Archives Séminaires 2023
Louvain Finance Seminar
Paolo Giudici (University of Pavia)
SAFE Artificial Intelligence in Finance
March 10 | 13:00 | MORE 57
Nabil Bouamara (LFIN)
Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications
March 17 | 13:00 | Doyen 21
Nestor Parolya (Delft University)
Two is better than one: Regularized shrinkage of large minimum variance portfolios
March 24 | 13:00 | More 55
Farah Mugrabi (UCLouvain)
Detecting and dating possibly distinct structural breaks in the covariance structure of financial assets
April 07 | 11:00 | Doyen 22
Sicong (Allen) Li (London Business School)
Asset-Pricing Factors with Economic Targets
April 14 | 11:00 | Doyen 22
Wolfgang Lemke (European Central Bank)
Natural rate chimera and bond pricing reality
May 05 | 11:00 | LIDAM D.251
Arturo Leccadito (University of Calabria)
Predictive identification robust confidence sets with application to tail risk measures
May 19 | 11:00 | LIDAM D.251
Sophie Moinas (Université de Toulouse)
Intermittent power generation and risk premia on electricity futures markets
May 26 | 11:00 | LIDAM D.251
Beibei Yan (Shanghai University)
Value-relevance of crowdfunding risk factors topology: A topic modeling approach
June 02 | 11:00 | Doyen 21
Gunther Capelle-Blancard (Université Paris 1 Panthéon-Sorbonne)
Does it pay to be gender-friendly? Evidence from Portfolio Strategies
June 16 | 11:00 | LIDAM D.251
David Ardia (HEC Montréal)
Is it Alpha or Beta? Decomposing Hedge Fund Returns When Models are Misspecified
June 26 | 12:00 | LIDAM D.251
Eva Lütkebohmert-Holtz (Universität Freiburg)
Deep Learning Name Concentration Risk for Portfolios of Multilateral Development Banks
July 07 | 11:00 | ONLINE
Alex Shestopaloff
(Queen Mary University of London & Memorial University of Newfoundland)
Robust Detection of Lead-Lag Relationships in Lagged Multi-Factor Modelst
November 10 | 11:00 | LIDAM D.251
Vasyl Golosnoy (Ruhr Universitat Bochum)
A Simple Powerful Test for Global Minimum Variance Portfolio Weights
November 17 | 11:00 | LIDAM D251
Bert Willems (CORE)
Electricity Forward Premium: Renewable Integration and Skewness Preference
November 24 | 11:00 | LIDAM D.251
Raffaella Calabrese (Edinburgh Business School)
Climate stress-testing for mortgage default probability
December 01 | 11:00 | LIDAM D.251
Alex Shestopaloff
(Queen Mary University of London & Memorial University of Newfoundland)
Robust Detection of Lead-Lag Relationships in Lagged Multi-Factor Models
December 15 | 11:00 | LIDAM D.251
Joint ISBA-LFIN Seminar
Tiziano Bellini (Prometeia)
Model Risk Quantification in Commercial Banking: A Statistical Framework
May 12 | 11:00 | TBA