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Title : [DST Lecture] Security selection based on high frequency Sharpe ratio
Date : Dec.05,2019 - Dec.05,2019
Time : 09:00 - 10:00
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Dr. Wang Dan is Assistant Professor of Finance, NYU Shanghai; Global Network Assistant Professor, NYU. Prior to joining NYU Shanghai, Wang was an Assistant Professor in the Department of Statistics at Columbia University and a Postdoctoral Researcher in the Operations Research and Financial Engineering department and at the Bendheim Center for Finance at Princeton University. Dr. Wang received her PhD in Statistics in University of Chicago. Her research interests include Financial Econometrics, High Frequency Analysis, Microstructure Noise, Asset Pricing and Risk Management.
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