Research Seminar: Portfolio Optimization and Asset Pricing with Heterogeneous and Constrained Investors
- Date: Friday, March 2, 2018
- Time: 12:00 PM - 1:00 PM
- Venue: Room N202, UCD Smurfit School
- Location: Carysfort Avenue, Blackrock, Co. Dublin.
Speaker: Lei Shi (Macquarie University)
Paper: Portfolio Optimization and Asset Pricing with Heterogeneous and Constrained Investors
Date: 02/03/2018 12:00-1:00 pm
Venue: Room N202, Smurfit Graduate School of Business, Carysfort Avenue, Blackrock
This paper is being presented in association with the UCD Visiting Academic Scheme 2017/18 and the UCD Smurfit Graduate School of Business Doctoral Centre.
Lei Shi is a senior lecturer at Macquarie University, prior to that he was a lecturer (2016-2017) and a postdoctoral research fellow (2011-2015) at University of Technology Sydney (UTS). He holds a PhD in Finance from UTS. Lei's main area of research is in theoretical asset pricing and heterogeneous agent models. He has published in Journal of Banking and Finance and Journal of Economic Dynamics and Control among other journals. He was also a chief investigator of an Australian Research Council Discovery Grant (2013-2015) and currently he is a partner investigator of a National Natural Science Foundation of China Grant (2017-2020).