2022年11月28-30日及12月5-7日,数字技术与现代金融学科创新引智基地特聘请曼彻斯特大学刘赫宁教授开设资产定价短期课程。11月28日16:30课程在线开班,中南财经政法大学金融学院院长、基地联席主任余明桂教授致辞。余明桂院长代表学院及基地感谢刘赫宁教授对我校金融学科建设的支持,并向大家介绍了刘教授的科研成果和学术经历。本次课程在学界引起了广泛关注,吸引了来自清华大学、武汉大学、中山大学、中央财经大学、对外经济贸易大学等高校师生100余人次参加。
本次课程共六期,刘赫宁教授分别以"Mean-variance theory and empirical tests of the CAPM", "Competitive equilibrium and Pareto optimum", "Consumption-based asset pricing", "Advanced consumption-based models", "Production-based asset pricing", "Advanced asset pricing theory"; 为题,深入浅出地讲解了资产定价的理论框架和基本逻辑,详细讲述了相关重要理论的推导过程,充分介绍了资产定价的前沿理论。
授课过程中,同学们全程线上认真听讲,讨论环节积极参与问答互动,学习热情非常高。刘教授以图文并茂的形式,细致地解答了同学们的问题。针对“Zero-Beta 资产组合”、“风险溢价”、“递归效用”等疑问,同学们与刘教授进行了深入讨论,学员们纷纷表示非常喜欢刘教授的讲课方式,受益匪浅。
最后,刘教授对本次短期课程进行了全面总结,同学们向刘教授的悉心讲授表示感谢。
主讲教授简介
Hening Liu is a Professor of Finance at Alliance Manchester Business School (AMBS). Hening joined AMBS as a lecturer after completing a PhD in Economics at Northern Illinois University in 2008 and became a Reader in Finance in 2015 and then Professor of Finance in 2017. His research interests include theoretical and empirical asset pricing, financial econometrics and portfolio choice. His recent research has focused on the role of ambiguity preferences in asset pricing, structural estimation of asset pricing models, and general equilibrium models with nonstandard utility preferences.
Hening's research has been published in leading economics and finance journals including the Review of Financial Studies, Journal of Monetary Economics, Journal of Econometrics, Journal of Financial and Quantitative Analysis, Management Science. He also presented his work in leading international conferences including Western Finance Association (WFA) and European Finance Association (EFA) meetings and China International Conference in Finance (CICF). Hening regularly serves as a reviewer for economics and finance journals including American Economic Review, Journal of Financial and Quantitative Analysis, Journal of Political Economy, Management Science, Review of Financial Studies, Journal of Banking and Finance, Journal of Economic Dynamics and Control, among others.