INFORMS Open Forum

Dear all, we look forward to your participation to the coming 10th AQFS:

Time: 9:30 am-11:40 am, June 26, 2021, Saturday (Hong Kong Time Zone, GMT +8)

Venue: Zoom:

Meeting ID: 992 0798 6454   Password: 810183

https://hkust.zoom.us/j/99207986454?pwd=SWt0RS9wVzFOMndiTnc0eFlyVGFVQT09

Invited Talk
Chair: Yue Kuen Kwok, Hong Kong University of Science & Technology

09:30-10:15 Optimal Time-Consistent Debt Policies
Speaker: Andrey Malenko, University of Michigan

10:15-10:25 Discussion 1: Xuedong He, Chinese University of Hong Kong

10:25-10:35 Discussion 2: Yan Ji, Hong Kong University of Science & Technology

10:35-10:40 Q&A

Contributed Talk 1
Chair: Lixin Wu, Hong Kong University of Science & Technology

10:40-11:10 On ambiguity-seeking behavior in finance models with smooth ambiguity
Speaker: Dmitry Makarov, HSE University
Discussant: Yanyi Wang, Nanjing University



Chair: Wei Jiang, Hong Kong University of Science & Technology

11:10-11:40 Testing the Local Martingale Theory of Bubbles using Cryptocurrencies
Speaker: Soon Hyeok Choi, Cornell University
Discussant: Donghwa Shin, University of North-Carolina

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Wei Jiang
Hong Kong University of Science and Technology
Clear water bay, Hong Kong
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