Archives for LFIN
November 25, 2022
Event
LFIN Seminar
Jean-Bernard Chatelain (Paris school of Economics)
will give a presentation on
Persistence-Dependent Optimal Policy Rules
Abstract:
A policy target (for example inflation) may depend on exogenous cost-push shocks with different degrees of persistence, including non-stationary...
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October 07, 2022
events
LFIN Seminar
Name : Raymond Kan
Affiliation : Rotman School of Management, University of Toronto
Title : In-sample and Out-of-sample Sharpe Ratios of Multi-factor Asset Pricing Models
Abstract : For many multi-factor asset pricing models proposed in the recent literature, their implied tangency...
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November 22, 2019
Finance Seminar
Finance Seminar: Jean-Baptiste Hasse
TBA
Jean-Baptiste HASSE, AMSE/GREQAM, Aix-Marseille University
Click to know more November 14, 2019
Financial Seminar
Finance Seminar: Joseph Stiglitz
You are kindly invited to the Seminar in Financial Research co-organised by the National Bank of Belgium and the Belgian universities (KU Leuven, UA, UCL, UGent, ULB, ULg, UMons, UNamur, USaint- Louis, Vlerick and VUB)
Bail-ins and Bail-outs: Incentives, Connectivity and Systemic Stability...
Click to know more November 08, 2019
Finance Seminar
Finance Seminar: Victor DeMiguel
Crowding and Trading Diversification in Factor Investing
Victor DeMiguel, London Business School
Abstract: The growing number of institutions exploiting smart-beta strategies raises concerns that crowding may increase price-impact costs and thus erode their pro ts. We identify a mechanism,...
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