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