主讲人介绍：曾旭东，上海财经大学副教授，博士生导师。毕业于美国南加州大学，获应用数学博士学位。曾在美国密苏里大学做过博士后研究员，并任教于美国南加州大学、美国明尼苏达大学。曾教授主要研究方向为资产定价、金融工程、资产配置、随机过程和控制理论等， 在《Journal of Management Science in China》、《Insurance: Mathematics and Economics》、《Quantitative
Finance》、《Journal of Applied Probability》、《SIAM J. Control Optim》等杂志发表过学术论文。
时间：2013年12月13日，星期五，15:30-17:00
TOPIC: Ambiguous Jumps, Fears and Robust Portfolio Strategies
SPEAKER: Xudong Zeng, Associate Professor, is serving at Shanghai University of Finance and Economics. Hereceived his Ph.D. in Applied Mathematics from University of Southern California (USC). Professor Zeng previously taught at University of Minnesota and USC where he was awarded Research Fellowship. His research interests include Asset Pricing, Financial Engineering, Portfolio Choice, and Stochastic Processes and Control Theory. His research works have been published at leading academic journals such as Journal of Management Science in China, Insurance: Mathematics and Economics, Quantitative Finance, Journal of Applied Probability, SIAM J. Control Optim.
Time: Friday, December 13, 2013, 3:30-5:00 pm
Venue: Room 702, Academic Hall
Organizer: Chinese Academy of Finance and Development
