CDAR

Tuesday, November 27, 2018

Michael Ohlrogge, Stanford University: Bankruptcy Claim Dischargeability and Public Externalities: Evidence from a Natural Experiment

Tuesday, November 13, 2018

Chi Zhang, Kamyar Kaviani, Nikita Vemuri, and Simon Walter (UC Berkeley) - Putting the 'I' in IPO

Tuesday, October 23, 2018

Xiang Zhang, SWUFE: Proliferation of Anomalies and Zoo of Factors – What does the Hansen–Jagannathan Distance Tell Us?

Tuesday, October 16, 2018

Tingyue Gan, UC Berkeley: Asymptotic Spectral Analysis of Markov Chains with Rare Transitions: A Graph-Algorithmic Approach

Tuesday, October 9, 2018

Jacob Steinhardt, Stanford: Robust Learning: Information Theory and Algorithms

Tuesday, October 2, 2018

Dangxing Chen, UC Berkeley: Predicting Portfolio Return Volatility at Median Horizons

Tuesday, September 25, 2018

Ben Gum, AXA Rosenberg: A Deep Learning Investigation of One-Month Momentum

Tuesday, September 18, 2018

Haosui (Kevin) Duanmu, UC Berkeley: Nonstandard Analysis and its Application to Markov Processes

Tuesday, September 11, 2018

Tamas Batyi, UC Berkeley: Capacity constraints in earning, and asset prices before earnings announcements

Tuesday, September 4, 2018

Saad Mouti, UC Berkeley: On Optimal Options Book Execution Strategies with Market Impact

Tuesday, August 28, 2018

Montserrat Guillen, University of Barcelona: Is motor insurance ratemaking going to change with telematics and semi-autonomous vehicles?

Thursday, April 26, 2018

George Papanicolaou, Stanford: Statistical Arbitrage

Thursday, April 19, 2018

John Wu, LBL: Could Probability of Informed Trading Predict Market Volatility?

Thursday, April 12, 2018

Ulrike Malmendier, UC Berkeley: The Long-lasting Effects of Propaganda on Financial Risk-Taking

Thursday, April 5, 2018

Rupal Kamdar, UC Berkeley: The Securitization and Solicited Refinancing Channel of Monetary Policy

Thursday, March 22, 2018

Nick Gunther, UC Berkeley: The Financing Rate Implied by Equity Futures

Thursday, March 15, 2018

Alec Kercheval, Florida State University: A Credit Risk Framework With Jumps and Stochastic Volatility

Thursday, March 8, 2018

Ananth Madhavan, Blackrock: Factor Strategies: Crowding, Capacity and Sources of Active Returns

Thursday, March 1, 2018

Kyong Shik Eom, UC Berkeley: The role of dynamic and static volatility interruptions: Evidence from the Korean stock markets

Thursday, February 22, 2018

Jose Menchero, Bloomberg: Solving the "Curse of Dimensionality" Problem in Multi-Asset-Class Risk Models

Thursday, February 15, 2018

Jeffrey Bohn, Swiss Re: Digitally-driven change in the insurance industry—disruption or transformation?

Thursday, February 8, 2018

Lisa Goldberg, John Arabadjis, and Jeff Bohn to speak at Stanford's AI in Fintech Forum

Thursday, February 1, 2018

Markus Pelger, Stanford: Interpretable proximate factors for large dimensions

Thursday, January 25, 2018

Mariana Olvera-Cravioto, UC Berkeley: PageRank on directed complex networks

Thursday, January 18, 2018

Matthias Weber, Swiss Re: Concrete examples of trend analyses and forward-looking modelling in Swiss Re's underwriting

Tuesday, November 28, 2017

Nick Gunther, UC Berkeley: The Futures Financing Rate

Tuesday, November 14, 2017

John Arabadjis, State Street: Investor Behavior and Market Dynamics

Tuesday, November 7, 2017

Mathieu Rosenbaum, École Polytechnique: Rough Heston model: Pricing, hedging and microstructural foundations

Tuesday, October 24, 2017

Samim Ghamami, UC Berkeley and US Treasury Office of Financial Research: Submodular Risk Allocation

Tuesday, October 17, 2017

David Bailey, UC Davis: Backtest overfitting, stock fund design and forecast performance

Tuesday, October 10, 2017

Alexander N D'amour, UC Berkeley: Advances in Basketball Analytics Using Player Tracking Data

Tuesday, October 3, 2017

Kellie Ottoboni, UC Berkeley: Nonparametric Risk Attribution for Factor Models of Portfolios

Tuesday, September 26, 2017

Ben Gum, AXA Rosenberg: Machine Learning and Alternative Data in Fundamental-based Quantitative Equity

Tuesday, September 19, 2017

Sveinn Olafsson, UC Santa Barbara: Change-point detection for stochastic processes

Tuesday, September 12, 2017

Jeremy Evnine, Evnine & Associates: Social Finance and the Postmodern Portfolio: Theory and Practice

Tuesday, September 5, 2017

Bob Anderson, UC Berkeley: Sparse Low Rank Dictionary Learning

Tuesday, August 29, 2017

Michael Ohlrogge, Stanford: Bank Capital and Risk Taking: A Loan Level Analysis

Tuesday, July 25, 2017

Lionel Martellini (EDHEC-Risk Institute), Mass Customisation versus Mass Production in Retirement Investment Management: Addressing a “Tough Engineering Problem”