Research seminar on Investment and Behaviors

  Research seminar on Investment and Behaviors Prof Zhou Xunyu , Columbia University, United States Date: 9 Jan 2018 Time: 10.30am – 12.00pm Venue: I³ Building, 21 Heng Mui Keng Terrace. Executive Seminar Room, Level 4

About the Speaker

Xunyu Zhou is the Liu Family Professor of Financial Engineering at Columbia University in New York. His current research focuses on quantitative behavioral finance models that incorporate human emotions and psychology into financial decision makings, and on general time-inconsistent problems. He is known for his work in indefinite stochastic LQ control theory and application to dynamic mean-variance portfolio selection, and in asset allocation and pricing under behavioral preferences.

Abstract

The key to be successful in financial investment is to understand what investment is about, to understand ourselves and to understand others. I will explore the ways to achieve these understandings in the frameworks of both neoclassical and behavioral finance theories.