CDAR

Tuesday, July 25, 2017

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

Tuesday, April 25, 2017

John Arabadjis, State Street (CANCELLED)

Tuesday, April 18, 2017

James Lewis, State Street Global Advisors: Systematic Long/Short Factor Portfolios

Tuesday, April 11, 2017

Alex Papanicolaou, UC Berkeley: Minimum Conditional Expected Drawdown Portfolios

Tuesday, April 4, 2017

Farzad Pourbabaee, UC Berkeley: Large Deviations of Factor Models with Regularly-Varying Tails: Asymptotics and Efficient Estimation

Tuesday, March 21, 2017

This week, the seminar defers to the BSTARS Conference March 23, 2017

Tuesday, March 14, 2017

Carl-Fredrik Arndt, Two Sigma: Dynamics for the Top Eigenvalue and Eigenvector of Empirical Correlation Matrices of Financial Data

Tuesday, March 7, 2017

Peter Shepard, MSCI: Second Order Risk

Tuesday, February 28, 2017

Terrence Hendershott, Haas School of Business: Relationship Trading in OTC Markets

Tuesday, February 21, 2017

Paul Kaplan, Morningstar: A Popularity Asset Pricing Model

Tuesday, February 14, 2017

Adair Morse, Haas School of Business: A Popularity Asset Pricing Model

Tuesday, February 7, 2017

Kellie Ottoboni, UC Berkeley: "Simple Random Sampling: Not So Simple"

Tuesday, January 31, 2017

Arnav Sheth, Saint Mary's College of California: Leveraging Herd Behavior in Foreign Exchange Markets

Tuesday, January 24, 2017

Markus Pelger, Stanford University: Estimating Latent Asset-Pricing Factors

Tuesday, January 17, 2017

Lisa Goldberg, Pete Hand and Alan Cummings, UC Berkeley & Aperio Group: The Tax-Loss Harvesting Life Cycle