財金系擬於 3/27(四) 邀請 Prof. Rachel Huang，至本所進行專題演講，相關訊息如下：

時間: 3/27(四) 13:10-14:30

地點: 管理學院一號館2F 重光講堂

演講人: Prof. Rachel Huang

講題: An Economic Index of Strong Buy

Abstract:

By axioms, this paper defines an economic index, called “the index of strong buy,”

for investors to rank the intensity of demand for risky assets. Our index satisfies “central

monotonicity” which states that if a gamble is less centrally risky than another one,

then the index of that gamble will be higher. Properties of the index and examples

are provided. The method to measure the index for stocks by using option data is also

proposed.