Fairmont Le Montreux Palace, Montreux, Switzerland
Papers
Replicating Anomalies
Lu Zhang (The Ohio State University, Fisher College of Business)
A Portfolio Perspective on the Multitude of Firm Characteristics
Victor DeMiguel * (London Business School) Alberto Martin-Utrera, Francisco J. Nogales and Raman Uppal
A Macro Risk-Based Approach to Alternative Risk Premia Allocation
Jérôme Teiletche * (Unigestion SA), Olivier Blin, Joan Lee and Florian Ielpo
p-hacking: Evidence from two million trading strategies
Amit Goyal* (University of Lausanne), Tarun Chordia and Alessio Saretto
Non-Myopic Betas (sponsored research)
Semyon Malamud * (Swiss Finance Institute) and Grigory Vilkov
Media Reinforcement in International Financial Markets
Ronnie Sadka (Boston College, Carroll School of Management)
Economic Momentum and Currency Returns
Magnus Dahlquist * (Stockholm School of Economics) and Henrik Hasseltoft
Currency Risk and Size, Value, and Momentum in International Stock returns (sponsored research)
Andrew Karolyi (Cornell University) and Ying Wu* (Stevens Institute of Technology)
Carry investing on the yield curve
Martin Martens *, Johan Duyvesteyn, Paul Beekhuizen and Casper Zomerdijk (Robeco)