TOPIC:A Market-Based Funding Liquidity Measure (download)

SPEAKER: Dr. Zhuo Chen is an assistant professor of finance at PBC School of Finance at Tsinghua University. He obtained his Ph.D. degree in finance at Kellogg School of Management at Northwestern University. His research interests include empirical asset pricing, financial market frictions, financial econometrics, quantitative portfolio management. His research works have been presented at many prestigious international conferences and seminars, such asWestern Finance Association Annual Conference,Northern Finance AssociationConference. His research works won many prizes, such asPanAgora Crowell Memorical Prize Finalist, Chicago Quantitative Alliance (CQA) Academic Competition Second Prize, etc.

Time: October 29, 2015, Thursday, 10:00-11:30 am

Place: 学术会堂706

Organizer: Chinese Academy of Finance and Development