Archives for CORE

Randomized Algorithms for Convex Optimization Sebastian STICH, CORE, Université catholique de Louvain In the last years, randomized optimization algorithms, and especially coordinate descent methods attracted more and more attention in the optimization community. These methods often...

As part of CORE’s 50th Anniversary celebrations, Profs. Philippe CHEVALIER and Paul Belleflamme (CORE) organized a CORE Nobel Talk on "Moral Reasoning, Markets and Organizations" with Prof. Jean TIROLE (TSE). The seminar was held on October 18, 11:30 a.m. at UCL. Prof. Jean Tirole Jean...

Estimating Risk Premia Using Large Cross-Sections Paolo ZAFFARONI, Imperial College, London Tens of thousands of stocks are traded every day in financial markets, providing an extremely rich information set to validate and estimate asset pricing models. At the same time, it is convenient...

The Existence and Persistence of Liquidity Effects: Evidence From a Large-scale Historical Natural Experiment Nuno Palma (European University Institute and University of Groningen) The discovery of mines of precious metals in Central and South America led to a massive exogenous monetary...