Research workshop series

Forthcoming research workshops

  • January 20, 2022, Stefano Giglio (Yale School of Management), "A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios"
  • January 27, 2022, Andrew Patton (Duke University), "Better the Devil You Know: Improved Forecasts from Imperfect Models"

Past research workshops

  • December 14, 2021, Francesco D'Acunto (Boston University), "How Costly Are Cultural Biases? Evidence from FinTech", organised jointly with the CEPR November 11, 2021, Nicolas Crouzet, Northwestern University, "Can the cure kill the patient? Corporate Credit Interventions and Debt Overhang"
  • November 9, 2021, Magdalena Rola-Janicka (Tilburg University), "The Political Economy of Prudential Regulation", organised jointly with the CEPR 
  • November 4, 2021, Giorgia Piacentino, Columbia University, "Collateral Reallocation" 
  • October 28, 2021, David Solomon, Boston College, "Predictable Price Pressure"
  • October 21, 2021, Raman Uppal (EDHEC Business School, CEPR), "Correcting Misspecified Stochastic Discount Factors"
  • October 20, 2021, Sanjiv Das (Santa Clara University), "AI/ML in FinTech: New Paradigms"
  • October 14, 2021, Arthur Korteweg (University of Southern California, "Evaluating Private Equity from an Investor's Perspective"
  • October 12, 2021, Anastasia Girshina (Stockholm School of Economics), "Explaining Gender Gap in Real Estate Returns", organised jointly with the CEPR
  • September 30, 2021, Mirco Rubin (EDHEC Business School), "Factors Common to Individual Stock and Sorted Portfolio Returns’’
  • September 23, 2021, Pietro Veronesi (University of Chicago, Booth School of Business, NBER and CEPR), "Option-Implied Spreads and Option Risk Premia"
  • September 14, 2021, Francesco Franzoni (USI Lugano), "Avoiding Volatility: Institutional Trading Before Scheduled News", organised jointly with the CEPR
  • September 2, 2021, Nadya Malenko, University of Michigan, "Board Dynamics over the Startup Life Cycle" 
  • June 17, 2021, Riccardo Rebonato (EDHEC Business School), "Abrupt or Gradual? What Recursive Utility Functions Can Tell Us about the Optimal Pace of Climate Change Abatement" 
  • June 8, 2021, Mariassunta Giannetti (Stockholm School of Economics and CEPR), organised jointly with the CEPR
  • May 11, 2021, Vikrant Vig (London Business School), Quality and Productivity in Aircraft Sales", organised jointly with the CEPR
  • April 6, 2021, Savitar Sundaresan (Imperial College and CEPR), "More Risk, More Information: How Passive Ownership Can Improve Informational Efficiency", organised jointly with the CEPR
  • April 1, 2021, Laurent Calvet (EDHEC Business School and CEPR), "What Do the Portfolios of Individual Investors Reveal About the Cross-Section of Equity Returns?"
  • March 9, 2021, Svetlana Bryzgalova (London Business School and CEPR) "Bayesian Solutions for the Factor Zoo", organised jointly with the CEPR
  • February 9, 2021, Marieke Bos (Stockholm School of Economics), "Corporate Restructuring and Employees’ Mental Health" organised jointly with the CEPR
  • February 5, 2021, Lu Zhang (Ohio State University), "Searching for the Equity Premium"
  • January 21, 2021, Yacine Aït-Sahalia (Princeton University), "Implied Stochastic Volatility Models" 
  • January 12, 2021, Nicola Gennaioli (Università Commerciale Luigi Bocconi and CEPR), "Older People are Less Pessimistic About the Health Risks of COVID-19" organised jointly with the CEPR
  • October 22, 2020, Jaume Ventura (CREI, Pompeu Fabra University), "On Public Spending and Economic Unions''
  • October 13, 2020, Victoria Vanasco (CREI), "Security Design in Non-Exclusive Markets with Asymmetric Information" organised jointly with the CEPR
  • September 24, 2020, Federico Bandi (Johns Hopkins University), "Structural Stochastic Volatility"
  • September 8, 2020, Pierre Collin-Dufresne (EPFL) "How integrated are credit and equity markets? Evidence from index options" organised jointly with the CEPR
  • May 20, 2020, Gianfranco Gianfrate, EDHEC Business School, "Recent Advances in Climate Change Finance"
  • March 18, 2020, Raman Uppal, EDHEC Business School, "Geopolitics and the Costs of Economic Uncertainty”
  • January 24, 2020, Albert Menkvel, Vrije Universiteit Amsterdam, "Large Orders in Small Markets: On Optimal Execution with Endogenous Liquidity Supply"
  • January 22, 2020, Jeffrey M. Wooldridge, Michigan State University, "Heterogeneity and Heteroskedasticity in Endogenous Switching Models”
  • January 14, 2020, Kim Peijnenburg, EDHEC Business School, “Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field”
  • November 21, 2019, Anna Cieslak, Duke University, "Common Shocks in Stocks and Bonds" 
  • October 17, 2019, Jesús Fernández-Villaverde, University of Pennsylvania, "Financial Frictions and the Wealth Distribution"
  • October 15, 2019, Michael W. Brandt, Duke University, "Mutual Fund Performance: Using Bespoke Benchmarks to Disentangle Mandates, Constraints and Skill"
  • September 25, 2019, Mirco Rubin, EDHEC Business School, "Changes in Comovements between Stocks and Bonds: Evidence from a New Class of Large Dimensional Threshold Group-Factor Models"
  • September 12, 2019, Renée B. Adams, University of Oxford, "Shareholders and Stakeholders around the World: The Role of Values, Culture, and Law in Directors’ Decisions"
  • May 19, 2019, Hamid Boustanifar, EDHEC Business School, "CEOs’ Personal Portfolio and Corporate Policies"
  • March 20, 2019, José-Luis Peydró, Pompeu Fabra University, "Hedger of Last Resort: Evidence from Brazilian FX Interventions, Local Credit and Global Financial Cycles"
  • March 14, 2019, Toni Whited, Michigan Ross School of Business, "Information versus Investment"
  • January 25, 2019, Raman Uppal, EDHEC Business School, "The Implications of Financial Innovation for Capital Markets and Household Welfare"
  • January 8, 2019, Christophe Croux, EDHEC Business School, "Sparse Vector Autoregressive Models: Measuring Connectivity" 
  • October 10, 2018, Gianpaolo Parise, EDHEC Business School, "Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families"
  • October 5, 2018, Allan Timmermann, UC San Diego, "Pockets of Predictability"
  • October 2, 2018, Tarun Ramadorai, Imperial College London, "Gravity, Counterparties, and Foreign Investment"
  • May 24, 2018, Raman Uppal, EDHEC Business School, "Does Household Finance Matter? Small Financial Errors with Large Social Costs" and "Financial Innovation and Asset Prices"
  • April 19, 2018, Yacine Aït-Sahalia, Princeton University, "Closed-Form Implied Volatility Surfaces for Stochastic Volatility Models"
  • March 21, 2018, Kim Peijnenburg, HEC Paris, "Probability Weighting and Household Portfolio Choice:Empirical Evidence"
  • January 25, 2018, Jeffrey M. Wooldridge, Michigan State University, "Testing and Correcting for Endogeneity in Nonlinear Unobserved Effects Models" 
  • January 24, 2018, Mikhail Chernov, UCLA School of Management, "Multihorizon currency returns and  Purchasing Power Parity"
  • January 11, 2018, Paolo Zaffaroni, Imperial College London, "Portfolio Choice with Model Misspecification: A Foundation for Alpha and Beta Portfolios"
  • January 11, 2018, Laurent Calvet, EDHEC Business School, "From Saving Comes Having? Disentangling the Impact of Savings on Inequality"

These sessions have been recorded and are available in multimedia streaming. Affiliate faculty members and prospective students should contact Brigitte Bogaerts to participate in future sessions.

 

See Also

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