一、主题：Another Look at the Effect of Hedge Fund Performance on Mortality Risk

二、主讲人：唐镭镭，英国斯特莱斯克莱德大学金融系高级讲师。2001年获得英国南安普顿大学金融学博士学位，主要研究领域包括对冲基金管理、金融计量学、信用评级、国家未定债权决策等。曾在Journal of Empirical Finance、European Journal of Operational Research、Journal of International Financial Markets等期刊发表论文十余篇。

三、时间：2015年4月10日（周五），12:30-13:30

四、地点：suncitygroup太阳新城主楼913会议室

五、主持人：黄志刚，suncitygroup太阳新城副教授

文章摘要：We propose a statistical approach that facilitates the derivation of return measures which are used as explanatory variables for predicting the mortality risk of hedge funds. We illustrate our approach using multi-horizon forecasts of hedge fund survivorship. Our results demonstrate that derived return measures have a greater predictive power than approaches used in previous research.