Archives for LFIN

The 17th meeting of the Belgian Financial Research Forum (BFRF) will take place at the National Bank of Belgium in Brussels (Belgium) on April 20-21, 2023. This research forum will be jointly organized by Vrije Universiteit Brussel, Universiteit Gent, HEC-Liège, Katholieke Universiteit...

Sicong (Allen) Li, London Business School will give a presentation on Asset-Pricing Factors with Economic Targets Abstract: We propose a method to estimate latent asset-pricing factors that incorporates economically motivated targets for both cross-sectional and time-series...

Farah Mugrabi (UCLouvain) will give a presentation on Detecting and dating possibly distinct structural breaks in the covariance structure of financial assets Abstract: This paper aims to identify and date contagion by accounting for possibly distinct structural breaks among the...

Nestor Parolya, Delft University will give a presentation on Two is better than one: Regularized shrinkage of large minimum variance portfolios Abstract: In this paper we construct a shrinkage estimator of the global minimum variance (GMV) portfolio by a combination of two...