安砾
助理教授
中国 北京（100083）
清华大学五道口金融学院
Email: anl@pbcsf.tsinghua.edu.cn

https://sites.google.com/site/lianfinancesite/



简历







工作经历
2014至今 清华大学五道口金融学院，助理教授
2016夏 香港科技大学，访问助理教授
教育背景
2008-2014 哥伦比亚大学，经济学，博士学位
Committee members: Kent Daniel, Paul Tetlock, Patrick Bolton, Joseph Stiglitz, and Jushan Bai.
2004-2008 北京大学，经济学数学，双学士学位 (校级优秀毕业生)
研究领域
实证资产定价
行为金融学
期刊发表

[3] “Lottery-Related Anomalies: The Role of Reference-Dependent Preferences” (with Huijun Wang, Jian Wang, and Jianfeng Yu), Management Science, forthcoming
- Winner of First Prize, Chicago Quantitative Alliance Asia Academic Competition, 2016
[2] “Asset Pricing When Traders Sell Extreme Winners and Losers”(previously distributed under the name “The V-shaped Disposition Effect”), Review of Financial Studies, 2016, Vol. 29(3), 823-861
- Winner of First Prize, Chicago QuantitativeAlliance (CQA) Academic Competition, 2014
- Winner of Third Prize, Crowell Memorial Prize, PanAgora Asset Management, 2014
-Media Coverage: CFA Digest
[1] “Barriers to Long-Term Cross-Border Investing: A Survey of Institutional Investor Perceptions”, (with Rachel Harvey, Patrick Bolton, Laurence Wilse-Sampson, and Frederic Samama), Rotman International Journal of Pension Management, 2014, Vol. 7 (2)


工作论文
[3] “Portfolio Driven Disposition Effect” (with Joseph Engelberg, Matthew Henriksson, Baolian Wang, and Jared Williams), Journal of Finance, R&R
- On the 2019 AFA program

[2] “Wealth Redistribution in Bubbles and Crashes” (with Dong Lou, Donghui Shi, and Jiangze Bian)
- Winner of Best Paper Award, China Financial Research Conference, 2019
- On the 2019 NBER SI program
[1] “Overselling Winners and Losers: Mutual Fund Trading Behavior and Price Effects” (with Bronson Argyle)

荣誉与奖励

1. China Financial Research Conference Best Paper Award, 2019
2. Chicago Quantitative Alliance Asia Academic Competition, First Prize, 2016.
3. Chicago Quantitative Alliance Academic Competition, First Prize, 2014.
4. Crowell Memorial Prize by PanAgora Asset Management, Third Prize, 2014.
5. Faculty Fellowship, Columbia University, 2008-2014.
6. Peking University, graduation with highest honor, 2008.
7. Presidential Scholarship for Undergraduate Research, Peking University, 2007.

学术研讨会及演讲
2020 European Winter Finance Conference
2019 AFA?, Nanyang Technological University, Singapore Management University, ABFER-CEPR-CUHK First Annual Symposium in Financial Economics, CEPR European Workshop on Household Finance, Annual Conference in Financial Economic Research By Eagle Labs, NBER Summer Institute. China Financial Research Conference, CICF.
2018 ABFER (discussion), LSE Paul Wooley Center conference (discussion).
2017 University of Mannheim, SFS Calvacade Asia (discussion).
2016 FIRS, CICF, EFA, FMA?, Chicago Quantitative Alliance Asia, Hong Kong University, Chinese University of Hong Kong, Peking University.
2014 Hong Kong University of Science and Technology, Cheung Kong Graduate School of Business, Peking University GSM, Red Rock Finance Conference?, Northern Finance Association, European Financial Management Association, Wuhan University.
2014 Columbia Business School, PBC School of Finance at Tsinghua University, PanAgora Asset Management, Research Affiliates, Moody’s Analytics, Cornerstone Reserch, The Brattle Group, Analysis Group, Chicago Quantitative Alliance.
?: presented by coauthor



专业服务
期刊评审人：Review of Financial Studies, Management Science, Journal of Banking and Finance, Journal of Financial Markets, Journal of Empirical Finance, Southern Economic Journal.
项目委员会：FMA Asia Pacific Conference, China Financial Research Conference, China Fintech Research Conference
教学经验
金融衍生工具(硕士)
其他专业经验
Research Assistant, Columbia University
· Joseph Stiglitz, 2010-2013.
· Patrick Bolton, for Sovereign Wealth Fund Research Initiative, 2010-2011.
Summer Intern, Asian Century Quest Capital, 2010.