金融風險管理與保險理論小型研討會

時間： 2019年6月25 日下午14:00-17:30

地點：將軍路校區經管樓輔樓A0302室

論壇議程

1）14:10-14:50    Fractional Degree Stochastic Dominance   Larry Y. Tzeng  (臺灣大學)

2）14:50-15:30 Higher-order Omega: A Performance Index with a Decision-Theoretic Foundation       Rachel J. Huang (國立中央大學)

3）15:30-16:10  Optimal Effort in a Two-Period Model    Kit Pong Wong  (香港大學)

4）16:10-16:50 Call Auctions, Exchange-traded Barrier Option and Price Manipulation: Evidence from Callable Bull/Bear Contracts     Ho Yin Yick  (香港嶺南大學)

5）16:50-17:30 When Smooth Ambiguity Aversion Meets Risk Vulnerability?  Jingyuan Li  (香港嶺南大學)

報告人簡介

1) Larry Y. Tzeng is a Professor in the Department of Finance, National Taiwan University.He is the associate editor for Journal of Risk and Insurance, Risk Management and Insurance Review, APRIA Journal, and Journal of Risk Finance, also serves as the First Vice President of the European Group of Risk and Insurance Economists since 2017. He has published articles in Journals: Operations Research, Management Science, Journal of Risk and Insurance, Journal of Econometrics, Journal of Banking and Finance, Journal of Empirical Finance, Economic Theory, Insurance: Mathematics and Economics etc.

2) Rachel J. Huang is a Professor in the Department of Finance, National Central University.She is the associate editor for Journal of Risk and Insurance etc. She has published articles in Journals: Operations Research, Management Science, Journal of Economic Theory, Journal of Risk and Insurance, Journal of Econometrics, Journal of Banking and Finance, Journal of Empirical Finance, Economic Theory, Insurance: Mathematics and Economics etc.

3) Kit Pong Wong is a Professor in Department of Finance, the University of Hong Kong.His research is mainly theoretical and can be divided into three areas: corporate finance, risk management, and real options. His works are published in Management Science, Review of Finance, Journal of Economic Dynamics and Control, Annals of Finance, Journal of Mathematical Economics, Insurance: Mathematics and Economics etc.

4) Jingyuan Li is a Professor and Head in the Department of Finance and Insurance,Lingnan University, Hong Kong. He obtained his doctoral degree from Texas A&M University (2004). He was the associate editor for Journal of Risk and Insurance. His research focuses on theory of risk management and insurance. He has published articles in Journals: Journal of Economic Theory, Journal of Risk and Insurance, Journal of Mathematical Economics, Insurance: Mathematics and Economics, Economics letters, Journal of Macroeconomics and Journal of Economics etc.

5) Ho Yin Yick is an Assistant Professor in the Department of Finance and Insurance，Lingnan University, Hong Kong. He obtained his PhD. at the University of Hong Kong (HKU). He is also a CFA charterholder and a certified holder of FRM. His research focuses on corporate finance and risk management. He has published papers in Journal of Business Ethics, Review of Quantitative Finance and Accounting, Economic Letters, Insurance, Mathematics and Economics and <管理世界> etc.