报告1: High Water Marks in Competitive Capital Markets
报告人:Susan Christoffersen(University of Toronto)
时间:4月25日(周一)13:30-14:30pm
地点:成人直播新楼216教室
报告2: A GARCH Option Model with Variance-Dependent Pricing Kernel
报告人:Peter Christoffersen(University of Toronto)
时间:4月25日(周一)14:30-15:30pm
地点:成人直播新楼216教室
Professor S. Christoffersen is an Associate Professor in Rotman School of Management, University of Toronto. Her research focuses on mutual funds and more generally on the role of financial insitutions and it has been published in top finance journals as Journal of Finance, Journal of Financial Economics, Review of Financial Studies.
//www.rotman.utoronto.ca/facbios/viewFac.asp?facultyID=Susan.Christoffersen
Professor P. Christoffersen is a Professor in Rotman School of Management, University of Toronto. His research focuses on risk management and empirical asset pricing and it has been published in top finance journals as Journal of Financial Economics, Review of Financial Studies, Management Science. He currently serves as an associate editor of Journal of Applied Econometrics, Journal of Risk, and Journal of Financial Econometrics.
//www.rotman.utoronto.ca/facbios/viewFac.asp?facultyID=Peter.Christoffersen
欢迎感兴趣的老师和同学参加!