时间:2016年6月7日(周二)13:30
地点:史带楼303室
主持人:朱祁 博士 复旦大学管理学院财务金融系
主题:Order Intensity, Jumps and Price Formation: Evidence from the U.S. Treasury Market
演讲者:Prof. George J. Jiang Gary P. Brinson Chair of Investment Management, Washington State University
简介: Professor Jiang is Gary P. Brinson Chair of Investment Management, Professor of Finance at Department of Finance, Washington State University. His research articles have appeared a number of prestigious academic journals, including Journal of Financial Economics, Review of Financial Studies, Journal of Financial and Quantitative Studies. He is currently serving as the associate editor of Journal of Economic Dynamics and Control and on the editorial board of Journal of Mathematical Finance. Professor Jiang's research interests span from jumps in asset prices to cross-sectional stock return predictability, from mutual fund performance to statistical inference of dynamic asset return models. He received his bachelor's degree in mathematics in Najing University and Ph.D degree from University of Western Ontario.
财务金融系
2016-6-3
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