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科研成果

一、 代表性学术论文

1.  余湄(1/5),Study on the Resampling Technique for Risk Management in the International Portfolio Selection Based on Chinese Investors,International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems,2013,(SCI)

2.  邓军(2/3),How non-Arbitrage, viability and numéraire portfolio are related,Finance and Stochastics,2015,(SSCI, SCI)

3.  张海云(2/4),Singularity in a Mathematical Model of Emulsion Liquid Membrane,Applied Mathematical Modeling,2012,(SCI)

4.  谢海滨(1/4),IS TECHNICAL ANALYSIS INFORMATIVE IN UK STOCK MARKET? EVIDENCE FROM DECOMPOSITION-BASED VECTOR AUTOREGRESSIVE (DVAR) MODEL,Journal of Systems Science and Complexity,2014,(SCI)

5.  边江泽(1/3),Chinese Block Transaction and Market Reactions,China Economic Review,2012,(SSCI)

6.  边江泽(2/5),Study on the resampling technique for risk management in the international portfolio selection based on Chinese Investors.,International Journal of Uncertainty,2013,(SSCI)

7.  王天一(1/2),The Relationship between Volatility and Trading Volume in Chinese Stock Market: A Volatility Decomposition Perspective,Annals of Economics and Finance,2012,(SSCI)

8.  王天一(3/3),Impact of Exchange Rate Regime Reform on Asset Returns in China,European Journal of Finance,2015,(SSCI)

9.  兰弘(1/2),Solvability of Perturbation Solutions to DSGE Models,Journal of Economic Dynamics and Control,2014,(SSCI)

10. 吴卫星(4/4)(通讯作者),Dividends, investment and cash flow uncertainty: Evidence from China,International Review of Economics & Finance(SSCI)

二、 主要科研成果奖

1.  吴卫星,Distinguished Lecture Award on 2012International Conference on Forecasting Economic Financial System,2012.5,杰出演讲奖

2.  王天一,黄卓,黄雯,中国数量经济年会优秀论文,2012,三等奖

3.  Sandro Andrade,边江泽,Tim Burch,孙冶方金融创新奖,2014.5,论文奖

4.  谢海滨、范奎奎、汪寿阳,金融教育优秀研究成果著作类,2014,三等奖

5.  周大胜、张海云、戴晓渊,《债券》十佳文章,2015.3,

6.  边江泽、Kalok Chan, Donghui Shi, Hao Zhou,2015年亚洲金融学年会,2015.6,优秀论文奖

三、 主要科研项目

1.  吴卫星,中国居民家庭金融行为和财富不平等研究(14AZD121),国家社会科学基金重点项目,2014-11-05到2017-12-31

2.  吴卫星,金融市场参与行为对财富分布的影响及其政策模拟研究(71373043),国家自然科学基金项目,2014-01-01到2017-12-31

3.  黄晓薇,发达经济体主权债务可持续性及我国对策研究(12CGJ027),国家社会科学基金项目,2012-06-01到2014-08-31

4.  谢海滨,基于极值信息的收益率时序建模及其应用研究(71401033),国家自然科学基金项目,2015-01-01到2017-12-31

5.  边江泽,资本市场调控机制的影响及政策研究(12CJY117),国家社会科学基金项目,2012-06-01到2014-12-31

6.  王天一,基于高频数据信息的波动率衍生品定价研究(71301027),国家自然科学基金项目,2014-01-01到2016-12-31

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