供稿：秦文波 攝影：陳芳宇 編輯：高超
2012年9月18日，Neil Pearson教授應管理與經(jīng)濟學院之邀在主樓216作學術報告。報告內容是Neil Pearson教授的論文《New Evidence on the Financialization of Commodity Markets》。應用經(jīng)濟系馬明主任主持了本次報告。
報告會整體輕松自然，Neil Pearson教授講解簡潔幽默，向校內外師生介紹了他的論文的主要內容：大宗商品金融化問題；與大宗商品相關聯(lián)票據(jù)的發(fā)行對商品價格的影響。他采用事件分析法進行分析，得出了與商品相關票據(jù)相關聯(lián)的套期交易對相關商品期貨市場的產品價格有統(tǒng)計和經(jīng)濟學上的顯著性。
內容涉及復雜的數(shù)據(jù)整理和計量分析方法，但Neil Pearson教授化繁為簡，將他的主要思想清晰地向在場師生做了簡單而生動的闡釋。老師和同學同Neil Pearson 教授熱烈討論論文中相關細節(jié)問題，受益匪淺。最后，在場的師生與Neil Pearson教授關于當今世界金融熱點話題進行了簡單交流，都對相關問題提出自己的見解，內容深刻，氣氛輕松。
Neil Pearson教授介紹：
Neil D. Pearson is a Harry A. Brandt Distinguished Professor in Financial Markets and Options, University of Illinois at Urbana-Champaign. His research includes both theoretical and empirical work on asset pricing and the valuation and hedging of financial derivatives and other financial instruments. Dr. Pearson has published papers in a number of academic journals, is an associate editor of the Journal of Financial Economics, the Journal of Financial and Quantitative Analysis, and Economics Bulletin and has written a book, Risk Budgeting: Portfolio Problem Solving with Value-at-Risk, published by John Wiley & Sons. He has consulted for a number of U.S. and international banks, working on term structure models, the evaluation of derivatives pricing models, and some issues that arise in the computation of “value at risk” measures. He received his Ph.D. from the Massachusetts Institute of Technology.
(審核：顏志軍）
