【主题】Multi-Period Optimal Investment Strategies based on RTM

【报告人】花秋玲, 副教授

           吉林大学经济学院金融系

【时间】 2019年10月10日（星期四）16:00-17:00

【地点】 上海财经大学统计与管理学院大楼1208会议室

【摘要】In this paper, we conduct a portfolio analysis and see how the right tail information affects investment strategies. As we know investors have different preference degrees for the risk aversion. Investors not only control risk, but also look for opportunity although different people may have different attitudes over risk and opportunity. Some people are in favor of the treasury bond with low fixed income, but some people prefer the stocks as lotteries. The main reason is that this kind of security has more opportunity to make higher profits, even if the real mean returns are negative. So we hope to build a single and multi-period investment strategies to describe the influence of right tail information on the strategies.

【嘉宾简介】花秋玲，吉林大学应用数学博士，副教授，现任教于吉林大学经济学院金融系，主要研究方向为期权定价、风险管理和投资策略。

【主持人】李卫明