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| Past Events |
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| IAS Quantitative Finance Seminar Series |
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Feedback Trading between Fundamental Information and
Non-fundamental Information
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| Co-organized by Department of Finance |
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Prof Hui Ou-Yang, Cheung Kong Graduate School of Business
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| Date |
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4 Feb 2013 (Monday) |
| Time |
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3:30 - 4:45 pm |
| Venue |
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Room 6568 (6/F via Lifts 27-28), HKUST |
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| IAS Quantitative Finance Seminar Series |
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In Search of a Statistically Valid Volatility Risk Factor
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| Co-organized by Department of Economics and Department of Finance |
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Prof Robert Anderson, University of California at Berkeley
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| Date |
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17 Jan 2013 (Thursday) |
| Time |
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3:30 - 4:45 pm |
| Venue |
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Room 2406 (2/F via Lifts 17-18), HKUST |
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| IAS Quantitative Finance Seminar Series |
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Black-Litterman Asset Allocation and Mean-Variance Portfolio Optimization when Means and Covariances are Unknown
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| Co-organized by Department of Industrial Engineering and Logistics Management and Department of Mathematics |
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Prof Tze Leung Lai, Stanford University
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| Date |
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20 Dec 2012 (Thursday) |
| Time |
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3:30 - 4:45 pm |
| Venue |
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Chen Kuan Cheng Forum (LT-H), HKUST |
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| IAS Quantitative Finance Seminar Series |
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Cream Skimming in Financial Markets
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| Co-organized by Department of Economics and Department of Finance |
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Prof José Scheinkman, Princeton University
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| Date |
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18 Dec 2012 (Tuesday) |
| Time |
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3:30 - 4:45 pm |
| Venue |
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Room 4619 (4/F via Lifts 31-32), HKUST |
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| IAS Quantitative Finance Seminar Series |
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Capturing Option Anomalies with a Variance-Dependent Pricing Kernel
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| Co-organized by Department of Finance and Department of Information Systems, Business Statistics and Operations Management |
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Prof Peter Christoffersen, University of Toronto
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| Date |
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13 Dec 2012 (Thursday) |
| Time |
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3:30 - 4:45pm |
| Venue |
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Chen Kuan Cheng Forum (LT-H), HKUST |
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