主 题：Understanding Asset Prices---Scientific Background on the Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 2013
主讲人：马金朋 教授
主持人：经济数学学院 向开理教授
时 间：2013年11月21日（星期四）下午4:00
地 点：柳林校区颐德楼H105
主办单位：经济数学学院 科研处
主讲人简介：
马金朋教授1993年在纽约大学石溪分校经济系获得博士学位(世界著名的物理学家杨振宁工作过的学校)，现为美国新泽西州立大学经济系终身教授。他的主要研究方向是博弈论，导师为数学家兼经济学家，导师的导师拿过Nobel经济学奖。马教授在国际著名期刊“North American Journal of Economics and Finance”、 “International Journal of Game Theory”等上发表论20余篇，马教授的工作中有2篇论文被2012年的Nobel经济学奖获奖工作介绍中引用和高度评价：
· Congratulations to Al Roth and Lloyd Shapleyfor winning the 2012 Nobel Prize in Economics for their contributions to the two-sided matching theory and the theory (and arts) of market designs. They citedDr. Ma’stwo articles:
[1] Ma, J. 1994. “Strategy-proofness and the strict core in a market with indivisibilities.” International Journal of Game Theory 23: 75-83.
[2] Ma, J. 1995. “Stable matchings and rematching-proof equilibria in a two-sided matching market.” Journal of Economic Theory 66: 352.369.
· Dr. Jinpeng Ma has published “The Singleton Core in the College Admissions Problem and its Application to the National Resident Matching Program,”Games and Economic Behavior, 2010, 69 (1), 150-164.
· Dr. Ma presented his research work “Bubbles, Crashes and Efficiency with Double Auction Mechanisms” at the 20th International Conference of Game Theory at Stony Brook of SUNY in Stony Brook in July 2011.
· Dr. Ma is currently working on how to time the equity market. Is there anyone interested in creating a portfolio in the long run that beats the S&P500 with lower than the market risk measured by beta? Believe or not, there is a way to do this (research paper under review).
内容提要：
不管是对于专业的投资者还是日常生活中的大多数人，在很多重要决策中资产定价行为必不可少。对于宏观经济而言，资产定价也起着至关重要的作用—在关于投资和消费的经济决策中，资产定价会为决策的制定提供关键的信息。今年诺贝尔经济学奖的实证研究旨在理解资产价格是怎样确定的。在讲座中，马教授将就资产定价的理解和同学老师们进行分享。
