Xunyu Zhou is Nomura Professor of Mathematical Finance, Mathematical Institute and Nomura Centre for Mathematical Finance, The University of Oxford, UK. He has a Ph. D. in Applied Mathematics, July 1989, from Institute of Mathematics, Fudan University, China, specializing in the field of Operations Research & Control Theory. Xunyu Zhou aims to quantify the notion of greed and investigate its connection with leverage and potential losses, in the context of continuous-time behavioural portfolio selection under prospect theory. It’s shown that the leverage level and potential losses will increase monotonically with respect to the greed, and grow to infinitely large when the greed is infinitely strong.
Xunyu Zhou will speak on "Greed, Leverage and Potential Losses: A Prospect Theory Perspective".
