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FRMC Interdisciplinary Speaker Series
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Research Seminar - 9 January 2018 (10.30am - 12.00pm) Investment and Behaviors Pedagogical Lecture - 10 January 2018 (10.30am - 12.00pm)Who Are I: Who Are I: Intrapersonal Conflicts and Self Control
Venue: I³ Building, 21 Heng Mui Keng Terrace, Executive Seminar Room, Level 4
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Jointly organised by NUS Finance and Risk Management Cluster, and jointly hosted by Risk Management Institute and Centre for Quantitative Finance
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Prof. Zhou Xunyu Columbia University
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.
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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.
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Pedagogical Lecture Abstract
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The title of this talk contains a grammatical error, which is intentional. It highlights the notion that an individual is most likely “dividual”: there exist different selves at different points in time who may not act consistently among themselves. This leads to time-inconsistent control and self control problems. In this talk I will present several classes of time-inconsistent problems together with their economic motivations, highlight the ways to address the time inconsistency, and provide solutions to some of the problems.
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CONTACT US |
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For more information on all our workshops & seminars, please visit Risk Management Institute website. For enquiries, please contact Nicole Wang at rminwc@nus.edu.sg.
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