讲座简介：

上半场：

主讲人：安琬姣 周育佳 黄雪薇 陈卓妍

时间：2018年3月19日2:20pm-4:20pm

地点：善衡堂N127

主题：博士/硕士论文进展汇报

下半场：

主讲人：戴民 教授 新加坡国立大学

时间：2018年3月19日4:30pm-6:30pm

地点：岭南堂汪道涵会议室

主题：Robo-Advising:A Dynamic Mean-Variance Approach

摘要：Incontrast to the traditional financial advising, robo-advising needs to elicitinvestors' risk profile via several simple online questions and to provideadvice consistent with conventional investment wisdom, e.g. rich and youngpeople should invest more in risky assets. We propose a dynamic portfoliochoice model with the mean-variance criterion over portfolio log-returns thatmeets the two challenges. The model yields analytical and time-consistentoptimal portfolio policies and can be used for robo-advising. This work isjointly with Hanqing Jin, Steven Kou, and Yuhong Xu.

主讲人简介：
戴民教授自2004年起任教新加坡国立大学，现任新加坡国立大学数量金融中心主任、数量金融硕士项目主任、风险管理研究所副所长。专长数理金融，在金融衍生产品定价与对冲以及动态投资策略等领域做了很多深入的工作。文章发表在“Review of Financial Studies”, “Journal of Financial and Quantitative Analysis”, “Mathematical Finance”, “Journal of Economic Theory”, “Journal of Economic Dynamics & Control”, “Management Science”等金融、经济及管理期刊。目前担任“Journal of Economic Dynamics & Control”, “SIAM Journal on Financial Mathematics”等期刊编委。