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 




Contributed Talk 2



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 

26 Jun 2021
9:30am - 11:40am
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