Spring 2021

SEM217: Richard Bookstaber, Talagent

Tuesday, April 27th @ 11:00-12:30 PM (ONLINE)

Using History for Building Forward-looking Scenarios

Richard Bookstaber, Talagent

SEM217: Guanting Chen, Stanford University

Tuesday, April 20th @ 11:00-12:30 PM (ONLINE)

Unbiased Simulation Estimators for Multivariate Jump-Diffusions

Guanting Chen, Stanford University

SEM217: Saad Mouti, UC Berkeley: ESG investing meets matching: A test for new factors

Tuesday, April 6th @ 11:00-12:30 PM (Online)

ESG investing meets matching: A test for new factors

Saad Mouti, UC Berkeley

SEM217: Vira Semenova, UC Berkeley

Tuesday, April 13th @ 11:00-12:30 PM (ONLINE)

Better Lee Bounds

Vira Semenova

SEM217: Haosui (Kevin) Duanmu, UC Berkeley

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

On extended admissible decision procedures and their nonstandard Bayes risk

Haosui (Kevin) Duanmu, UC Berkeley

SEM217: Roger Ibbotson (Yale), Thomas Idzorek (Morningstar), and Paul Kaplan (Morningstar)

Tuesday, March 16th @ 11:00-12:30 PM (ONLINE)

The Popularity Asset Pricing Model

Roger Ibbotson (Yale), Thomas Idzorek (Morningstar), and Paul Kaplan (Morningstar)

SEM217: Andrew Kalotay, Kalotay Analytics

Tuesday, March 9th @ 11:00-12:30 PM (ONLINE)

Optimal Tax-loss Harvesting of Municipal Bonds

Andrew Kalotay, Kalotay Analytics

SEM217: Michael Ohlrogge (New York University), Mike Klausner (Stanford University), and Emily Ruan (Stanford University)

Tuesday, March 2nd @11:00-12:30 PM (ONLINE)

A Sober Look at SPACs

Michael Ohlrogge (New York University), Mike Klausner (Stanford University), and Emily Ruan (Stanford University)

SEM217: Petter Kolm, New York University

Tuesday, February 16th @ 11:00-12:30 PM (ONLINE)

Greedy online classification of persistent market states using realized intraday volatility features

Petter Kolm, New York University