徐心:Information Consumption, Risk Preference, and Portfolio Adjustment: A Machine Learning-enabled Empirical Investigation

发布时间:2022-11-09浏览次数:490


品牌:研究生学术训练营

系列主题:信息管理与数字营销前沿理论与方法

讲次:2022-2023学年第5

主讲人:徐心 教授

日期:20221115日(星期二)

时间:14:00-15:30

地点:腾讯会议(会议号:557-995-009,密码:1115

主办:云顶平台网址国际工商云顶平台网址

语言:汉语

讲座题目Information Consumption, Risk Preference, and Portfolio Adjustment: A Machine Learning-enabled Empirical Investigation

内容提要:

Understanding customers’ risk preferences is important for financial firms to effectively target offerings and manage relationships; however, assessing customers’ risk preference, particularly at scale and over time, is challenging. Lacking for efficient measures, we have limited understanding on risk preferences and the associated decision-making. Especially, little research has been carried out on when and how customers adjust their portfolio from the perspective of managing risk. To fill this research gap, we employ machine learning techniques to leverage rich data on customers’ behavior that is commonly available to commercial banks to measure customers’ risk preferences. Using real-world data from a large commercial bank, we first identify customers’ risk preferences over time. Then, with the developed measure, we provide theoretical insights on how customers’ risk preferences, current portfolio risk and attention (i.e., observe financial products) jointly affect their portfolio adjustment. Further, a field experiment in a marketing campaign shows that, telemarketers doubled their conversion rates with our measure. These results suggest that the risk preference measure generated by machine learning has significant theoretical and practical implications.

主讲人简介:

徐心,清华大学经济云顶平台网址教授、副院长、人工智能与管理(AIM)研究中心主任。国家杰出青年科学基金获得者,国家级高层次人才。在国际学术期刊和会议上发表论文80余篇,其中20篇发表在UTD/FT 期刊,谷歌学术引用8000次。研究方向包括企业数字化战略、金融科技、商务智能与分析。现任CNAIS理事长,担任MIS QuarterlyMISQSenior Editor

报名方式:问卷星

报名链接:https://www.wjx.cn/vm/YaBPZAL.aspx#

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