主讲人:周超博士
讲座时间:2018年11月14日(星期三) 19:00-20:30
讲座地点:betway体育南校区院系办公楼401(betway体育会议室)
题目:Investment Decisions and Falling Cost of Data Analytics
主办单位:betway体育
广州华南财富管理中心研究基地
中国家庭金融与资产管理研究中心
国家社科基金重大项目“新常态下建立多点支撑的消费增长格局研究”课题组
主讲人简介:
周超博士毕业于法国著名的巴黎九大和巴黎综合理工大学,现任新加坡国立大学量化金融中心研究员。主要研究领域:金融数学、随机控制。在多个国际权威的金融数学杂志上发表文章。
报告内容:
We study how the cost of data analytics and the characteristics of investors and investment opportunities affect investment decisions and their data analytics. We show that the falling cost of the data analytics raises investors’ leverage, financially constrained or highly risk averse investors use less data analytics, and the demand of data analytics is highest with high expected return opportunities. Due to the increased leverage, the falling cost of data analytics leads to higher losses during the crises.