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515磬̹ѧԺĽ401ٰ조̳ڶڱᣬйѧѧԺڹоѧ߽ƻƸڡ ܳ𡱻ߡѧԺ˳ôɴѧѧԺѧڻƻӦ̳̹ѧԺ˼ʦμ̳̹ѧԺԺֱᡣ

Ժ´ǣϣܹͨӢѧУٰ߶ѧ̳ؿʦоҰ˽ѧ򣬴ٽѧȺ͹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˻

ǰƻ۸ں˳ѧԺʦͲʿ˽ᣬ͹Ȼ걨顢ѧڿ׫дҪͷʽʶڿƵȻ֣̽ʦʾdz

                     

˳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