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Recent Development on Asset-Pricing: Theories and Empirics

作者: 发布时间:2017-04-17 点击数:
主讲人:John Wei
主讲人简介:
  • Chair Professor of Financial Economics, School of Accounting and Finance, The Hong Kong Polytechnic Universtiy(PolyU)
  • Chair, Research Committee, School of Acounting and Finance, PolyU
  • Independent Director, Haitong International Securities Group Limited(listed company), Hong Kong
  • Professor Emeritus, Hong Kong University of Science& Technology
 
Click Prof. Wei's CV to find more
主持人:Pei-Lin Hsieh
讲座简介:

This lecture will overview the new asset-pricing models developed in recent years. They include theoretical asset-pricing models and empirical-motivated asset-pricing models. More specifically, we will cover the Fama-French (2015) five-factor model, the Huo, Xue, and Zhang (2015) q-factor model, comparing factor models, the political uncertainty asset-pricing models, and the financial intermediary asset-pricing models as well as empirical tests of these models.

时间:2017-04-17(Monday)16:40-18:00
地点:N303, Econ Building
讲座语言:English
主办单位:WISE&SOE
承办单位:
期数:太阳成tyc7111cc金融经济学系列讲座2017春第五讲 (总第32讲)
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