2009 FMA European Conference
- 관리자
- Hit912
- 2013-10-17
Dean S. Ghon Rhee participated in the 2009 FMA(Financial Management association) European Conference which was held in Turin, Italy on June 3-5, 2009. This Conference was attended by approximately 200 scholars from the United States, Europe, and Asia/Australia.
He presented an academic paper entitled “Extreme Downside Risk and Expected Stock Returns,” co-authored with Victor Huang, Qianqiu Liu, and Feng Wu, all at the University of Hawaii Shidler College of Business. This paper proposes a measure for the extreme downside risk (EDR) to investigate whether bearing such a risk can be rewarded by higher expected stock returns.
This paper will also be presented at the 2009 Western Finance Association Annual Meeting in San Diego, CA on June 19-21, which is one of the most prestigious academic conferences in the finance area.