Events

Klaas Mulier (UGent) give a presentation on : The poor, the rich, and the credit channel of monetary policy. Abstract : Monetary policy can have contrasting effects on economic inequality via distinct channels. We examine an effect working via the credit channel, whereby monetary policy induces heterogeneous access to credit for business owners based on their wealth.

Vali Asimit (Bayes Business School) give a presentation on : Risk Budgeting under General Risk Measures. Abstract : We provide an ample characterization for Risk Budgeting/Parity portfolios with general convex and homogeneous risk preferences for long-only portfolios, as well as for long-short portfolios.