【Topic】Predictability of Bond Returns

【Speaker】Guofu Zhou，Professor, Washington University in St. Louis

【Time】 13:45—15:15, 2014-06-19，Thursday

【Venue】Room 401, Weilun Building, Tsinghua SEM.

【Language】English

【Organizer】Department of Finance

【Target Audience】Faculty Members and Graduate Students

【Background Information】

Guofu Zhou is Frederick Bierman and James E. Spears Professor of Finance at Olin Business School(OBS), Washington University. His teaching and research interests include asset pricing tests, asset allocation, portfolio optimization, Bayesian learning and model evaluations, econometric methods in finance, futures, options, derivatives, the term structure of interest rates, and the real option valuation of corporate projects. Prior to joining OBS in 1990, he studied at Duke University for his PhD in economics and MA in mathematics, at Academia Sinica for his MS in numerical analysis and at Chengdu College of Geology for his BS.