梁兵

联系方式:bliang@isenberg.umass.edu
秘书:金程英
邮箱:cyjin@saif.sjtu.edu.cn

教育背景:
博士学位:爱荷华大学金融学, 1995
硕士学位:爱荷华大学质量管理和生产力学, 1990
硕士学位:中科院应用统计学, 1988
学士学位:中国海洋大学海洋气象学, 1982
教授介绍:

梁兵教授现任上海高级金融学院特聘教授、麻省大学爱森堡管理学院金融学教授。他曾于2010 年在耶鲁大学担任访问教授、2004年任伦敦经济学院访问学者。

梁兵教授的研究方向主要为对冲基金和共同基金、风险管理、资本市场的异常、计量经济学等。他在国际著名学术刊物如Journal of FinanceJournal of Financial EconomicsJournal of Business, Journal of Financial and Quantitative Analysis, 和Management Science 等发表多篇论文。梁兵教授参与了多部金融类著作(包括《数量金融百科全书》)中有关投资、基金等章节的编写。因其杰出的研究成果,梁兵教授获得2003年欧洲金融协会对冲基金类最佳论文奖,2006年麻省大学爱森堡管理学院杰出研究奖和麻省大学研发领域最高成就奖,2007年中国国际金融会议最佳论文奖和BSI的伽玛基金会研究奖,2007和2008年分别获得了爱森堡管理学院特殊研究员称号, 2009年获得格雷厄姆-多德奖,2006,2012-2014 年获得了爱森堡管理学院杰出研究奖,2014年获得了爱森堡管理学院杰出教学奖等多个奖项。

梁兵教授讲授的课程包括《资产管理》等。他在麻省大学担任多门金融学课程的教学工作,主要包括《投资学》、《高级投资学》、《公司财务》、《国际金融学》和《实证金融经济学》等。

梁兵教授于2003年被邀成为美国证券管理委员会对冲基金圆桌会议的专家组成员,并担任Journal of Alternative Investments主编, European Financial Management对冲基金特刊的嘉宾主编,European Financial Management, Journal of Investment Management副主编等职务。梁兵教授曾担任纽约大型对冲基金公司Entrust Capital的高级风险顾问,和上海桐湾投资公司的创始人及董事。

梁兵教授于1985 年获中科院应用统计硕士,1990年获爱荷华大学质量管理和生产力学硕士,1995年获爱荷华大学金融学博士学位。


对冲基金和共同基金、风险管理、资本市场的异常、计量经济学等。


1. Cao, Charles, Grant Farnsworth, Bing Liang, and Andrew Lo, 2015, Liquidity Costs, Return Smoothing, and Investor Flows: Evidence from a Separate Account Platform, Management Science.

2. Cao, Charles, Bradley A. Goldie, Bing Liang, and Lubomir Petrasek , 2015, What Is the Nature of Hedge Fund Manager Skills? Evidence from the Risk Arbitrage Strategy, Journal of Financial and Quantitative Analysis.

3. Aragon, George, Bing Liang, and Hyuna Park, 2014, Onshore and Offshore Hedge Funds: Are They Twins?, Management Science.

4. Cao, Charles, Yong Chen, Bing Liang, and Andrew W.Lo, 2013, Can Hedge Funds Time Market Liquidity?, Journal of Financial Economics.

5. Brown, Stephen, WilliamGoetzmann, BingLiang, and Christopher Schwarz, 2012, Trust and Delegation, Journal of Financial Economics.

6. Cai, Li, and Bing Liang, 2012, Asset Allocation Dynamics in the Hedge Fund Industry, Journal of Investment Management.

7. Liang, Bing, and Hyuna Park, 2010, Predicting Hedge Fund Failure: A Comparison of Risk Measures, Journal of Financial and Quantitative Analysis.

8. Cai, Li, and Bing Liang, 2010, On the Dynamics of Hedge Fund Strategies, Journal of Alternative Investments.

9. Brown, Stephen, William Goetzmann, Bing Liang, and Christopher Schwarz, 2009, Estimating Operational Risk for Hedge Funds: The w-Score, Financial Analysts journal.

10. Liang, Bing, Stephen Brown, Will Goetzmann, and Chris Schwarz, 2008, Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration, Journal of Finance.

11. Liang, Bing, Stephen Brown, and Tom Fraser, 2008, Hedge Fund Due Diligence: A Source of Alpha in a Hedge Fund Portfolio Strategy” , Journal of Investment Management.

12. Liang, Bing, and Yong Chen, 2007, Do Market Timing Hedge Funds Time the Market?, Journal of Financial and Quantitative Analysis.

13. Liang, Bing, Turan Bali, and Suleyman Gokcan, 2007, Value at Risk and the Cross-Section of Hedge Fund Returns, Journal of Banking and Finance.

14. Liang, Bing, and Hyuna Park, 2007, Risk Measures for Hedge Funds: A Cross-Sectional Approach, European Financial Management.

15. Gupta, Anurag, and Bing Liang, 2005, Do Hedge Funds Have Enough Capital? A Value at Risk Approach, Journal of Financial Economics.

16. Liang, Bing, Stephen Brown, and William Goetzmann, 2004, Fees on Fees in Funds of Funds, Journal of Investment Management.

17. Liang, Bing, 2004, Alternative Investments: CTAs, Hedge Funds, and Funds of Funds., Journal of Investment Management.

18. Liang, Bing, 2003, The Accuracy of Hedge Fund Returns., Journal of Portfolio Management.

19. Liang, Bing, 2001, Hedge Fund Performance: 1990-1999., Financial Analysts Journal.

20. Liang, Bing, 2000, Hedge Funds: The Living and the Dead., Journal of Financial and Quantitative Analysis.

21. Liang, Bing, 2000, Portfolio Formation, Measurement Errors, and Beta Shifts: A Random Sampling Approach., Journal of Financial Research.

22. Liang, Bing, Hemang Desai, and Ajai Singh, 2000, Do All-stars Shine? An Evaluation of Analysts’ Recommendations, Financial Analysts Journal.

23. Liang, Bing, 1999, On the Performance of Hedge Funds., Financial Analysts Journal.

24. Liang, Bing, 1999, Price Pressure: Evidence from the ‘Dartboard’ Column., Journal of Banking and Finance.

25. Cao, Charles, Bradley A. Goldie, Bing Liang, and Lubomir Petrasek, Forthcoming, Risk Arbitrage and the Information Content of Hedge Fund Trading, Journal of Financial and Quantitative Analysis.

26. Liang, Bing, Mila Getmansky, Chris Schwarz, and Russ Wermers, Share Restrictions and Investor Flows in the Hedge Fund Industry.

27. Liang, Bing, Charles Cao, Yong Chen, and Andrew Lo, Can Hedge Funds Time Market Liquidity?.

28. Liang, Bing, George Aragon and Hyuna Park, Onshore and Offshore Hedge Funds: Are They Twins?.

29. Liang, Bing, and Chris Schwarz, Strength of Performance Based Compensation: Evidence from Hedge Fund Closing and Reopening Events.

30. Liang, Bing, Charles Cao, Bradley Goldie, and Lubomir Petrasek, Risk Arbitrage and the Information Content of Hedge Fund Trading.

31. Liang, Bing, Charles Cao, Yong Chen, and Will Goetzmann, The Role of Hedge Funds in Security Price Formation Process.

对冲基金风险管理、对冲基金、对冲基金组合管理策略
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