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Vector Covariances in Asset Risk Premia and Macroeconomic Factors

Date: 2022-11-02
Speaker: LIM Kian Guan
Speaker Intro:
OUB Chair Professor of Finance & Quantitative Finance, Singapore Management University.
 
Professor Lim, PhD Stanford, teaches and researches in the areas of quantitative finance, financial economics, financial econometrics, and applied probability and statistics. He has consulted for banks and companies in the area of risk management and project valuation. He has also been actively involved in various aspects of university administration as well as external professional services. He publishes in international refereed journals such as Quantitative Finance, International Journal of Theoretical and Applied Finance, Journal of Futures Markets, Journal of Risk, Journal of Banking and Finance, ASTIN Bulletin, Journal of Financial Economics, Journal of Financial and Quantitative Analysis, Finance and Stochastics, Review of Economics and Statistics, Statistics and Computing, Journal of Real Estate Finance and Economics, European Journal of Operations Research, Journal of Portfolio Management, Financial Analyst Journal, Transportation Research Part B, Decision Sciences, Intelligent Data Analysis, and many others. He has also written two books on “Financial Valuation and Econometrics” and “Probability and Finance Theory” published by World Scientific Press. He was awarded the Singapore Public Administration Medal (Silver) in 2012.  
 
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Venue: N303, Econ Building
Organizer: WISE & SOE
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