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Home » Events » Autumn Seminar 2017, Montreux

Autumn Seminar 2017, Montreux

8 October 2017 - 10 October 2017

Fairmont Le Montreux Palace, Montreux, Switzerland

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Papers


Replicating Anomalies

Lu Zhang (The Ohio State University, Fisher College of Business)

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A Portfolio Perspective on the Multitude of Firm Characteristics

Victor DeMiguel * (London Business School) Alberto Martin-Utrera, Francisco J. Nogales and Raman Uppal

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A Macro Risk-Based Approach to Alternative Risk Premia Allocation

Jérôme Teiletche * (Unigestion SA), Olivier Blin, Joan Lee and Florian Ielpo

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p-hacking: Evidence from two million trading strategies

Amit Goyal* (University of Lausanne), Tarun Chordia and Alessio Saretto

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Non-Myopic Betas (sponsored research)

Semyon Malamud * (Swiss Finance Institute) and Grigory Vilkov

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Media Reinforcement in International Financial Markets

Ronnie Sadka (Boston College, Carroll School of Management)

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Economic Momentum and Currency Returns

Magnus Dahlquist * (Stockholm School of Economics) and Henrik Hasseltoft

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Currency Risk and Size, Value, and Momentum in International Stock returns (sponsored research)

Andrew Karolyi (Cornell University) and Ying Wu* (Stevens Institute of Technology)

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Carry investing on the yield curve

Martin Martens *, Johan Duyvesteyn, Paul Beekhuizen and Casper Zomerdijk (Robeco)

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  • About
    • About Inquire Europe
    • Our Board
    • Committees
    • Honorary members
    • Sister organisations
    • CQA
  • News
  • Membership
    • Membership
    • Our members
    • Membership fee
    • Registration form
    • Young Professionals Program
    • Guest program
  • Seminars / Webinars
    • Seminars / Webinars
    • Future seminars
    • Previous seminars
  • Research
    • Research
    • Call for research proposals
    • Research Published in Top Finance Journals
    • Finished research projects
    • Projects under development
  • Awards
  • Contact