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Wednesday, 21 June 2017
Agnietenkapel, University of Amsterdam, Oudezijds Voorburgwal 229-231, 1012 EZ AmsterdamAmsterdamNetherlands
University of Amsterdam

The 2008 financial crisis has witnessed prices of assets traded on different exchange markets, of various asset classes, from different geographical locations plunge simultaneously or in close succession, causing serious problems for banks, insurance companies, and other financial institutions. It calls for models that account for the unconventional dependence structure of asset prices beyond the classical paradigm. This doctoral dissertation contributes to the modeling of the financial contagion phenomenon and the analysis of the impact of contagion on financial investment decisions, hedging strategies, and asset prices.
Zhenzhen obtained her MSc in Tilburg University (field: quantitative finance and actuarial sciences) in 2011. After taking selected courses from the Tinbergen Institute and University of Amsterdam, she started her PhD in 2012 at the Department of Quantitative Economics of the University of Amsterdam. Zhenzhen has been an Assistant Professor at the School of Finance of Nankai University (Tianjin, China) since 2016.