北大经院工作坊第989场
Quantiles under ambiguity (模糊状态下的分位数)
风险、保险与不确定性经济学工作坊
主讲人：刘鹏（埃塞克斯大学讲师）
主持人：
（清华经管）冯润桓
（北大经院）贾若
（人大财金）陈泽
参与老师：
（北大经院）郑伟
（人大财金）魏丽
时间：2024年11月19日（周二）14：30-16：00
线上形式：腾讯会议
会议号：844 428 075
线下地点：清华经管学院李华楼B331
主讲人简介：
刘鹏博士自2020年起在埃塞克斯大学数学统计和精算学院担任讲师。他于2015年在南开大学取得博士学位。随后分别在洛桑大学和滑铁卢大学做博士后研究。他的研究主要集中在风险管理，精算和极值理论方向。现已在相关的期刊上发表20多篇文章包括Mathematics of Operations Reearch 和 Mathematical Finance。
摘要：
Choquet capacities and integrals are useful concepts for modeling decision under uncertainty, pioneered by Schmeidler. We study a class of functionals, called Choquet quantiles, which are Choquet integrals with respect to binary capacities. Choquet quantiles are a generalization of probabilistic quantiles, also known as Value-at-Risk in finance. Choquet quantiles enjoy many nice properties of probabilistic quantiles, in the contexts of axiomatic representation, optimization formulas, and risk sharing. In particular, Choquet quantiles are characterized by only one axiom, called ordinality, and the inf-convolution of Choquet quantiles is again a Choquet quantile. Moreover, we introduce the Choquet Expected Shortfall, giving rise to a new class of coherent risk measures under uncertainty.
北大经院工作坊第990场
Immigrant children and optimal school choice policy: Evidence from the Venezuelan migration to Peru
经院-全健院
“健康与劳动经济学”工作坊
主讲人: 李法强（北京大学新结构经济学研究院助理教授）
主持人: （北大经院）王耀璟
参与老师：
（北大经院）秦雪征、施新政、石菊、姚奕、袁野、梁远宁、庄晨
（北大全健院）刘国恩、黄成、孙宇、吕蓓妮、杨佳楠、崔知涵、潘聿航、林淑君、林昊翔、蒋少翔
时间：2024年11月20日（周三）10:00-11:30
地点：北京大学经济学院107会议室
主讲人简介:
李法强，北京大学新结构经济学研究院助理教授。2024年毕业于美国宾夕法尼亚州立大学（Pennsylvania State University），获得经济学博士学位。主要研究领域为实证产业组织和应用微观经济学，重点关注公共政策、产业政策和教育政策对市场结构及消费者福利的影响。
摘要:
In recent years, millions of children have been displaced, making evidence-based policy essential for supporting migrant welfare and strengthening recipient communities. In this paper, we leverage cross-grade, within-school variation in migrant share to understand the effects of the sudden influx of Venezuelan migrant children into the Peruvian school system. We show that, as Venezuelan migrants enter Peruvian schools, incumbent students tend to switch to higher-quality schools with fewer migrants. Specifically, a 10-percentage-point increase in migrant exposure raises the probability of switching by 1.5 percentage points in primary and 1.1 percentage points in secondary schools. To understand the implications of this “native flight” on academic achievement and education expenditure, we employ a demand model that allows students’ preferences for schools to depend on school characteristics and peer composition. We use the model to estimate the marginal cost of education and to investigate the equilibrium effects on tuition and academic achievement under alternative counterfactual school choice policies.
北大经院工作坊第991场
Managers and the Cultural Transmission of Gender Norms
发展与公共财政工作坊
主讲人：Kieu-Trang Nguyen（Northwestern University Assistant Professor）
参与老师：
（北大经院）刘冲、吴群锋、曹光宇、年永威
（北大国发院）李力行、席天扬、徐化愚、于航、王轩、易君健、黄清扬
（北大光华）张晓波、仇心诚
时间：2024年11月20日（周三）10:30-12:00
地点：北京大学国家发展研究院承泽园245教室
主讲人简介：
Kieu-Trang Nguyen is an Assistant Professor at Kellogg School of Management, Northwestern University and a Senior Lecturer at the University of Melbourne. Before joining Northwestern University and the University of Melbourne, she received her PhD in Economics from the London School of Economics and Political Science. Her research focuses on innovation, organizations, and culture.
摘要：
This paper examines the influence of managers’ gender norms on gender disparities in labor market outcomes. Using data from a multinational operating in over 100 countries, we exploit cross-country manager rotations that are orthogonal to workers to estimate the impact of male managers’ gender attitudes on the work outcomes of male and female workers within the same team. We find that managers from countries with 1 s.d. more progressive gender attitudes narrow the gender pay gap by 3.8 percent, primarily by promoting women at higher rates. The effects last beyond the manager’s rotation and are three times larger when the manager is assigned to countries with conservative gender attitudes. Moreover, workers in the destination office change their own attitudes, as evidenced by those workers in turn being more gender-equal with their subordinates. Our evidence points to individual managers as critical in shaping corporate culture.
北京大学金融工程实验室
“对话投资总监”系列讲座
2024年总第二十二讲：因子投资与机器学习
主讲人：朱剑涛（光大保德信基金）
主持人：（北大经院）黎新平
时间：2024年11月20日（周三）18:40-21:30
地点：北京大学理科教学楼303教室
主要内容：
本次讲座将邀请朱剑涛先生从卖方到买方的不同视角讨论因子投资与机器学习的理论、模型及实践应用，分享其在投资中研究到实战的经验和心得。朱剑涛先生还将以自身丰富的业界经历介绍量化投资行业现状、发展和未来，以及券商、公募、私募量化工作的差异。
主讲人简介：
朱剑涛，光大保德信基金量化投资负责人。历任海南进化论私募基金量化研究总监，东方证券首席量化分析师，东方证券金融创新实验室负责人，东证期货衍生品研究院副院长。
注：这次讲座将与《金融市场与机构实务》课程合在一起，将增加金融系老师与嘉宾的专题讨论环节以及与同学的自由交流时间。
供稿：科研与博士后办公室
美编：禾轩
责编：度量、雨禾、雨田
