Jan Mossin (1936-1987) made several important contributions to modern finance. Most important is his work on the CAPM in his Econometrica article from 1966: Equilibrium in a Capital Asset Market. Another important contribution, central to the topic of the conference, is his Journal of Business...

The 4th China International Conference in Finance provides an open platform to bring together scholars worldwide to present research and to stimulate discussions on the new developments in finance. Papers of all areas of finance are welcome. Those with direct implications on issues relevant to...

The increased availability of high-frequency data has lead to important new developments in the measurement, modelling and forecasting of volatility and risk premia, with profound implications for portfolio analysis, hedging and trading, and risk management decisions. The conference will focus...

We welcome papers from any discipline relevant for finance and insurance to be submitted for presentation at the symposium. However, this year we especially want to focus on Solvency II, securitization of insurance risks, and fair market value of pension and insurance liabilities.