4月24日财务金融系系列讲座之九十三

时间：2012年4月24日（周二）13：30

地点：史带楼603室

主持人：Dr.Gong Zhan （战功） Finance Department, School of Management, Fudan University

主题：Dynamic Asset Allocation with Ambiguous Return Predictability

演讲者：Professor. Nengjiu Ju (巨能久)

Associate Professor of Finance, Hong Kong University of Science and Technology

简介:　

Professor Ju Nengjiu is an associate professor of finance at Hong Kong University of Science and Technology since 2005. Before moving to Hong Kong, he was an assistant professor in finance from 1998 to 2005 at the University of Maryland at College Park. Currently, he is on leave visiting Shanghai Advanced Institute of Finance (SAIF) at Shanghai Jiaotong University. He has taught finance courses at all levels - undergraduate, MBA and PhD.

His research focuses mostly on theoretical issues and spans several areas in finance: (a) pricing derivatives; (b) dynamic capital structures (c) financial econometrics; (d) continuous-time principal-agent models; and (e) decision-making under smooth ambiguity preferences. The unifying theme is dynamic modeling based on the fundamental framework of valuation. His work has been published in most top tier finance journals including Review of Financial studies, Journal of Financial Economics, Journal of Business, Journal of Financial and Quantitative Analysis, and Management Science, and also some top and good economics journals, Econometrica, and Journal of Money, Credit and Banking.

He has a diverse educational background. After graduating from Peking University in 1986 with a BSc in physics, he continued his study in physics at Michigan State University and graduated with a PhD in 1993. Around that time his interest shifted to finance and he went to earn a second PhD in finance from the University of California at Berkeley in 1998.

财务金融系

2012年4月18日