日程安排(10月31日)
9:30-10:10 Brian Lucey
题目:Why I rejected your paper -An Editor's View
10:10-10:50 SamuelVigne
题目:What is hot in Finance?
10:50-11:30 Youwei Li
题目:Investor Overconfidence and the Security Market Line
11:30-12:00 Q&A
太阳集团tyc539、“保险风险分析与决策”学科创新引智基地、北京师范大学经济与工商管理学院、系统科学学院
联合举办
2018年10月
报告人简介:Brian Lucey教授来自Trinity Business School, Trinity College Dublin,INFINITI国际会议的发起人及主席,主要从事市场有效性、商品市场、金融危机、金融一体化、经济心理学等领域的研究,在国际期刊上发表论文百余篇。另外,Brian Lucey教授长期担任International Review of Financial Analysis, International Review of Economics and Finance, Finance Research Letters和Journal of Behavioral and Experimental Finance国际期刊的主编以及Journal of Banking and Finance和Journal of Multinational Financial Management的副主编。
报告题目:Why I rejected your paper -An Editor's View
摘要:In this talk, Professor Brian Lucey (Editor, Finance Research Letters, International Review of Financial Analysis, International Review of Economics and Finance) will outline the main reasons why an editor does and does not reject a paper at desk and review stage. A series of guidelines to good practice follow from. The talk should be of special interest to anyone beginning a research career, or those more advanced who wish to enhance their skills and increase their chances of success.
时间:2018年10月31日上午9:30-10:15
地点:太阳集团tyc539主楼913
报告人简介:Samuel Vigne教授来自Queen's Management School, Queen’s University Belfast,主要从事商品定价、货币金融、贵金属等方面的研究,在国际期刊上发表论文十余篇。另外,Samuel Vigne教授现担任Research in International Business and Finance, International Review of Financial Analysis和Finance Research Letters的副主编。
报告题目:What is hot in Finance?
摘要:Dr Samuel Vigne will talk about the current directions of research in Finance. He will explore new trends and opportunities which will be of interest to researchers in the community. Relying upon a thorough analysis of trends and citations, the audience will get a good understanding of why new subjects emerged over the past years, and which subjects are over-researched.
时间:2018年10月31日上午10:15-11:00
地点:太阳集团tyc539主楼913
报告人简介:李有伟教授来自Hull University Business School, University of Hull,主要从事计量金融、数量金融、风险管理及金融衍生品和长寿风险等方面的研究,在Quantitative Finance, Journal of Economic Dynamics and Control, Journal of Empirical Finance, The Financial Review, Insurance: Mathematics and Economics等国际知名期刊发表论文数十篇。
报告题目:Investor Overconfidence and the Security Market Line——New Evidence from China
摘要:This talk focuses on a highly downward sloping security market line (SML) in China, which is more puzzling than the typical “flattened” SML in the US, and is difficult to be explained by existing theories of low-beta anomaly. This talk will show a theoretical model to explain the puzzling low-beta anomaly in China from the viewpoint of investor overconfidence. Mutual fund evidence in China reinforces the view that institutional investors actively exploit the portfolio implications of a downward sloping SML by shying away from high-beta stocks and betting on low-beta stocks for superior performance.
时间:2018年10月31日上午11:00-11:45
地点:太阳集团tyc539主楼913