2024 IFS SUMMER PROGRAM
Topic：Excess Volatility in Professional Stock Return Forecasts
Speaker: Rossen Valkanov, Professor of Finance at the Rady School of Management, the University of California, San Diego
Time: 10:00 AM -11:30 AM, Friday, July 5, 2024
Location: Conference Room 202, Institute of Financial Studies (Guanghua Campus), Southwestern University of Finance and Economics, Chengdu, China
About the speaker：
Rossen Valkanov is the Zable Endowed Chair in Management and Professor of Finance at the Rady School of Management, the University of California, San Diego, and inaugural Co-Director of the new Master’s in Finance program. He received his Ph.D. in Economics from Princeton University. His main research interests are in the areas of empirical finance, financial econometrics, financial forecasting, risk management, portfolio allocation, and real estate. Professor Valkanov has authored numerous articles and book chapters. His research has been published in some of the most prestigious peer-reviewed journals such as the Journal of Finance, Journal of Financial Economics, and Review of Financial Studies. Empirical methods and big data applications based on his research—such as Mixed Data Sampling Regressions (MIDAS), parametric portfolio approaches, and forecasting procedures—have received significant interest from the finance industry practitioners. He is currently Editor of the Journal of Empirical Finance. Professor Valkanov has taught at UCLA, UC Berkeley, Princeton, and various other institutions in the US and abroad. He is an award winning educator and teaches regularly in the Masters of Finance, MBA, and Executive MBA programs at UCSD. He is a member of many professional organizations, including the American Finance Association, the American Economic Association, the Econometric Society, and the American Real Estate and Urban Economics Association.
Contact us:
Institute of Financial Studies
Tel: 028-87099046 028-87099047
Email: guoxy@swufe.edu.cn
