数学科学学院

概率统计学术报告

来源:数学科学学院 发布时间:2018-04-18   608

报告人: Prof. Chao ZhouNational University of Singapore

报告题目:Investment Decisions and Falling Cost of Data Analytics

时间:2018427日上午10:00-11:00

地点:浙江大学玉泉校区逸夫工商管理楼200-9

 

摘要: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. This is a joint-work with Jussi KEPPO and Hong Ming TAN.

 

 

联系人: 张荣茂教授 rmzhang@zju.edu.cn 

 

 

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