徐夏，南京大學(xué)工程管理學(xué)院助理教授，獲得法國里昂大學(xué)管理科學(xué)博士學(xué)位、復(fù)旦大學(xué)管理學(xué)碩士學(xué)位和山東大學(xué)經(jīng)濟學(xué)學(xué)士學(xué)位。在加入南京大學(xué)之前，擔(dān)任法國ESSCA商學(xué)院金融學(xué)助理教授。主要研究方向為實證資產(chǎn)定價、金融市場以及投資者行為。研究課題聚焦于金融市場異象和經(jīng)濟決策悖論，相關(guān)成果發(fā)表于 Critical Finance Review、Journal of Economic Behavior & Organization、Annals of Operations Research 等期刊。

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實證資產(chǎn)定價、金融市場、投資者行為

[7] Beyond Volatility Timing: The Hidden Power of Target Timing in Portfolio Management, Journal of Portfolio Management, forthcoming. 

[6] Market Neutrality and Beta Crashes, Journal of Empirical Finance, January 2025, Volume 80, 101577. 

[5] Improving Volatility-Managed Portfolios in Real Time, Critical Finance Review, 2025, forthcoming. 

[4] Enhancing Betting Against Beta with Stochastic Dominance, Journal of Empirical Finance, 2024, Volume 76, 101465. with Olga Kolokolova 

[3] Efficient Portfolios and Extreme Risks: A Pareto-Dirichlet Approach, Annals of Operations Research, 2024, Volume 335, pages 261–292. with Olivier Le Courtois 

[2] Semivariance Below the Maximum: Assessing the Performance of Economic and Financial Prospects, Journal of Economic Behavior & Organization, 2023, Volume 209, pages 185-199. with Olivier Le Courtois 

[1] Is the Index Efficient? A Worldwide Tour with Stochastic Dominance, Journal of Financial Markets, 2022, Volume 59, Part B, 100660. with Olga Kolokolova and Olivier Le Courtois