PhD defense: Zhenjiang Qin
Title: Essays on Heterogeneous Beliefs, Public Information, and Asset Pricing
Info about event
Time
Location
Bartholins Allé 10, 8000 Aarhus C, building 1333, auditorium A1
The defence is public and open to all. It will be followed by a reception in Riddersalen, building 1323, 3rd floor.
Zhenjiang Qin
Zhenjiang Qin is affiliated with CREATES and will defend his thesis entitled "Essays on Heterogeneous Beliefs, Public Information, and Asset Pricing".
This thesis conducts theoretic analysis on asset pricing models to provide better understanding of the role of public information and derivatives in general equilibriums with heterogeneous beliefs, in both discrete-time and continuous-time frameworks. Both public information and derivatives are found to facilitate speculative positions based on heterogeneously perceived variances of forthcoming dividend, and improve allocational efficiency of financial markets.
The assessment committee
Professor Kristian Miltersen, Copenhagen Business School
Professor Peter Norman Sørensen, University of Copenhagen
Professor Claus Munk, Aarhus University (chairman)
The thesis
The thesis will be downloadable from Zhenjian Qin's staffpage a week before the defence.
Please contact Susanne Christensen (sla@asb.dk) for a copy of the thesis.