Who Are I: Intrapersonal Conflicts and Self Control

Prof. Zhou Xunyu

Columbia University

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.

He directs the FDT Center for Intelligent Asset Management, a research center funded by a FinTech company. He has addressed the 2010 International Congress of Mathematicians, and has been awarded the Wolfson Research Award from The Royal Society (UK), the Outstanding Paper Prize from the Society for Industrial and Applied Mathematics, the Humboldt Distinguished Lecturer and the Alexander von Humboldt Research Fellowship. He is both an IEEE Fellow and a SIAM Fellow.

Professor Zhou received his PhD in Operations Research and Control Theory from Fudan University in China in 1989. He was the Nomura Professor of Mathematical Finance and the Director of Nomura Center for Mathematical Finance at University of Oxford during 2007-2016 before joining Columbia.

About the Seminar

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.