Archives for LFIN

Event

LFIN Seminar David Ardia

David Ardia (HEC Montréal) will give a presentation on Is it Alpha or Beta? Decomposing Hedge Fund Returns When Models are Misspecified Abstract: The decomposition of hedge fund returns is hampered by model misspecification. To address this issue, we develop a novel approach to...
Click to know more
Event

SoFiE European Summer School

This four-day summer school will cover empirical macro-finance research on monetary policy and the yield curve. The course starts with an overview of different approaches to model the behavior of monetary policy, the term structure of interest rates, and the interactions between the two. The...
Click to know more
Event

LFIN Seminaire

Gunther Capelle-Blancard (Université Paris 1) will give a presentation on Does it pay to be gender-friendly? Evidence from Portfolio Strategies Abstract : In this study, we examine whether gender-based investment strategies have an impact on financial performance. We consider all...
Click to know more
Event

LFIN Seminar

Beibei Yan (Shanghai University) will give a presentation on Value-relevance of crowdfunding risk factors topology: A topic modeling approach  
Click to know more
Event

LFIN Seminar

Sophie Moinas will give a presentation on Intermittent power generation and risk premia on electricity futures markets Abstract: We investigate the hidden financial costs of the increase in the share of intermittent renewable power generation in the electricity production mix....
Click to know more