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‘Investments and Asset Pricing’ Chengdu China

2019年10月18日 13:39  点击:[]

Topic: Investments and Asset Pricing

Time: July 11th, 2017
Address: SWUFE IFS 育才园703
Speaker:

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Michael Brennan(UCLA)
Topic: Practical Pricing
Michael Brennan is a professor of finance at both UCLA Anderson and London Business School. His research interests include asset pricing, corporate finance, the pricing and role of derivative securities, market microstructure, and the role of information in capital markets. He has published extensively in all of these areas.





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Bong-gyu Jang (Postech in South Korea)
Topic: A utility model of learning how to consume
Bong-gyu Jang is a professor in Postech in South Korea. His research interests include asset pricing, portfolio theory, life-cycle asset management, credit risk, interest rates, derivatives, financial engineering and mathematical finance.


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Kai Li (SWUFE)
Topic: Optimal Dynamic Momentum Strategies
Professor Kai Li received his Ph.D. from the University of Technology, Sydney in 2014 and subsequently a postdoctoral research fellow at the University of Technology, Sydney. He is working in Institute of Financial Studies of SWUFE. He works on problems in investments and asset pricing.



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Philip H. Dybvig (Wash U-St Louis)
Topic: Why doesn't the log dividend-price ratio seem to predict future log returns or log dividend growths?
Philip H. Dybvig, Boatmen's Bancshares Professor of Banking and Finance at Washington University in Saint Louis, is a prominent financial economist. He is best-known for his paper, Diamond-Dybvig [1983], one of the most widely cited papers in Finance and Economics and often the starting point for discussions of the financial crisis.


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Hyeng Keun Koo (Ajou University in South Korea)
Topic: Optimal contracting and Optimal Consumption/Investment with Limited Commitment
Professor Hyeng Keun Koo is a professor of financial engineering in Ajou University. He received mathematics Ph.D. from the university of Texas at Austin in 1988 and finance Ph.D. from Princeton university in 1992. Professor Hyeng Keun Koo's research focuses on financial mathematics, asset pricing and financial engineering, investment and agency theory.


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Jun Liu (UCSD)
Topic: Aggregation in Asset Pricing
Professor Liu is a professor with tenure at the Rady School of Management at the University of California at San Diego.Liu received his Ph.D. in finance from Stanford University. Liu's research focuses on theoretical and empirical asset pricing, and the development and use of econometric methods.


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Mark Loewenstein (Maryland)
Topic: Asset Pricing in a Large Economy
Professor Loewenstein, from Robert H. Smith School of Business, University of Maryland, received his Ph.D. from Columbia University. His research interests include asset pricing, portfolio selection, and employee compensation valuation and design. His work has appeared in the Journal of Finance, Review of Financial Studies, the Journal of Economic Theory and elsewhere.











Schedule:
9:00 am - 9:55 am
Michael Brennan         ‘Practical Pricing’
9:55 am – 10:50 am
Bong-gyu Jang           ‘A utility model of learning how to consume’
10:50 am – 11:00 am     Break
11:00 am – 11:55 pm
Kai Li                  ‘Optimal Dynamic Momentum Strategies’
12:00 pm – 13:30 pm     Lunch break
13:30 pm – 14:25 pm
Philip H. Dybvig         ‘Why doesn't the log dividend-price ratio seem to predict future log returns or log dividend growths?’
14:25 pm – 15:20 pm
Hyeng Keun Koo    ‘Optimal contracting and Optimal Consumption/Investment with Limited Commitment’
15:20 pm – 15:30 pm    Break
15:30 pm – 16:25 pm
Jun Liu                 ‘Aggregation in Asset Pricing’
16:25 pm – 17:30 pm
Mark Loewenstein        ‘Asset Pricing in a Large Economy’

There is no charge for the conference, everyone is welcome to participate the conference after you sending a confirmation E-mail (including your name, position and school) to us. If you need an invitation letter for visa or other purpose please contact us in advance.
SWUFE IFS is near the subway (Culture Palace Station) and the 2-ring-road elevated bus. There are many hotels nearby and the Renhe Chuntian is the nicest. If you are willing to come or have other questions, please contact us.
Tel: 028-87099046   028-87099047
Email: Dan Ye (yedan1220@126.com)    Xun Zhang (zhangxun0903@126.com)
Yang Liu (yanglau6@163.com)


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