Fall 2021

SEM217: Robert Anderson, UC Berkeley: General Equilibrium and Climate Change

Tuesday, September 14th @ 11:00-12:30 PM (ONLINE)

General Equilibrium and Climate Change

Robert Anderson, UC Berkeley

ABSTRACT: General Equilibrium (GE) models are the most natural economic models for studying policies to mitigate human-induced climate change. In particular, they provide a setting in which we can analyze the effects on income distribution of climate mitigation policies such as carbon taxes or cap-and-trade, and develop policies to offset the income distribution...

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SEM217: Markus Pelger, Stanford University: Deep Learning Statistical Arbitrage

Tuesday, September 7th @ 11:00-12:30 PM (ONLINE)

Deep Learning Statistical Arbitrage

Markus Pelger, Stanford University

ABSTRACT: Statistical arbitrage identifies and exploits temporal price differences between similar assets. We propose a unifying conceptual framework for statistical arbitrage and develop a novel deep learning solution, which finds commonality and time-series patterns from large panels in a data-driven and flexible way. First, we construct arbitrage portfolios of similar assets as...

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SEM217: Simge Ulucam, BlackRock: Transparency and Best Practices are Essential for ESG Investing

Tuesday, August 31st @ 11:00-12:30 PM (ONLINE)

Transparency and Best Practices are Essential for ESG Investing

Simge Ulucam, BlackRock

ABSTRACT: Many investors have shifted their asset allocations to account for Environmental, Social, and Governance (ESG) issues. While we welcome this shift from an ethical perspective, the financial and non-financial benefits of ESG investing as well as best practices for portfolio construction are subjects of heated debate. We look at aspects of the debate through a...