金融学学术报告会
题 目：Valuation with Stochastic Risk Premia
主讲人：Dr. Michael Brennan
加州大学洛杉矶分校金融学教授
前美国金融学学会主席
时 间：2004年10月28日星期四10：00am
地 点：光华楼215
Michael Brennan is a professor of finance at both UCLA Anderson. His research interests include asset pricing, corporate finance, the pricing and role of derivative securities, market microstructure, and the role of information in capital markets. He has published extensively in all of these areas. He is currently working on several issues, including: the problem of asset allocation when investors face time-varying opportunity sets, initial public offerings and the allocation of control rights in the corporation, the determinants of international flows of portfolio investment, the role of convertible securities in corporate finance, and corporate hedging strategies.
A former president of the American Finance Association, he has served as editor of the Journal of Finance and was the founding editor of the Review of Financial Studies. He has consulted extensively for corporations in Canada and the US, and in 1995 he was awarded the INQUIRE Europe prize for his work on corporate hedging strategies.
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