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香港大学Kit Pong Wong教授为经管学院师生作学术讲座

本站小编 Free考研考试/2021-02-20

10月25日,香港大学教授Kit Pong Wong应经济与管理学院金融研究所邀请,在线上为我校师生作了一场题为“Optimal Portfolios with Risky and Ambiguous Assets”的精彩学术讲座。讲座由金融研究所所长王建立主持。教授袁潮清、副教授桑秀芝、陆珩瑱、苏飞等教师及部分硕、博研究生参加了本次学术交流。




在学术交流中,Prof.Wong首先回顾了本地股票偏好之谜、投资组合低离散化之谜等实证研究,进而基于投资者对于资产收益率的模糊感知心理,构建了投资组合模型,并分别对投资者的模糊厌恶偏好及模糊性效应给出了理论分析。



报告最后,Prof.Wong不仅从金融理论分析和实证研究结合视角,对投资组合理论进行了探讨,还与师生就香港高校硕博招生和培养问题进行了深入的交流,为提出疑问的师生进行了细致的解答。

嘉宾简介:
Kit Pong Wong is a Professor in Department of Finance, the University of Hong Kong. He was the Director of the School of Economics and Finance, the University of Hong Kong. His research can be divided into three areas: corporate finance, risk management, and real options. His works are published in Management Science, Review of Finance, Journal of Financial and Quantitative Analysis, International Economic Review, Journal of Economic Dynamics and Control, Annals of Finance, Journal of Mathematical Economics, Journal of Futures Markets, Insurance: Mathematics and Economics, International Review of Economics & Finance etc.

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