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枚举环境中的表

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枚举环境中的表 
\begin{document}

\begin{enumerate}[leftmargin=*]

\item *Kang, B., In, F., Kim, G., and Kim, T. (2010). A longer look at the asymmetric dependence between hedge funds and the equity market, \textit{Journal of Financial and Quantitative Analysis}, 45(3), 763-789.

This publication provides a core, comprehensive backbone for the current ARC proposal on hedge funds in Australia (ABDC: A*, IF: 1.342, SSRN downloads: 111).




\begin{center}
\begin{table}[H]



\newlength\mylena
\settowidth\mylena{M. Veerarghavan}
\newlength\mylenb
\settowidth\mylenb{Amount}
\newlength\mylenc
\settowidth\mylenc{systemic risk, hedge funds}    


\begin{tabularx}{\textwidth}{|X |
  >{\centering}p{\mylena} |
  >{\centering}p{\mylenb} |
  >{\centering}p{\mylenb} |
  X |}
\hline
Project Id & CI Name/s & Amount Funded & Amount of Years & Project Title \\
\hline
DP110103260 & Prof. \textbf{F. In}, A/Prof. P. Lajbcygier, Prof. M. Veerarghavan & \$225,048 &  3 & Systemic risk, hedge funds and modelling asymmetric dependence using a Copula approach \\
\hline
\end{tabularx}
\end{table}
\end{center}




\item In, F., and Yoon, J. (2007). Determination of asset prices with an investment-specific technology model: Implications for the equity premium puzzle, \textit{Journal of Economic Dynamics and Control}, 31(8), 2637-2658.

This paper resolves the so-called equity premium puzzle of asset pricing using an investment-specific technology model (ABDC: A*, IF: 0.703).

\end{enumerate}

\end{document}

输出如下：

在此处输入图片描述

我想更改一些内容。首先，表格本身看起来不太好看，我希望第一列和最后一列中的所有内容都居中对齐，就像其他列一样，但每当我更改为时X，c我都会收到很多错误。我还希望表格与它前面的文本对齐，例如，当前它在枚举环境中与数字 1 对齐，但我希望它与数字 1 之后的文本对齐（这样整个表格的“宽度”与文本的宽度相同）。此外，由于某种原因，表格和下一个项目之间存在很大间隙，我怎样才能使这个间隙普遍变小，因为每个列表后面都会有一个表格。

答案1

不要使用浮动table环境。对于最后一列，您需要>{\centering\arraybackslash}。将宽度声明为\linewidth。如果您不想要表格周围的额外垂直空间，可以删除环境center。

\documentclass{article}
\usepackage{enumitem}
\usepackage{tabularx}

\begin{document}

\begin{enumerate}[leftmargin=*]

\item *Kang, B., In, F., Kim, G., and Kim, T. (2010). A longer look at the asymmetric dependence between hedge funds and the equity market, \textit{Journal of Financial and Quantitative Analysis}, 45(3), 763-789.

This publication provides a core, comprehensive backbone for the current ARC proposal on hedge funds in Australia (ABDC: A*, IF: 1.342, SSRN downloads: 111).

\begin{center}
\newlength\mylena
\settowidth\mylena{M. Veerarghavan}
\newlength\mylenb
\settowidth\mylenb{Amount}
\newlength\mylenc
\settowidth\mylenc{systemic risk, hedge funds}    
\begin{tabularx}{\linewidth}{|X |
  >{\centering}p{\mylena} |
  >{\centering}p{\mylenb} |
  >{\centering}p{\mylenb} |
  >{\centering\arraybackslash}X |}
\hline
Project Id & CI Name/s & Amount Funded & Amount of Years & Project Title \\
\hline
DP110103260 & Prof. \textbf{F. In}, A/Prof. P. Lajbcygier, Prof. M. Veerarghavan & \$225,048 &  3 & Systemic risk, hedge funds and modelling asymmetric dependence using a Copula approach \\
\hline
\end{tabularx}
\end{center}




\item In, F., and Yoon, J. (2007). Determination of asset prices with an investment-specific technology model: Implications for the equity premium puzzle, \textit{Journal of Economic Dynamics and Control}, 31(8), 2637-2658.

This paper resolves the so-called equity premium puzzle of asset pricing using an investment-specific technology model (ABDC: A*, IF: 0.703).

\end{enumerate}

\end{document}

在此处输入图片描述

也许您想考虑使用该booktabs包（表格中没有垂直规则）：

\documentclass{article}
\usepackage{enumitem}
\usepackage{tabularx}
\usepackage{booktabs}

\begin{document}

\begin{enumerate}[leftmargin=*]

\item *Kang, B., In, F., Kim, G., and Kim, T. (2010). A longer look at the asymmetric dependence between hedge funds and the equity market, \textit{Journal of Financial and Quantitative Analysis}, 45(3), 763-789.

This publication provides a core, comprehensive backbone for the current ARC proposal on hedge funds in Australia (ABDC: A*, IF: 1.342, SSRN downloads: 111).

\begin{center}
\newlength\mylena
\settowidth\mylena{M. Veerarghavan}
\newlength\mylenb
\settowidth\mylenb{Amount}
\newlength\mylenc
\settowidth\mylenc{systemic risk, hedge funds}    
\begin{tabularx}{\linewidth}{X 
  >{\centering}p{\mylena} 
  >{\centering}p{\mylenb} 
  >{\centering}p{\mylenb} 
  >{\centering\arraybackslash}X }
\toprule
Project Id & CI Name/s & Amount Funded & Amount of Years & Project Title \\
\midrule
DP110103260 & Prof. \textbf{F. In}, A/Prof. P. Lajbcygier, Prof. M. Veerarghavan & \$225,048 &  3 & Systemic risk, hedge funds and modelling asymmetric dependence using a Copula approach \\
\bottomrule
\end{tabularx}
\end{center}




\item In, F., and Yoon, J. (2007). Determination of asset prices with an investment-specific technology model: Implications for the equity premium puzzle, \textit{Journal of Economic Dynamics and Control}, 31(8), 2637-2658.

This paper resolves the so-called equity premium puzzle of asset pricing using an investment-specific technology model (ABDC: A*, IF: 0.703).

\end{enumerate}

\end{document}

在此处输入图片描述

答案2

这是一个使用选项booktabs：

在此处输入图片描述

\documentclass{article}
\usepackage[margin=1in]{geometry}% http://ctan.org/pkg/geometry
\usepackage{booktabs,tabularx}% http://ctan.org/pkg/{booktabs,tabularx}
\usepackage{enumitem}% http://ctan.org/pkg/enumitem
\newcommand{\StackIt}[2][c]{\begin{tabular}[t]{@{}#1@{}}#2\end{tabular}}
\begin{document}

\begin{enumerate}[leftmargin=*]
  \item *Kang, B., In, F., Kim, G., and Kim, T. (2010). A longer look at the 
    asymmetric dependence between hedge funds and the equity market, \textit{Journal 
    of Financial and Quantitative Analysis}, 45(3), 763-789.

    This publication provides a core, comprehensive backbone for the current ARC 
    proposal on hedge funds in Australia (ABDC: A*, IF: 1.342, SSRN downloads: 111).

    \noindent
    \begin{tabularx}{\linewidth}{>{\centering} X  c  c  c >{\raggedright\arraybackslash} X }
      \toprule
      Project Id & CI Name/s & \StackIt{Amount\\Funded} & \StackIt{Amount of\\Years} & Project Title \\
      \midrule
      DP110103260 & \StackIt{Prof.\ \textbf{F.\ In}, \\ A/Prof.\ P.\ Lajbcygier, \\ Prof.\ M.\ Veerarghavan} & 
        \$225,048 &  3 & Systemic risk, hedge funds and modelling asymmetric dependence 
          using a Copula approach \\
      \bottomrule
    \end{tabularx}

  \item In, F., and Yoon, J. (2007). Determination of asset prices with an 
    investment-specific technology model: Implications for the equity premium 
    puzzle, \textit{Journal of Economic Dynamics and Control}, 31(8), 2637-2658.

    This paper resolves the so-called equity premium puzzle of asset pricing using 
    an investment-specific technology model (ABDC: A*, IF: 0.703).
\end{enumerate}

\end{document}

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