NUS RMI Conference on Quantitative Economics and Finance: In Honour of Professor Lars Peter Hansen
We are honored to announce that Professor Prof. Lars Peter Hansen, David Rockefeller Distinguished Service Professor in Economics, Statistics, University of Chicago and a Nobel Laureate will be visiting RMI in July/August 2023. In honour of his visit we will be hosting a conference on 3 August 2023, Thursday.
Guest of Honor
Lars Peter Hansen
David Rockefeller Distinguished Service Professor in Economics, Statistics,
Booth School of Business & The College, University of Chicago
Nobel Laureate
Prof. Lars Peter Hansen
David Rockefeller Distinguished Service Professor in Economics, Statistics,
Booth School of Business & The College, University of Chicago
Nobel Laureate
Lars Peter Hansen is the David Rockefeller Distinguished Service Professor and the Director of BFI’s Macro Finance Research (MFR) Program at the University of Chicago. He is the leading expert in economic dynamics who works at the forefront of economic thinking and modeling, drawing approaches from macroeconomics, finance, and statistics. Hansen has made fundamental advances in our understanding of how economic agents cope with changing and risky environments. He is the recipient of the 2013 Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel.
Conference Speakers
Emirhan Ilhan
Assistant Professor of Finance, Business School, NUS
Asst Prof. Emirhan Ilhan
Assistant Professor of Finance, Business School, NUS
Emirhan Ilhan is an Assistant Professor of Finance at the National University of Singapore (NUS) Business School and a Research Affiliate at the NUS Sustainable and Green Finance Institute (SGFIN) and a Research Fellow at the NUS Risk Management Institute (RMI).
His research interests lie in climate finance, with applications in household finance, corporate finance, and asset pricing. His research was in Review of Financial Studies, he has presented at conferences such as the AFA, WFA, and EFA.
Emirhan earned a Ph.D. in Finance from the Frankfurt School of Finance & Management in 2022. Prior to his Ph.D., he studied in the Erasmus Mundus Computer Simulations in Science and Engineering (COSSE) double degree program at the Royal Institute of Technology in Sweden and the Technical University of Delft in the Netherlands, and obtained a Bachelor`s degree in Mechanical Engineering from Middle East Technical University in Turkey.
Neil D. Pearson
Harry A. Brandt Distinguished Professor
University of Illinois at Urbana-Champaign
Prof. Neil D. Pearson
Harry A. Brandt Distinguished Professor, University of Illinois at Urbana-Champaign
Neil D. Pearson is the Harry A. Brandt Distinguished Professor at the University of Illinois at Urbana-Champaign and a Research Fellow of the Canadian Derivatives Institute. He previously served on the faculty of the Simon Graduate School of Business Administration at the University of Rochester, as a Special Term Professor at Tsinghua University, as a Visiting Professor at the Massachusetts Institute of Technology, and as a Visiting Academic Fellow at the U.S. Securities and Exchange Commission. His published research is in asset pricing and financial derivatives, and he teaches courses about the valuation of derivative financial instruments and the measurement of financial risks. In addition to publishing papers in a number of academic journals, Dr. Pearson is the author of Risk Budgeting: Portfolio Problem Solving Using Value at Risk. He is an Associate Editor of the Journal of Financial and Quantitative Analysis and the Journal of Risk. Dr. Pearson has extensive consulting experience on the valuation of financial instruments and the measurement and management of market and credit risk, and is currently affiliated with Rutter Associates (NY). He received his Ph.D. from the Massachusetts Institute of Technology.
Noah Williams
Centennial Endowed Chair and Professor of Economics,
Miami Herbert Business School, University of Miami
Prof. Noah Williams
Centennial Endowed Chair and Professor of Economics,
Miami Herbert Business School at the University of Miami
Noah Williams is a Centennial Endowed Chair and Professor of Economics at the Miami Herbert Business School at the University of Miami. Before joining Miami, he was on the faculty at the University of Wisconsin-Madison and Princeton University. He is also an adjunct fellow at the Manhattan Institute. Williams's research focuses on macroeconomics—particularly monetary policy, social insurance programs, and financial markets—as well as state economies, and has co-authored several papers with Nobel Prize recipients Lars Peter Hansen and Thomas Sargent. In addition to his academic work, he regularly comments on economic policy for broader audiences. Williams regularly consults and advises businesses and community groups, politicians, and policy organizations on macroeconomics and tax policy. He earned his Ph.D. and B.A. in economics from the University of Chicago.
Ming Yang
Associate Professor of Economics and Finance
Department of Economics and School of Management
University College London
A/P Ming Yang
Associate Professor of Economics and Finance
Department of Economics and School of Management
University College London
Ming Yang is an Associate Professor of Economics and Finance at UCL. He holds a PhD in economics from Princeton University, an MSc in economics from Tsinghua University, and a BSc in Mathematics from Nanjing University. He works on various topics in finance, economics, and accounting, which share the central theme of strategic information acquisition and disclosure. In particular, he studies:
i) The interplay between security design and information acquisition in corporate finance.
ii) The role of information acquisition and disclosure in supporting coordination.
iii) Incentive contract and monitoring.
iv) Accounting and optimal information disclosure, etc.
His work includes papers published in the Review of Economic Studies, the Review of Financial Studies, Journal of Economic Theory, Theoretical Economics, and the Journal of Accounting and Economics.
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 Sinta at sinta@nus.edu.sg