| Name of Activity (Chinese): | CUHK Derivatives and Quantitative Investing Conference |
| Unit: | Department of Finance, Chinese University of Hong Kong (CUHK) Business School |
| Location: | Hong Kong |
| Venue: | CUHK Business School Town Centre, 1/F, Bank of America Tower, Admiralty, Hong Kong Map |
| Date: | 2018-10-26 - 2018-10-26 |
| Time: | 9:30 am - 4:30 pm |
| Details: |
We invite you to join this one-day CUHK Derivatives and Quantitative Investing Conference, whereby both academics and professionals will present their research or views related to derivatives markets as well as the application of derivatives in quantitative investing. Confirmed Speakers and Presentation Topics (subject to change) – Kalok Chan, Dean and Wei Lun Professor of Finance, CUHK Business School, “Opening Remarks” – Joseph Cheng, Head and Associate Professor of Finance, Department of Finance, CUHK Business School, “Welcome Address” – Neil Pearson (Keynote Speaker), Professor of Finance, University of Illinois at Urbana-Champaign, “Understanding Returns to Short Selling Using Option-Implied Stock Borrowing Fees” – Chu Zhang, Head and Professor of Finance, Department of Finance, HKUST Business School, “The Relative Index Level and Index-Options Pricing” – Cho-hoi Hui, Head of Market Research, Hong Kong Monetary Authority, “Dynamics of Market Anomalies and Measurement Errors of Risk-Free Interest Rate” – Peng Fei, Chief Investment Officer, Wanwei Asset Management Ltd, “Innovative Asset Allocation and the Application of Derivatives” – Christian Dorion, Associate Professor of Finance, HEC-Montreal; Scientific Coordinator of the Canadian Derivatives Institute, “The Cross-Section of Idiosyncratic Variance Risk Premiums” – Jie (Jay) Cao, Associate Professor of Finance, CUHK Business School, “Quantitative Trading Opportunities in Equity Option Market” – Yan Xu, Associate Professor of Finance, University of Hong Kong, “Free (Almost) Variance Insurance” – Jianfeng Hu, Assistant Professor of Finance, Singapore Management University; Academic Consultant, Heritage Capital Management, “Smart Diversification Using Derivatives” – Luis Goncalves-Pinto, Assistant Professor of Finance, CUHK Business School, “Why Do Option Prices Predict Stock Returns? The Role of Price Pressure in the Stock Market” – Pierre Trecourt, Co-Founder, PremiaLab Ltd, “Systematic Volatility Strategies” |
| Enrollment: |
Free of charge but advanced registration is required. Simple lunch is provided. Please register online: https://cloud.itsc.cuhk.edu.hk/webform/view.php?id=5953181 Since seats are limited, please register on or before Friday Oct 19, 2018. |
| Enquiries: |