【演講公告】「CRETA Workshop on Risk Theory 02_Dr. Chi-fu Huang 黃奇輔博士」研討會訊息

Posted on 2013/09/02. Filed under: 綜合 |

台大計量理論與應用研究中心 (CRETA),台大財務金融學系,台灣經濟計量學會 (TES) 很榮幸於 9 月 27 日 (五) 再次邀請到臺灣在國際財金學界與華爾街的傳奇人物:

Dr. Chi-fu Huang (黃奇輔博士)

至本中心訪問,並於 CRETA Workshop on Risk Theory 02 進行專題演講。

*日期:2013 年 9 月 27 日 (五) 下午 1:30~5:45

*地點:集思台大會議中心米開朗基羅廳 (台北市羅斯福路四段85號B1)

*演講主題:A Relative Value Investment Paradigm-Wholesale Capital Market Intermediation in Fixed Income

講者簡介:

Dr. Chi-fu Huang (黃奇輔博士) is the co-author, with R. Litzenberger, of Foundations for Financial Economics, a distinguished textbook for economics and finance graduate students. He is also a founder and the Non-Executive Chairman of Platinum Grove Asset Management L.P. (PGAM), an investment management company based in New York. He was a full professor and held the J.C. Penney Professorship in finance when he left MIT in the summer of 1994.

Dr. Huang has made major contributions to the theory of financial economics, and has written on dynamic general equilibrium theory, intertemporal utility theory, and the theory of individual consumption and portfolio decisions. His research articles have been published in several prestigious journals, such as Econometrica, Journal of Financial Economics, Journal of Financial and Quantitative Analysis and Review of Financial Studies.

關於 Dr. Huang 更多的介紹,請參考網頁 Dr. Chi-fu Huang

講題摘要:

The “Relative Value Investment" paradigm pioneered by the Bond Arbitrage Group of Salomon Brothers in the 1980’s and further developed by Long-term Capital Management in the 1990’s, Platinum Grove Asset Management and others in the 2000’s will be discussed in some detail in the context of global fixed income markets. Investment opportunities are created by transitory imbalances between supply and demand. Thus this paradigm is tantamount to providing an intermediation service in the market place to smooth out the transitory imbalances and to earn a return in the process. Finally, the role of leverage and principles of risk management will also be discussed.

歡迎大家踴躍報名參加。欲參加者,請於 9 月 23 日 (一) 中午前至 CRETA 網站線上報名 http://www.creta.org.tw/events/view/66 。台灣大學在學學生及現任教職員和台灣經濟計量學會會員為免費參加,其他參加者報名費為 NT$600 (當天將開放現場繳交台灣經濟計量學會 2013 年年度會費)。

計量理論與應用研究中心 敬啟

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