Time: 9:00am-10:30am, July 24th, Friday
Addr: Tencent Meeting (VOOV)
Topic: Evaluation of Asset Pricing Models: Optimal Risk Premia and Goodness-of-Fit Measures
Speaker: Prof. Robert L. Kimmel
About the speaker:
Robert L. Kimmel received his PhD from the University of Chicago, and has held various positions at Princeton University, Ohio State University, EDHEC Business School, and the National University of Singapore. Since leaving NUS last year, he has been an adjunct lecturer at Nanyang Technological University in Singapore, and a freelance consultant. His research focuses on continuous-time modelling of stochastic volatility and interest rate processes, and methods for estimation and evaluation of asset pricing models.
How to join us:
SWUFE faculty, staff, and students are invited to participate in this seminar. Please use your university e-mail to send gongmx@swufe.edu.cn an e-mail expressing your interest in joining the seminar and space permitting for our later lecture series (we will have Prof. Todd A. Gormley from Washington University in late July this year) as well as internal seminars, we will send you the meeting IDs.
Institute of Financial Studies
Tel: 028-87099046 028-87099047
Email: gongmx@swufe.edu.cn
