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Sino-Swiss Joint Workshop on
Behavioral finance and quantitative risk management:
from perspective of policy response in China and Europe
Tentative Program
:
Organizers
Chineses Academy of Social Sciences (CASS)
University of Zurich, Switzerland
Date: Oct 18 (Thursday) and Oct 19 (Friday), 2012
Venue: Oriental Garden Hotel, Beijing
Day 1: Thursday, 18 October 2012
Advanced behavioral finance
09.00-10.00 Block 1: Welcome, Goals, Overview talks
09.00-09.30 Brief Opening Ceremony
Professor LI Ping, Director Institute of Quantitative and Technical Economics, CASS
Mr. Nektarios Palaskas, Head of Section Science, Education and Health, the Swiss embassy in Peking
Ms. ZHOU Yunfan, Deputy Director-General, Bureau of International Cooperation, CASS
Advanced Behavioral Finance
09.30-09.45 Opening and overview talk
Professor WANG Guocheng, Institute of Quantitative and Technical Economics, CASS
09.45-10.00 Education and Research in Finance in Switzerland
Professor Thorsten Hens,
University of Zurich
10.00-10.30 Coffee break
10.30-12.00 Block 2: Research talks
10.30-11.10 Quantitative behavioral finance
Professor Enrico de Giorgi, University of St.Gallen
11.10-11.50 A natural experiment to test investor attention effect: evidence from ranking list stocks
Professor RAO Yulei, Central South University
12.00-14.00 Lunch break
14.00-15.30 Block 3: Research talks
14.00-14.40 Evolutionary finance
Professor Thorsten Hens, University of Zurich
14.40-15.10 Economic fundamentals, market interest rates and bond excess returns in China
Professor FAN Longzhen, Fudan University
15.10-15.30 Coffee break
15.30-16.30 Block 4: Research talks
16.00-16.10 Experimental finance
Dr. Stefan Zeisberger, University of Zurich
16.10-16.50 Irreversible Investment of risk- and uncertainty-averse firm under k-ignorance: The role of BSDE
Dr. WANG Zengwu, Institute of Finance and Banking, CASS
16.50-17.30 Disclosure and efficiency in noise driven markets
Dr. TANG Ya, Peking University
18.30 Banquet
Day 2: Friday, 19 October 2012
Quantitative risk management and capital adequacy
09.00-10.00 Block 1: Welcome, Goals, Overview talks
09.00-09.30 Opening and overview talk
Professor FAN Mingtai, Institute of Quantitative and Technical Economics, CASS
09.30-10.00 Quantitative finance and quantitative risk management education in Switzerland
Professor Walter Farkas, University of Zurich
10.00-10.30 Coffee break
10.30-12.00 Block 2: Research talks
10.30-11.10 Inter-firm trade debt and expropriations
Professor SHI Xiaojun, Renmin University of China
11.10-11.50 Economic solveny regimes for the insurance industry
Dr. Pablo Koch-Medina, Swiss Re and University of Zurich
12.00-14.00 Lunch break
14.00-15.30 Block 3: Research talks
14.00-14.40 Capital requirements and multiple reference assets
Professor Walter Farkas, University of Zurich
14.40-15.10 Test the applicability of "Replication Dynamics Equation" in micro-enterprises: based on the relationship between fitness and growth
rofessor ZHANG Yonglin, Beijing Normal University
15.10-15.30 Coffee break
15.30-16.50 Block 4: Rounded Discussion
15.30-16.10 Market risk management: from filtered historical simulation to a behavioral approach
Professor Giovanni Barone Adesi, University of Lugano
16.10-16.50 Risk attitude and gambling in china Professor TU Qin, Institute of World Economy and Politics, CASS
16.50-17.20 Free comments and discussions
17:20-17:30 Closing Summary