西南财经大学金融研究院
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圣路易斯华盛顿大学Jeongmin Lee教授
2016-10-11 14:40
金融研究院2015暑期国际学术研讨会之十一
西南财经大学金融研究院(Institute of Financial Studies, SWUFE)邀请著名学者圣路易斯华盛顿大学(Washington University in St. Louis)助理教授Jeongmin Lee来我校进行学术交流, 其间将在金融研究院202会议室进行学术演讲。诚邀广大师生参加!
讲座具体介绍如下:
主题:Strategic Trading with Higher Order Beliefs
主讲人:圣路易斯华盛顿大学Olin商学院 Jeongmin Lee教授
时间:2015年7月30日(星期四)下午1:30-3:00
地点:金融研究院202会议室(光华校区北三门篮球场旁)
主办单位:金融研究院、科研处
主讲人简介:
Jeongmin Lee目前是圣路易斯华盛顿大学Olin商学院助理教授。在2014年,她在马里兰大学帕克分校获得金融学博士学位。2014年她获得WFA颁发的Cubist Systematic Strategies Ph.D. Candidate Award for Outstanding Research。
有关Jeongmin Lee教授的个人简历等具体介绍请见: https://sites.google.com/site/jngmnl/
论文摘要:
We study a single-period model of strategic trading with differential information as well as differences in higher order beliefs. We generalize a strategic trading model with differential information, similar to Kyle (1989) with N symmetrically informed traders, by departing from the assumption that the mean of the random asset supply is common knowledge. Similar to the competitive model of Han and Kyle (2013) we assume that traders have possibly different beliefs about the mean, different beliefs about other traders’ beliefs, different beliefs about other traders’ beliefs about their own groups’ beliefs, and so on up to an infinite degree of higher order beliefs. We analyze the impact of strategic trading on the price instability of the competitive model as well as the impact of differences in higher order beliefs on strategic bid shading.
联系人:叶丹,张博怀
电话:87099046,87099047
E-mail:yedan1220@126.com, wyattzh@163.com