Seminars

Seminars 2017/2018

October 19, 2017
11:00 am to noon
Stevanovich Center, 5727 S University Ave, Library

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
Stevanovich Center, 5727 S University Ave, Library

Peter Carr

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

Valgebra



December 7, 2017
11:00 am to noon
Stevanovich Center, 5727 S University Ave, Library

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 11, 2018
11:30-12:30
Stevanovich Center, 5727 S University Ave, Library

Victor DeMiguel

London Business School



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

Willem van Vliet

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

Estimating Bank Interconnectedness from Market Data



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

Markus Reiß

Institut für Matematik, Humoldt-Universität zu Berlin



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

Di Andrew Wu

Stephen M. Ross School of Business, University of Michigan



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

Noureddine El Karoui

Department of Statistics, University of California, Berkeley



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
11 am 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



SEMINARS HELD PREVIOUSLY DURING THE 2016/2017 ACADEMIC YEAR

November 28, 2016
2:00-3:00pm
Stevanovich Center, 5727 S University Ave, Library

Yunzhi Hu

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

Recovery Dynamics: An Explanation from Bank Screening and Entrepreneur Entry

 



November 28, 2016
3:00-4:00pm
Stevanovich Center, 5727 S University Ave, Library

Paymon Khorrami

Department of Economics, University of Chicago

Trends in Productive Technology, Intermediation, and Inequality: A Long-term Macroeconomics Perspective