基本信息

向赟，男，太阳成集团tyc9728副教授

邮箱：xiangyun@swufe.edu.cn

办公室：格致楼425

教育背景

2004.09-2008.06，南京财经大学太阳成集团tyc9728，金融学，本科

2008.09-2011.06，太阳成集团tyc9728，金融工程，硕士

2015.09-2018.12，太阳成集团tyc9728，金融工程，博士

工作经历

2011.06-2013.02，华西期货，投资顾问

2013.03-2014.03，香港大学，研究助理

2014.04-2019.02，华西期货，期权事业部负责人

2019.03-2022.12，太阳成集团tyc9728讲师

2023.01-至今，太阳成集团tyc9728副教授

主要研究方向

资产定价，市场微观结构，量化交易，资产管理，交易科技

主要研究成果

Liu, Q., Xiang, Y., & Zhao, Y. (2019). An outperforming investment strategy under fractional Brownian motion. The North American Journal of Economics and Finance, 47, 505-515.

Xiang, Y., & He, J. (2022). Pairs trading and asset pricing. Pacific-Basin Finance Journal, 72, 101713.

Xiang, Y., Zhao, Y., & Deng, S. (2023). Pairs trading with fractional Ornstein–Uhlenbeck spread model. Applied Economics, 55(23), 2607-2623.

Xiang, Y., Zhao, Y., & Deng, S. (2023). Asset-return momentum prediction through pattern recognition. Knowledge-Based Systems, 268, 110443.

Xiang, Y., & Deng, S. (2024). Statistical arbitrage under a fractal price model. Annals of Operations Research, 335, 425–439.

Xiang, Y., & Deng, S. (2024). Optimal stop-loss rules in markets with long-range dependence. Quantitative Finance, 24(2), 253-263.

Xiang, Y., Luo, L., & Yu, X. Market time-series reversal：evidence from China’s market. Working paper.

Xiang, Y., & Deng, S. Long-range dependence and asset return anomaly. Working paper.

Xiang, Y., Yang, J., & Deng, S. Clean energy premium and cross-section of stock returns. Working paper.

Xiang, Y., Yang, J., & Deng, S. Clean link and stock return predictability. Working paper.

奖励及荣誉

2018年，入选天府金融菁英项目