【主讲】Michael Dempster，剑桥大学统计实验室名誉教授

【主持】汤珂，社会科学学院经济所教授

【题目】Life Cycle Goal Achievement or Portfolio Volatility Reduction？

【时间】2015年6月11日（周四）3:00-5:00

【地点】清华学堂101室

【语言】英文

【主办】清华大学创新发展研究院

【主讲人简介】Professor Michael Dempster is ‎Professor Emeritus in the Statistical Laboratory at the University of Cambridge. In 1996 he co-founded the Centre for Financial Research in the Judge Business School at Cambridge, where he was also Professor of Management Studies (Finance and Management Science). His research interests include mathematical and computational finance and economics, optimization and non-linear analysis, stochastic systems, algorithm analysis and applications software. Professor Dempster was educated at Toronto, Carnegie Mellon and Oxford. From 1974-81 he was Chairman of Oxford Systems Associates Limited and from 1974-79 he was Managing Director. Currently he is Managing Director of Cambridge Systems Associates Limited. He is author of over one hundred published research articles and reports and is author, editor or translator of fifteen books. He is founding joint Editor-in-Chief of Quantitative Finance. He was formerly a member of the editorial boards of the Review of Economic Studies, Journal of Economic Dynamics and Control, Mathematical Finance and Computational Economics and is currently an associate editor of Stochastics, Computational Finance and the Journal of Risk Management in Financial Institutions.