报告题目：Models on Testing Predictability of Asset Returns

报 告 人：Prof. Zongwu Cai 蔡宗武教授

（Department of Economics, University ofKansas, USA）

报告时间：2019年1月12日16:00

报告地点：知新楼B-1238

报告摘要：

Testing predictability of asset returns isa cornerstone issue in modern asset pricing

and the related fields. It has been one ofthe hottest research topics in asset pricing

field in the recent two decades. In thistalk, I will combine several of my own papers

(published papers and ongoing projects) ontesting predictability of asset returns and

review the recent developments in thisarea. In particular, I will outline some future

research topics in this area.

欢迎各位老师同学积极参加！