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IAS QUANTITATIVE FINANCE SEMINAR SERIES
Using Stocks or Portfolios in Tests of Factor Models
Prof Jun Liu, University of California at San Diego
Date : 15 Apr 2013 (Monday)
Time : 2:00 - 3:15 pm
Venue : Room 4219 (4/F via Lifts 19), HKUST
Co-organized by Department of Finance
Summary Details

Prof Jun Liu from the University of California at San Diego examines the asymptotic efficiency of using individual stocks or portfolios as base assets to test asset pricing models using cross-sectional data. 

Free and open to the public. Seating is on a first-come first-served basis.

Institute for Advanced Study
Enquiries ias@ust.hk / 2358 5912
http://ias.ust.hk

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