研讨会主题:Investor Sentiment, Anomalies, and Economic Forces(with A Brief Introduction to Behavioral Asset Pricing)
主讲人:明尼苏达大学卡尔森管理学院 余剑锋教授
时 间:2013年6月18日(周二)上午10:30
地 点:金融研究院202会议室(光华校区原老干部活动中心二楼,北三门篮球场旁)
Abstract:The first part of the talk will briefly cover an introduction to behavioral asset pricing in general. The second part of the talk is about how investor sentiment is measured and how market-wide sentiment introduces return predictability pattern in the cross-section of stock returns. The last part of the talk discusses how investor sentiment affects the performance of asset pricing anomalies and standard asset pricing models such as CAPM, consumption-based CAPM, production-based CAPM, and the ICAPM.
主 办:西南财经大学金融研究院
联系人:黄兆君,冯兰若
电 话:**,**
E-mail:ifs.swufe@gmail.com
有关余剑锋教授的个人简历等具体介绍,请见校方官网: http://users.cla.umn.edu/~jianfeng/