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]