NUS RMI Conference on Quantitative Economics and Finance: In Honour of Professor Janice Eberly
We are honored to announce that Professor Janice Eberly, Distinguished Fellow at the Golub Center for Finance and Policy, visiting the Sloan School at MIT and James R. and Helen D. Russell Professor of Finance, Northwestern University will be visiting RMI in August 2024. In honour of her visit we will be hosting a conference on 14 August 2024, Wednesday.
Guest of Honor
Janice Eberly
Distinguished Fellow at the Golub Center for Finance and Policy, visiting the Sloan School at MIT
James R. and Helen D. Russell Professor of Finance, Northwestern University
Fellow, American Academy of Arts and Sciences
Prof. Janice Eberly
Distinguished Fellow at the Golub Center for Finance and Policy, visiting the Sloan School at MIT
James R. and Helen D. Russell Professor of Finance, Northwestern University
Fellow, American Academy of Arts and Sciences
Janice Eberly is currently Distinguished Fellow at the Golub Center for Finance and Policy, visiting the Sloan School at MIT. She is on leave from the Kellogg School of Management at Northwestern, where she is the James R. and Helen D. Russell Professor of Finance and former Chair of the Finance Department. She was the Senior Associate Dean for Strategy and Academics from 2020 through 2023. Before joining the Kellogg faculty, she was a faculty member in Finance at the Wharton School of the University of Pennsylvania.
Professor Eberly served as the Assistant Secretary for Economic Policy at the U.S. Treasury from 2011 to 2013 after being confirmed by the U.S. Senate. In that capacity she was the Chief Economist at the Treasury, leading the Office of Economic Policy in analysis of the U.S. and global economies and financial markets and development of policy recommendations on micro and macroeconomic issues.
Professor Eberly's research focuses on finance and macroeconomics. Her work studies firms' capital budgeting and investment decisions and household consumption and portfolio choice. She also examines the interaction of these spending and investment choices with the macroeconomy. Her current research emphasizes household finance and intangible investment. Her work has been published in the American Economic Review, the Journal of Political Economy, Econometrica, and the Quarterly Journal of Economics, among other academic journals. Her 2023 paper with Nicolas Crouzet received the DFA Best Paper Award in Capital Markets from the Journal of Finance in 2024. She was a Sloan Foundation research fellow and has received grant funding from the National Science Foundation and the CME Trust.
Professor Eberly has been an Associate Editor of the American Economic Review and other academic journals and Senior Associate Editor of the Journal of Monetary Economics. Previously Professor Eberly served on the staff of the President's Council of Economic Advisors and on the advisory committees of the Bureau of Economic Analysis (BEA) and the Congressional Budget Office (CBO). She was elected Vice President of the American Economic Association for 2020.
Professor Eberly is an elected Fellow of the American Academy of Arts and Sciences and is Editor of the Brookings Papers on Economic Activity. She has won numerous awards for her teaching, including Chairs' Core Teaching Awards and Outstanding Professor Awards from the Executive Master's Program. She is a Trustee of the TIAA-CREF funds since 2018. Professor Eberly received her Ph.D. in Economics from MIT.
Conference Speakers
Hui CHEN
Nomura Professor of Finance at the Sloan School of Management, MIT
Research Associate at the National Bureau of Economic Research
Prof. Hui Chen
Nomura Professor of Finance at the Sloan School of Management, MIT
Research Associate at the National Bureau of Economic Research
Hui Chen is the Nomura Professor of Finance at the MIT Sloan School of Management and a Research Associate at the National Bureau of Economic Research. His research interests include asset pricing and its connections with corporate finance, liquidity risks, as well as financial machine learning. In recent projects, he proposes firm-level measures of segmentation between the equity and debt markets, which helps locate mispricing in both markets. He has also been studying how to use insights from economic theory to make machine learning models more powerful and easier to train, and he is building a suite of modern “lookup tables” for workhorse models in finance and economics using neural networks.
Chen is the co-editor of the Annual Review of Financial Economics and an editor of the Review of Asset Pricing Studies. He is the recipient of the Smith Breeden Prize and the Dimensional Fund Advisors Distinguished Paper Prize, among other scholarly awards. He holds a Ph.D. in Finance from the University of Chicago.
Yi-Chun CHEN
Director of the Risk Management
Professor of Economics, NUS
Prof. Yi-Chun Chen
Director of the Risk Management
Professor of Economics, NUS
Professor Chen Yi-Chun is the director of the NUS Risk Management Institute (RMI).
He received his PhD in economics from Northwestern University and joined NUS’s Department of Economics in 2009. He has been teaching and doing research in microeconomics and game theory, focussing on the robust prediction of strategic behaviours and robust design of economic mechanisms. Since August 2017, he has been serving as vice dean of international relations and special duties, in charge of overseeing student exchange programmes and the summer programme, FASStrack Asia. He became deputy director of the Risk Management Institute in November 2018 and director of the Master of Science in Financial Engineering programme in February 2020.
Professor Chen’s scientific contributions have appeared in leading academic journals in economics, including Econometrica, Review of Economic Studies, the Journal of Economic Theory, Theoretical Economics, and Games and Economic Behavior. He received the Promising Researcher Award in 2010 and the Dean's Chair in 2019, both from the Faculty of Arts and Social Sciences. He obtained his BBA in accounting (2000) and his MA in economics (2002) from National Taiwan University.
Chang LIU
Assistant Professor of Economics
Economics Department, NUS
Asst Prof. Chang Liu
Assistant Professor of Economics
Economics Department, NUS
Chang Liu is an Assistant Professor of Economics at the Economics Department, National University of Singapore. He received his PhD degree in Economics from University of Wisconsin-Madison in 2020 and BA from Peking University in 2014. His research interest broadly focuses on macroeconomics, monetary economics and macro-finance. He is currently working on: (i) inflation, (ii) macroeconomics with a regional perspective, and (iii) credit risk and the macroeconomy.
Emiliano PAGNOTTA
Associate Professor of Finance
Digital Business Research Peak Co-lead
Singapore Management University
A/P Emiliano Pagnotta
Associate Professor of Finance; Digital Business Research Peak Co-lead
Singapore Management University
Dr. Emiliano Pagnotta is an Associate Professor of Finance at the Lee Kong Chian School of Business, Singapore Management University. His research focuses on the exchange and valuation of traditional financial products and decentralized digital assets. Dr. Pagnotta's recent studies contribute to our understanding on the consequences of speed and fragmentation in financial markets, the identification of private information in stock and derivatives markets, and the valuation of Bitcoin and other blockchain assets.
Before joining SMU, Emiliano Pagnotta was a full-time faculty member of the Finance Departments of Imperial College London and the New York University Stern School of Business. He holds a BA in Economics from the University of Buenos Aires, an MA in Economics from Universidad de San Andrés, and a Ph.D. in Economics from Northwestern University.
Neng WANG
Dean's Distinguished Chair Professor of Finance and Senior Associate Dean, Cheung Kong Graduate School of Business
Visiting Professor, NUS Risk Management Institute
Prof. Neng Wang
Dean's Distinguished Chair Professor of Finance and Senior Associate Dean, Cheung Kong Graduate School of Business
Visiting Professor, NUS Risk Management Institute
Neng Wang is Dean’s Distinguished Chair Professor of Finance and Senior Associate Dean at CKGSB. Prior to joining CKGSB, he was Chong Khoon Lin Professor of Real Estate and Finance at Columbia Business School since 2007. He is also a Research Associate (Senior Research Fellow) at the National Bureau of Economic Research (NBER) and a Senior Research Fellow at Asian Bureau of Financial and Economics Research (ABFER). He has widely published in leading economics, finance, and business journals. Among other awards and honors, he won a Smith-Breeden Distinguished Paper Prize awarded by the Journal of Finance, and the Bettis Distinguished Scholar Award from Carey School of Business, Arizona State University.
His research interests include corporate finance, contract theory, financial institutions, asset pricing, asset allocation, sovereign debt and international finance, risk management, entrepreneurial finance, household finance, wealth distribution, macroeconomics, private equity, hedge funds, investor protection, real estate finance, FinTech, and the Chinese economy. He has taught courses at both MBA and PhD levels including advanced asset pricing theory, advanced corporate finance, entrepreneurial finance and private equity, fixed income securities and markets, financial institutions, risk management, real estate finance, corporate finance theory, and continuous-time finance.
He received B.S. in Physical Chemistry from Nanjing University, China in 1992, M.S. in Chemistry from California Institute of Technology (Caltech) in 1995, M.A. in International Relations from the University of California, San Diego (UCSD) in 1997, and Ph.D. in Finance from the Graduate School of Business at Stanford University in 2002. He was born in 1973 in Anhui, China.
Registration
Admission is free but all participants must be registered for the conference. As seats are limited the confirmation will be sent on first come first serve basis.
For enquiries, please contact Evette at evette.m@nus.edu.sg