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Myron Scholes Financial Forum  

Organizer of Conferences

  1. Organizing Committee of 第二届中国优选法统筹法与经济数学研究会量化金融与保险分会学术年会, 呼伦贝尔学院, Hailar, Inner Mongolia, China, August 2--4, 2020.

  2. Organizing Committee of 首届中国优选法统筹法与经济数学研究会 量化金融与保险分会（筹）学术年会, 呼伦贝尔学院, Hailar, Inner Mongolia, China, July 24--26, 2019.

  3. Program Committee of 第十届中国决策科学学术年会（中国管理现代化研究会管理与决策科学专业委员会第一次全体理事会议）, 大连海事大学, Dalian, China, August 3--5, 2018.

  4. Program Committee of 中国管理科学与工程学会金融计量与风险管理研究会第一届学术年会, 西北师范大学, Lanzhou, China, July 14--15, 2018.

  5. Co-Chair the Session "Financial Engineering in Applied Probability II", under the Cluster of Financial Services, The INFORMS Annual Meetings 2017, at the George R. Brown Convention Center, Houston, TX, USA, October 22--25, 2017.

  6. Chair the Session "Credit Risk Management", under the Branch of Financial Engineering and Financial Risk Management, Operations Research Society of China, Hunan University, Changsha, China, September 23--24, 2017.

  7. Chair the Session "Option Pricing and Estimation of Greeks", under the Cluster of Financial Services, The INFORMS Annual Meetings 2016, Nashville, TN, USA, November 13--16, 2016.

  8. Co-Chair the Session "Credit Risk, Financial Innovation and Optimal Investment", under the Branch of Financial Engineering and Financial Risk Management, Operations Research Society of China, Dalian, China, October 21--23, 2016.

  9. Program Chair of The 1st International Workshop on Financial Engineering and Stochastic Models, Nanjing University, Nanjing, China, April 8--10, 2016.

  10. Co-Chair the Session "Computational Methods in Options Pricing and Portfolio Selection", under the Cluster of Financial Services, The INFORMS Annual Meetings 2015, Philadelphia, PA, USA, November 1--4, 2015.

Talks (* indicates presentation by coauthor)

  1. Winners in the Chinese warrants bubble, The 22nd Conference of the International Federation of Operational Research Societied (IFORS 2020), Coex Convention Center, Seoul, South Korea, June 21--26, 2020.

  2. Winners, Losers, and Regulators in a Derivatives Market Bubble: Evidence from Chinese Brokerage Data, The 16th Chinese Finance Annual Meeting, Zhejiang University, Hangzhou, China, October 25--27, 2019.

  3. Winners, Losers, and Regulators in a Nascent Derivatives Market: Evidence from Chinese Brokerage Data, Research in Behavioral Finance Conference 2018, VU (Vrije Universiteit), Amsterdam, Netherlands, September 20--21, 2018.

  4. Winners, Losers, and Regulators in a Nascent Derivatives Market: Evidence from Chinese Brokerage Data, 中国运筹学会金融工程与金融风险管理分会第八届学术年会（专题报告）, 西安交通大学, Xi'an, China, August 25--26, 2018.

  5. Winners, Losers, and Regulators in a Nascent Derivatives Market: Evidence from Chinese Brokerage Data, 第十届中国决策科学学术年会（中国管理现代化研究会管理与决策科学专业委员会第一次全体理事会议）, 大连海事大学, Dalian, China, August 3--5, 2018.

  6. Winners, Losers, and Regulators in a Nascent Derivatives Market: Evidence from Chinese Brokerage Data, 中国管理科学与工程学会金融计量与风险管理研究会第一届学术年会, 西北师范大学, Lanzhou, China, July 14--15, 2018.

  7. Discussant of "跳跃风险溢价、自激发行为与波动率回馈", The 2018 China International Conference in Finance (CICF), Tianjin, China, July 10--13, 2018.

  8. Winners, Losers, and Regulators in a Nascent Derivatives Market: Evidence from Chinese Brokerage Data, The Group Decision and Negotiation (GDN) 2018 Conference, Nanjing University of Aeronautics and Astronautics, Nanjing, China, June 9--13, 2018.

  9. Who Gains and Who Underperforms in Derivatives Trading, and Why? Evidence from Chinese Brokerage Account Data, Central University of Finance and Economics, Beijing, China, April 20, 2018.

  10. Who Gains and Who Underperforms in Derivatives Trading, and Why? Evidence from Chinese Brokerage Account Data, School of Economics and Management, Tsinghua University, Beijing, China, April 12, 2018.

  11. Who Gains and Who Underperforms in Derivatives Trading, and Why? Evidence from Chinese Brokerage Account Data, School of Management, Xiamen University, Xiamen, Fujian, China, April 11, 2018.

  12. Who Gains and Who Underperforms in Derivatives Trading, and Why? Evidence from Chinese Brokerage Account Data, Antai College of Economics and Management, Shanghai Jiao Tong University, Shanghai, China, April 4, 2018.

  13. Who Gains and Who Underperforms in Derivatives Trading, and Why? Evidence from Chinese Brokerage Account Data, 2018 Workshop of Math Finance and Financial Data Processing (2018年金融数学与金融数据处理国际研讨会), Shanghai, China, March 31--April 1, 2018.

  14. Who Gains and Who Underperforms in Derivatives Trading, and Why? Evidence from Chinese Brokerage Account Data, Sun Yat-sen Business School, Guangzhou, Guangdong, China, March 26, 2018.

  15. The Commonality of Sovereign Credit Risk: A Rating-Based Approach, Australian National University*, Canberra, Australia, March 2, 2018.

  16. Who Gains and Who Loses in Derivatives Trading, and Why? Evidence from Chinese Brokerage Account Data, UCLA Anderson School of Management*, Los Angeles, California, USA, Feburary 28, 2018.

  17. Who Gains and Who Loses in Derivatives Trading, and Why? Evidence from Chinese Brokerage Account Data, University of New Orleans*, New Orleans, Louisiana, USA, Feburary, 2018.

  18. Credit Ratings As Regimes: Evidence From The Sovereign Credit Default Swaps Market, The INFORMS Annual Meetings 2017, at the George R. Brown Convention Center, Houston, TX, USA, October 24, 2017.

  19. Commonality in Sovereign Credit Risk — A Rating-Based Approach, The 15th International Symposium on Financial System Engineering and Risk Managment (第十五届金融系统工程与风险管理国际年会), Beijing, China, October 14--15, 2017.

  20. Commonality in Sovereign Credit Risk — A Rating-Based Approach, 金融计量与风险管理研究会（暂定名）筹备会议, Nanning, Guangxi, China, September 15--17, 2017.

  21. International reserve management: a drift-switching reflected jump-diffusion model, The Tenth Annual International Conference of the CSAMSE, Sun Yat-sen Business School, Sun Yat-sen University, Guangzhou, China, July 15--18, 2017.

  22. Discussant of "Rise of Factor Investing: Asset Prices, Informational Eciency, and Security Design" by Lin William Cong and Douglas Xun Xu, The 2017 China International Conference in Finance (CICF), Hangzhou, China, July 14, 2017.

  23. Discussant of "Leverage Trading, Market Liquidity, and Up Limit in Stock Prices: Empirical Study Based on the Boom of the China's Stock Market in 2015 (杠杆交易、市场流动性与股价涨停——基于2015年中国股市“暴涨”的实证研究)" by Tang Huailin (汤怀林), Li Ping (李平), Zeng Yong (曾勇), and Liao Jingchi (廖静池), The 2017 China International Conference in Finance (CICF), Hangzhou, China, July 13, 2017.

  24. Can financial innovation succeed by catering to behavioral preferences? Evidence from a callable options market, School of Management, Fudan University, Shanghai, China, 13:30pm--15:00pm, April 11, 2017.

  25. Can financial innovation succeed by catering to behavioral preferences? Evidence from a callable options market, Guanghua School of Management, Peking University, Beijing, China, 14:00pm--15:00pm, April 6, 2017.

  26. Can financial innovation succeed by catering to behavioral preferences? Evidence from a callable options market, School of International Trade and Economics, University of International Business and Economics, Beijing, China, 10:00am--11:30am, April 6, 2017.

  27. Can financial innovation succeed by catering to behavioral preferences? Evidence from a callable options market, 2017 Workshop on Mathematical Finance and Financial Data Processing, Qufu, Shandong, China, April 1, 2017.

  28. Sovereign CDS Spreads with Credit Rating, Research Seminars - NUS Risk Management Institute*, National University of Singapore, Singapore, January 27, 2017.

  29. Sovereign CDS Spreads with Credit Rating, The 2017 AFA (American Finance Association) Meeting* (acceptance rate 235/1613), Chicago, Illinois, January 6--8, 2017.

  30. Can Financial Innovation Succeed by Catering to Behavioral Preferences? Evidence from a Callable Options Market, Invited Talk, The 24th Conference on the Theories and Practices of Securities and Financial Markets (SFM)*, Kaohsiung, Taiwan, December 9--10, 2016.

  31. Can Financial Innovation Succeed by Catering to Behavioral Preferences? Evidence from a Callable Options Market, School of Finance, Nankai University, Tianjin, China, December 9, 2016.

  32. Can Financial Innovation Succeed by Catering to Behavioral Preferences? Evidence from a Callable Options Market, College of Management and Economics, Tianjin University, Tianjin, China, December 9, 2016.

  33. Callable Warrant Pricing and Investor Behavior, School of Mathematical Sciences, University of Science and Technology of China, Tianjin, China, December 2, 2016.

  34. Option Pricing Under The Price Limits Mechanism: Evidence From China, INFORMS Annual Meetings 2016, Nashville, TN, USA, November 13--16, 2016.

  35. Can Financial Innovation Succeed by Catering to Behavioral Preferences? Evidence from a Callable Options Market, the Branch of Financial Engineering and Financial Risk Management, Operations Research Society of China, October 22, 2016.

  36. Can Financial Innovation Succeed by Catering to Behavioral Preferences? Evidence from a Callable Options Market, Invited Talk, Random Complex Structures and Data Analysis in Finance, Chinese Academy of Sciences, Beijing, August 6, 2016.

  37. Sovereign CDS Spreads with Credit Rating, The 2016 WFA (Western Finance Association) Meeting* (acceptance rate 144/1791), Canyons Resort, Park City, Utah, June 20--23, 2016.

  38. Sovereign CDS Spreads with Credit Rating, The 2016 CityU of Hong Kong International Finance Conference on Corporate Finance and Financial Markets*, Hong Kong, June 7--8, 2016.

  39. Investor Behavior and Financial Innovation: Callable Bull/Bear Contracts, Nanyang Business School, Nanyang Technological University*, Singapore, February 2, 2016.

  40. Can Financial Innovation Succeed by Catering to Behavioral Preferences? Evidence from a Callable Options Market, University of California, Riverside*, California, USA, January, 2016.

  41. Can Financial Innovation Succeed by Catering to Behavioral Preferences? Evidence from a Callable Options Market, School of Mathematical Sciences, Nankai University, Tianjin, China, December 29, 2015.

  42. Sovereign CDS Spreads with Credit Rating, Keynote Speech, The First Nationalwide Academic Forum of Finance PhD Students*, Xiamen University, Xiamen, China, December 27, 2015.

  43. Investor Behavior and Financial Innovation: Callable Bull/Bear Contracts, Lingnan (University) College, Sun Yat-Sen University, Guangzhou, China, November 20, 2015.

  44. Investor Behavior and Turbo Warrant Pricing, INFORMS Annual Meeting 2015, Philadelphia, PA, USA, November 1--4, 2015.

  45. Investor Behavior and Valuation of Turbo Warrant, The 8th International Congress on Industrial and Applied Mathematics (ICIAM), Beijing, China, August 10--14, 2015.

  46. Investor Behavior and Financial Innovation: Callable Bull/Bear Contracts, Huazhong University of Science and Technology*, Wuhan, China, July 14, 2015.

  47. Investor Behavior and Financial Innovation: Callable Bull/Bear Contracts, University of California, Irvine*, California, USA, May 22, 2015.

  48. Investor Behavior and Financial Innovation: Callable Bull/Bear Contracts, The 5th Miami Behavioral Finance Conference* (acceptance rate 12/195), University of Miami, Miami, Florida, USA, December 16, 2014.

  49. Investor Behavior and Financial Innovation: Callable Bull/Bear Contracts, School of Accounting and Finance, The Hong Kong Polytechnic University*, Hong Kong, October 10, 2014.

  50. Investor Behavior and Financial Innovation: A Study of Callable Bull/Bear Contracts, The 2014 Annual Meeting of the Academy of Behavioral Finance & Economics*, The Los Angeles Marriott in Burbank, Burbank, California, USA, September 16--19, 2014.

  51. A Rating-Based Sovereign Credit Risk Model: Theory and Evidence, China International Conference in Finance (CICF) 2014, at Shangri-La Hotel, Chengdu, China, July 10--13, 2014.

  52. A Rating-Based Sovereign Credit Risk Model: Theory and Evidence, European Financial Management Association (EFMA) 2014 Annual Meeting, at University of Rome Tor Vergata, Rome, Italy, June 25--28, 2014.

  53. A Rating-Based Sovereign Credit Risk Model: Theory and Evidence, 2014 North American Winter Meeting of the Econometric Society (ASSA 2014)*, Philadelphia, USA, January 3--5, 2014.

  54. International reserve management: a drift-switching reflected jump-diffusion model, INFORMS Annual Meeting 2013*, Minneapolis, MN, USA, October 6--9, 2013.

  55. Investor behavior and financial innovation: an empirical study on callable bull/bear contracts, Short Courses and Workshop on Quantitative Behavioral Finance*, at East China Normal University, Shanghai, China, June 26--28, 2013.

  56. International reserve management: a drift-switching reflected jump-diffusion model, The 2013 IMS-FPS Workshop*, at National University of Singapore, June 19--21, 2013.

  57. Investor behavior and financial innovation: an empirical study on callable bull/bear contracts, Risk Pricing and Related Topics in Financial Engineering, at Shanghai Finance University, Shanghai, China, June 15--16, 2013.

  58. International reserve management: a drift-switching reflected jump-diffusion model, Risk Pricing and Related Topics in Financial Engineering*, at Shanghai Finance University, Shanghai, China, June 15--16, 2013.

  59. Pricing sovereign CDS with credit ratings, at Kyoto University*, the University of Tokyo*, and the PKU-Tsinghua-Stanford Joint Conference in Quantitative Finance*, 2013.

  60. International reserve management: a drift-switching reflected jump-diffusion model, The Second Hong Kong-Shanghai Workshop for Quantitative Finance and Risk Management*, at HKUST, Hong Kong, May 23--24, 2013.

  61. International reserve management: a drift-switching reflected jump-diffusion model, International Workshop on Quantitative Finance*, Fusion Hall, KI Building (E4), KAIST, Daejeon, Korea, March 18--19, 2013

  62. International reserve management: a drift-switching reflected jump-diffusion model, CSAMSE Annual Meeting 2012, at Suzhou Campus, Nanjing University, Suzhou, China, June 30--July 1, 2012.

  63. First passage problems on reflected generalized O-U processes, at Seminar on Stochastic Processes 2011, University of California, Irvine, March 24, 2011. (presented using dry erase board)    slide

  64. On the conditional survival probability in a regulated market: reflected Ornstein-Uhlenbeck model, at Probability Seminar, University of Illinois at Urbana-Champaign, November 9, 2010.    slide

  65. Reflected diffusion model for exchange rates in a target zone, at Fudan University, October 23, 2008. (presented using blackboard)    slide


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