Discussions

Discussions

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]