ棬νAmbiguityгϣӱȤоӽǺ¿ܣпѧϽѧоλڳʦ˻
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˳йѧѧԺڹоڣʿʦҽܳѧߣѧ߽ƻƸڣйѧѧԺܳѧƸڣ2017.06-廪ѧùѧԺʦڣԴѧѧϵʽںͲʿоԱάǴѧýѧԺоԱŴѧѧԺںͲʿʦйѧھýڡʿʦҪ¾ѧͽѧĽѧоѧھѧۺ;ߵȷȡýܳѧɾͣڹרҵڿȨ־40ƪ
ƻμôɴѧѧԺѧ(ְ)άǴѧýѧԺѧڡô¬ѧϵھѧڡּôҼĿSSHRC(#430-2012-0698)Journal of Financial Markets (2017), Journal of Banking and Finance (2011), Economic Theory (2011), Economics Letters (2008), Economic Modelling (2012)ڿ14ƪ
