Centre for Financial Risk's PhD Workshop
Summary
Centre for Financial Risk's PhD Workshop, Semester 2, 2017
Our PhD workshop is organized by the Centre for Financial Risk and will be held on Monday, the 6th November 2017. PhD students from the Department of Applied Finance and Actuarial Studies and the Department of Economics will be presenting their working papers. As usual, presentations are 25 minutes followed by a short presentation/review of the paper by a discussant (internal or external expert in the area who reviewed a working paper before the workshop) and a general discussion. The objective of the workshop is to provide a feedback to PhD students on their research and to improve working papers for submission to peer-reviewed journals. It is also a good training for PhD students in presenting their research and an opportunity for others to see the research of our PhD students. Below is the list of presentations.
Student: Johan Andreasson
Supervisor: Professor Pavel Shevchenko
Discussant: Dr Sachi Purcal
Title: Optimal annuitisation, housing decisions and means-tested public pension in retirement
Student: Yanlin Li
Supervisor: Professor Gary Tian
Discussant: Dr Anna Loyeung - UTS
Title: Are the independent directors recommended by their predecessors indepSpendent? Evidence from China
Student: Yanling Wu
Supervisor: Professor Gary Tian
Discussant: Dr Le Zhang - UNSW
Title: Media Coverage and Initial Public Offering, Based on the Rent-seeking Perspective: Evidence from China
Student: Jin Sun
Supervisor: Professor Pavel Shevchenko
Discussant: Professor Ken Siu
Title: A note on the impact of management fees on the pricing of variable annuity guarantees
Student: Qin Zhang
Supervisor: Professor Jeffrey Sheen
Discussant: Dr Ben Wang
Title: Does Use of the Mixed Frequency and Unbalanced Data Provide Gains for Forecasting? Evidence from China’s macroeconomy
Student: Matteo Malavesi
Supervisor: Professor Stefan Trueck
Discussant: TBA
Title: Pareto Optimal Choices vs Mean Variance Optimal Choices: a Paradigm of Portfolio Theory
Contact: Ms Candice Langdon, Project Officer, 9850 8533
Event location: Finance Decision Lab, Level 1, Building E4A
Event Details / Program
Date: Monday 6th November 2017
Time: 1.00pm-5.00pm. Light refreshments will follow
Location: Finance Decision Lab, Level 1, E4A