Seminars for 2017-2018

Unless otherwise specified, seminars are held on Thursdays in the Stevanovich Center Library, 5727 S University Ave, Chicago, IL.

October 19, 2017 - 11:00 am to noon

Yingying Li

Departments of Finance and ISOM, Hong Kong University of Science and Technology

Approaching Mean-Variance Efficiency for Large Portfolios


November 9, 2017 - 11:00 am to noon

Peter Carr

Department of Finance and Risk Engineering, Tandon School of Engineering, New York University

Valgebra


December 7, 2017 - 11:00 am to noon

Simone Lenzu

Department of Economics, The University of Chicago

Do Marginal Products Differ from User Costs? Micro-Level Evidence from Italian Firms

Link to paper


January 4, 2018 - 11:00 am-noon

E.J. Reedy

Polsky Center for Entrepreneurship and Innovation, The University of Chicago

An Introduction to Entrepreneurial Resources at the University

The Polsky Center is an accelerator program based at the University of Chicago. This orientation is particularly recommended for faculty and students who wish to turn part of their research into a business.


January 11, 2018 - 11:30 am-12:30 pm

Victor DeMiguel

London Business School

A Portfolio Perspective on the Multitude of Firm Characteristics


February 1, 2018 - 11:30am-12:30pm

Willem van Vliet

Department of Economics and Booth School of Business, University of Chicago

Estimating Bank Interconnectedness from Market Data


February 15, 2018 - 11:30am-12:30pm 
Stevanovich Center, 5727 S University Ave, MS 112

Markus Reiß

Institut für Matematik, Humoldt-Universität zu Berlin

Volatility estimation under one-sided errors with applications to limit order books (joint with M. Bibinger, M. Jirak)


February 22, 2018 - 11:30am-12:30pm
Stevanovich Center, 5727 S University Ave, MS 112

Markus Pelger

Department of Management Science and Engineering, Stanford University

Estimating Latent Asset-Pricing Factors


March 1, 2018 - 11:30am-12:30pm
Stevanovich Center, 5727 S University Ave, MS 112

Di Andrew Wu

Stephen M. Ross School of Business, University of Michigan


March 8, 2018 -  11:30am-12:30pm
Stevanovich Center, 5727 S University Ave, MS 112

Noureddine El Karoui

Department of Statistics, University of California, Berkeley


March 29, 2018  -  11:00 am to noon
Stevanovich Center, 5727 S University Ave, MS 112

Anders Kock

Department of Mathematical Sciences, Aarhus University

Power in high-dimensional testing problems


April 5, 2018  -  11:00 am to noon
Stevanovich Center, 5727 S University Ave, MS 112

Gustavo Schwenkler

Questrom School of Business, Boston University

Long-run Risk or Disasters? New Evidence from an efficient Estimation Method for Multivariate Jump-diffusions


April 12, 2018 - 11am to noon
Stevanovich Center, 5727 S University Ave, MS 112

Olivier Scaillet

Geneva Finance Research Institute, University of Geneva, and Swiss Finance Institute

Time-Varying Risk Premia in Large International Equity Markets


April 26, 2018 - 11 am to noon
Stevanovich Center, 5727 S University Ave, MS 112

Kay Giesecke

Department of Management Science and Engineering, Stanford University

Deep Learning for House Price Risk


PAST ACADEMIC YEARS SEMINARS

2014 - 2015
2013 - 2014
2012 - 2013
2011 - 2012
2010 - 2011
2009 - 2010
2008 - 2009
2007 - 2008
2006 - 2007