汇报1: High Water Marks in Competitive Capital Markets
汇报人:Susan Christoffersen(University of Toronto)
功夫:4月25日(周一)13:30-14:30pm
地址:拉斯维加斯9888新楼216教室
汇报2: A GARCH Option Model with Variance-Dependent Pricing Kernel
汇报人:Peter Christoffersen(University of Toronto)
功夫:4月25日(周一)14:30-15:30pm
地址:拉斯维加斯9888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.
http://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.
http://www.rotman.utoronto.ca/facbios/viewFac.asp?facultyID=Peter.Christoffersen
迎接感兴致的教员和同学参与!