Archives for LFIN
June 26, 2023
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 From 20 to 23/06/2023
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 June 16, 2023
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 June 02, 2023
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 May 26, 2023
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....
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