主 题: Ambiguity and asset pricing
报告人: Professor Lihong Zhang (Tsinghua University)
时 间: 2017-11-02 14:00-15:00
地 点: Room 1560, Sciences Building No. 1
Abstract: In this talk, I will give a literature review on the topic of ambiguity, model uncertainty and robust control and incorporate some of my recent research results into related literature. First，I will clearly identify the “risk” and “ambiguity” in finance, and illustrate what the difference between them, and how they link together, and second I will focus on some papers which are the most cited in this field, and in the meantime I will give some of my research work on these issues.
Bio: Lihong Zhang is a professor of Finance in the School of Economics and Management at Tsinghua University. She holds a Ph.D. in Probability and Mathematical Statistics from the Institute of Applied Mathematics, Academy of Mathematics and System Sciences, Chinese Academy of Science, and an M.S. in Probability and Mathematical Statistics and a B.S. in Probability and Mathematical Statistics from Nankai University. Before joining Tsinghua University, she conducted postdoctoral research in the School of Mathematical Science at Peking University. Lihong’s research interests are on issues related to financial economics, stochastic calculus and its applications, actuarial science, and risk management. Her research has appeared in MIS Quarterly and Insurance: Mathematics and Economics.