拉斯维加斯赌场全体验

精算论坛讲座第151期-Youwei Li、Samuel Vign 、Brian Lucey(10月31日)

发布时间:2018-10-24 14:38    浏览次数:[]

教育部人文社科重点研究基地拉斯维加斯赌场3499学术活动

精算论坛讲座151

与国际期刊主编面对面

——如何在国际期刊上成功发表论文

日程安排(1031

9:30-10:10  Youwei Li

题目:Investor Overconfidence and the Security Market Line

10:10-10:50 Samuel Vigne

题目:What is hot in Finance?

10:50-11:30 Brian Lucey

题目:Why I rejected your paper -An Editor's View

11:30-12:00 Q&A


报告人简介:Youwei Li教授来自Hull UniversityBusiness 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 andEconomics等国际知名期刊发表论文数十篇。

 

报告题目:Investor Overconfidence andthe Security Market Line——New Evidence from China

 

摘要:This talk focuses on a highly downwardsloping security market line (SML) in China, which is more puzzling than thetypical “flattened” SML in the US, and is difficult to be explained by existingtheories of low-beta anomaly. This talk will show a theoretical model toexplain the puzzling low-beta anomaly in China from the viewpoint of investoroverconfidence. Mutual fund evidence in China reinforces the view thatinstitutional investors actively exploit the portfolio implications of adownward sloping SML by shying away from high-beta stocks and betting onlow-beta stocks for superior performance.

 

时间:20181031日上午9:30-10:10

 

地点:拉斯维加斯赌场首页主楼913


 

 

报告人简介:Samuel Vigne教授来自Queen'sManagement 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,SamuelVigne教授现担任Research in International Business andFinance, International Review of Financial AnalysisFinanceResearch Letters的副主编。

 

报告题目:What is hot in Finance?

 

摘要:Dr Samuel Vigne will talkabout the current directions of research in Finance. He will explore new trendsand opportunities which will be of interest to researchers in the community. Relyingupon a thorough analysis of trends and citations, the audience will get a goodunderstanding of why new subjects emerged over the past years, and whichsubjects are over-researched.

 

时间:20181031日上午10:10-10:50

 

地点:拉斯维加斯赌场首页主楼913


 

 

报告人简介:Brian Lucey教授来自Trinity BusinessSchool, Trinity College DublinINFINITI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 ofFinancial Analysis, International Review of Economics and Finance, FinanceResearch LettersJournal of Behavioral and Experimental Finance国际期刊的主编以及Journal ofBanking and FinanceJournal of Multinational FinancialManagement的副主编。

 

报告题目:Why I rejected your paper -An Editor'sView

 

摘要:In this talk, ProfessorBrian Lucey (Editor, Finance Research Letters, International Review ofFinancial Analysis, International Review of Economics and Finance) will outlinethe main reasons why an editor does and does not reject a paper at desk andreview stage. A series of guidelines to good practice follow from. The talkshould be of special interest to anyone beginning a research career, or thosemore advanced who wish to enhance their skills and increase their chances ofsuccess.

 

时间:20181031日上午10:50-11:30

 

地点:拉斯维加斯赌场首页主楼913

 

拉斯维加斯赌场首页“保险风险分析与决策”学科创新引智基地、金融学院

北京师范大学经济与工商管理学院、系统科学学院

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