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Fifth PhD Summer School in Dysfunctional Financial Markets
发布时间:2014-04-15

Call for Participation-Deadline: April 15, 2014

 

Peking University

Guanghua School of Management

Academy of Finance and Development

 

Fifth PhD Summer School in Dysfunctional Financial Markets

 

Beijing, China

July 4-8, 2014

 

 

In collaboration with the London School of Economics, the Duisenberg School of Finance, and the University of Toulouse, Peking University is hosting the fifth year of this summer doctoral programme in finance. The aim of the summer school is to teach cutting edge methodology in modelling the causes and outcomes of dysfunctional financial markets, both from a theoretical and an empirical perspective. Instructors are chosen from amongst top researchers actively working in these areas. The summer school is structured to offer tools to understand determinants of mispricing and excess risk creation, to incorporate them into valuation and risk choices, and ultimately to inform the debate on financial regulatory reform.

 

Lectures and Instructors

 

Over the five days there will be 6 lectures each of three hours in length, details as follow:

 

Friday July 4

 

1:30-4:30PM

Ø  Wei Xiong (Princeton University): The Financialization of Commodities

 

Sunday July 6

 

1:30-4:30PM

Ø  Franklin Allen (University of Pennsylvania): Systemic Risk and Banking Crises

 

Monday July 7

 

8:30-11:30AM

Ø  Jiang Wang (MIT): Liquidity and Asset Pricing

 

1:30-4:30PM

Ø  Harrison Hong (Princeton University): Bubbles and Behavioural Finance

 

Tuesday July 8

 

8:30-11:30AM

Ø  Dimitri Vayanos (London School of Economics): Limits of Arbitrage.

 

1:30-4:30PM

Ø  Andrew Karolyi (Cornell University): Are Assets Priced Locally or Globally?

 


Participants are also invited to the third Annual Symposium on Emerging Market Finance: China and Beyond, which is scheduled to take place at Peking University on Saturday and Sunday, July 5 and 6.  The lectures will be scheduled either before or after the symposium.

 

Funding

 

There is no attendance fee for admitted participants. Accommodation will be covered from Thursday July 4 to Tuesday July 8 (5 nights) at a nearby hotel. Due to budget constraints, we provide accommodation only for participants outside Beijing area. Lunch will also be provided during the five days of the summer school. Participants are responsible for their own travel costs and other local expenses.

 

Applications

 

Junior faculty members and PhD students in both finance and economics are welcome to submit applications to the summer school.  Please send a one-page statement of research interests and one letter of recommendation along with application form to Ms. Yubing Hu at finss@gsm.pku.edu.cn before April 15, 2014.  Successful applicants will be notified by May 1, 2014.

 
Application form