Recent Development on Asset-Pricing: Theories and Empirics-厦门大学金融系

Recent Development on Asset-Pricing: Theories and Empirics
主讲人 John Wei 简介 <p>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.</p>
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 类型 系列讲座
联系人信息 主持人 Pei-Lin Hsieh
专题网站 专题
主讲人简介 <ul> <li>Chair Professor of Financial Economics, School of Accounting and Finance, The Hong Kong Polytechnic Universtiy(PolyU)</li> <li>Chair, Research Committee, School of Acounting and Finance, PolyU</li> <li>Independent Director, Haitong International Securities Group Limited(listed company), Hong Kong</li> <li>Professor Emeritus, Hong Kong University of Science&amp; Technology</li> </ul> <div>&nbsp;</div> <div>Click <a href="/Upload/File/2017/4/20170410031311783.pdf">Prof. Wei's CV</a> to find more</div> 期数 厦门大学金融经济学系列讲座2017春第五讲 (总第32讲)
系列讲座