Discussions

“Machine Learning Mutual Fund Flows” by Jürg Fausch, Moreno Frigg, Stefan Ruenzi, Florian Weigert

2025 FMA Consortium on Asset Management in Cambridge

[Slides]  

“Forecasting and Managing Correlation Risks” by Tim Bollerslev, Sophia Zhengzi Li, Yushan Tang

2024 EFA annual meeting in Bratislava

[Slides]  

“Competition or Contagion? Evidence from Cryptocurrency Peers” by Gustavo Schwenkler and Hannan Zheng

2020 SoFiE seminar series

[Slides]  

“Deep Learning in Asset Pricing” by Luyang Chen, Markus Pelger and Jason Zhu

2019 LBS Summer Finance Symposium

[Slides]  

“Real-time Portfolio Choice Implications of Asset Pricing Models” by Francisco Barillas and Jay Shanken

2019 FMA Consortium of Factor Investing in Cambridge

[Slides]  

“Term Structure of Recession Probabilities and the Cross-Section of Asset Returns” by Ti Zhou

2017 annual meeting of the European Finance Association in Mannheim

[Slides]  

“Monetary Policy through Production Networks: Evidence from the Stock Market” by Ali Ozdagli and Michael Weber

2016 annual meeting of the European Finance Association in Oslo

[Slides] 

“Time-Varying Ambiguity and Asset Pricing Puzzles” by Zhan Shi

2014 annual meeting of the Western Finance Association in Monterey

[Slides]