Date: Aug.17^th, 2019

Time: 10:30-12:00

Speaker: Viktor Todorov

Venue: Room 236, School of Economics, Yuquan Campus

[Speaker Intro]

Viktor Todorov is Harold H. Hines Jr. Professor of Risk Management and Professor of Finance at the Kellogg School of Management, Northwestern University. His research interests are in the areas of theoretical and empirical asset pricing, econometrics and applied probability. He has published extensively in these fields. His recent work focuses on the robust estimation of asset pricing models using high-frequency financial data as well as the development and application of parametric and nonparametric methods of inference for studying risks and risk premia using derivatives markets data. He currently serves as a Co-Editor for Econometric Theory, and is on the editorial board of a number of leading academic journals, including Econometricaand the Journal of Econometrics. He received his PhD in Economics from Duke University in 2007.