Karl Borch Lecture 2016
The Karl Borch Lecture is an annual lecture held by world-class scholars on a current research topic.
The Karl Borch Lecture Series was established in 2002 by the Department, in honor of Borch.
The lecture is on a current research topic and given by distinguished scholars, whose research capture the pioneering spirit of Karl Borch, but not necessarily his fields of research in a narrow sense.
The Karl Borch Lecture is sponsored by the Institute for Research in Economics and Business Administration (SNF).
Karl Borch Lecture 2016
The 14th Karl Borch Lecture was given by Professor Andrew W. Lo, MIT Sloan School of Management, on the topic
Can Financial Engineering Cure Cancer?
The lecture was held at NHH on Thursday October 6 2016 (12.15-13.45 in Karl Borch's Aud.).
Please see the press release for further details.
Professor Lo also gave an additional lecture, in the Department's Seminar Series, on Friday October 7 2016 (12.15-13.30 in Karl Borch's Aud.), entitled The Adaptive Markets Hypothesis: Reconciling Behavior and Rationality via Evolution and Biology.
|Karl Borch Lectures 2002-2016|
|Thursday 06.10.2016, 12.15-13.45, Karl Borch's Aud.||
Andrew W. Lo, Massachusetts Institute of Technology
|Thursday 03.09.2015, 12.15-13.45, Agnar Sandmo's Aud.||
Lasse Heje Pedersen, Copenhagen Business School
|Friday 24.05.2013, 12.15-13.45, Karl Borch's Aud.||
David M. Kreps, Stanford University
|Thursday 31.05.2012, 12.15-13.45, Karl Borch's Aud.||
Eduardo Schwartz, University of California, Los Angeles
|Tuesday 23.08.2011, 13.10-14.20, Dag Coward's Aud.||
John Y. Campbell, Harvard University
|Friday 07.05.2010, 12.15-13.45, Karl Borch's Aud.||
Christian Gollier, Toulouse 1 Capitole University
|Monday 08.06.2009, 12.15-13.45, Karl Borch's Aud.||
Jacques Drèze, Université catholique de Louvain
|Friday 05.09.2008, 12.15-13.45, Karl Borch's Aud.||
Mark Rubinstein, University of California, Berkeley
|Friday 08.06.2007, 12.15-13.45, Aud. E||
Hayne Leland, University of California, Berkeley
|Friday 12.05.2006, 12.15-13.45, Aud. C||
Stephen A. Ross, Massachusetts Institute of Technology
|Friday 23.09.2005, 12.15-13.45, Karl Borch's Aud.||
Michael Brennan, University of California, Los Angeles
|Friday 29.10.2004, 12.15-13.45, Finn E. Kydland's Aud.||
Robert Wilson, Stanford University
|Thursday 15.05.2003, 12.15-13.45, Aud. E||
Oliver Hart, Harvard University
|Friday 03.05.2002, 13.15-14.45, Aud. E||
Bengt Holmström, Massachusetts Institute of Technology
Karl H. Borch was a professor at NHH between 1963 and 1986, and is considered one of the founders of economics of uncertainty, counting 150 scientific articles in journals and conference proceedings, and three books.
Andrew W. Lo is the Charles E. and Susan T. Harris Professor, a Professor of Finance, and the Director of the Laboratory for Financial Engineering, at the MIT Sloan School of Management.
His research interests include the empirical validation and implementation of financial asset pricing models; the pricing of options and other derivative securities; financial engineering and risk management; trading technology and market microstructure; statistics, econometrics, and stochastic processes; computer algorithms and numerical methods; financial visualization; nonlinear models of stock and bond returns; hedge-fund risk and return dynamics and risk transparency; and, most recently, evolutionary and neurobiological models of individual risk preferences and financial markets.
Lo has published numerous articles in finance and economics journals. He is a coauthor of The Econometrics of Financial Markets, A Non-Random Walk Down Wall Street, The Heretics of Finance, and The Evolution of Technical Analysis, and is the author of Hedge Funds: An Analytic Perspective.
Lo is currently an associate editor of the Financial Analysts Journal, the Journal of Portfolio Management, the Journal of Computational Finance, and Quantitative Finance, and is a coeditor of Annual Review of Financial Economics.
His awards include the Alfred P. Sloan Foundation Fellowship, the Paul A. Samuelson Award, the American Association for Individual Investors Award, the Graham and Dodd Award, the 2001 IAFE-SunGard Financial Engineer of the Year Award, a Guggenheim Fellowship, the CFA Institute’s James R. Vertin Award, and awards for teaching excellence from both the Wharton School of the University of Pennsylvania and MIT Sloan.