Event

過去のイベント

第20回金融センター特別セミナー

場所:東京大学経済学研究科棟 地下1階 第1教室
スピーカー:Rajnish Mehra 教授
Professor of Finance
Department of Economics
University of California, Santa Barbara
テーマ:Investment and Capital Markets
演題:1. The Equity Premium: Why is it a Puzzle? 2 .Intermediated Quantities and Returns(Joint with E.C Prescott)

スピーカーのプロフィール:
Rajnish Mehra is Professor of Finance at the University of California, Santa Barbara since 1988, and a Research Associate of the NBER. He has held many visiting positions at many universities such as MIT, the University of Chicago, Stockholm School of Economics, University of Oxford and so forth.
He is an associate editor of Journal of Economic Dynamics and Control since 1990 and the Annals of Finance since 2004.
He has given a keynote address ar the Brazilian Finance Association in 2005 and other places.
His research interests focus on capital markets, asset pricing and growth theory.
His series of papers on recursive competitive equilibrium was one of the early papers that laid the theoretical foundation to the growth theory.
His seminal work with Edward C. Prescott on the equity premium puzzle in the 1985 has urged researchers in finance to take the quantitaitve implication of the asset pricing model seriously and contributed to the birth of vast literature on the equilibrium relation among, preference, technology and asset returns.
He has published in Econometrica, Review of Economic Studies, Journal of Monetary Economics, Journal of Economic Dynamics and Control, The Financial Analysts Journal, Annals of Finance and other journals. His work has been featured in The Financial Times, The Economist and in Business Week. He has been awarded a Graham and Dodd scroll for excellence in financial writing by the Association for Investment Management and Research.