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

二、主講人：唐鐳鐳，英國斯特萊斯克萊德大學金融系高級講師。2001年獲得英國南安普頓大學金融學博士學位，主要研究領域包括對沖基金管理、金融計量學、信用評級、國家未定債權決策等。曾在Journal of Empirical Finance、European Journal of Operational Research、Journal of International Financial Markets等期刊發表論文十餘篇。

三、時間：2015年4月10日（周五），12:30-13:30

四、地點：bevictor伟德官网主樓913會議室

五、主持人：黃志剛，bevictor伟德官网副教授

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.