Asset Pricing with Downside Risk Aversion: A Dynamic Quantile Preference Approach
Fri, Jun 28, 2024
SPEAKER:姚彤,美国爱荷华大学,教授
TIME/DATE:2024年7月1日(周一)12:00-13:00
CLASSROOM:同济大厦A楼306室
TENCENT:713577173
PW:666825
LINK:https://meeting.tencent.com/dm/x6p1a9JM8RD5
ABSTRACT: Tong Yao is Professor of Finance and Henry B. Tippie Research Fellow at Tippie College of Business, University of Iowa. His main research interests are in asset pricing and in investment management issues faced by institutional investors such as mutual funds, pensions, and insurance firms. His research has been published in leading academic journals including Journal of Financial Economics, Review of Financial Studies, Journal of Monetary Economics, Journal of Accounting Research, and Management Science. He has served on the editorial board of Financial Review and China Accounting and Finance Review, and on the program committees of China International Risk Forum, China International Conference in Finance, European Finance Association, Finance Cavalcade, Financial Intermediary Research Society, Financial Management Association, Midwest Finance Association, and Northern Finance Association, etc. Previously, he also taught at University of Arizona and worked for or consulted for the U.S. Securities and Exchange Commission, China Investment Corporation, Numeric Investors, and Bank of Communications.
We protect your privacy. We use cookies to personalize content, provide features, and analyze traffic to our website anonymously and in a privacy compliant manner. By law, we may store cookies on your device if they are strictly necessary for the operation of this site. For all other cookie types, we need your permission. For more information, please see the privacy policy linked below.