Sheraton, Krakow, Poland
Papers
Keynote address: Asset Pricing and Machine Learning
Stefan Nagel (University of Chicago)
Bond Risk Premia with Machine Learning
Daniele Bianchi (Queen Mary University of London)
Machine Learning Approaches for Equity Market Predictions
Dominik Wolff (Deka Investment)
Textual Factors and Finance Applications
Lin William Cong (Cornell University)
ESG Integration: Value, Growth and Momentum Risk Factors that Matter: Textual Analysis of Risk Disclosures for the Cross Section of Return
Alejandro Lopez Lira (University of Pennsylvania)
Climate Risk and Stock Returns using Textual Analysis
Eugenio Carnemolla (University of Lausanne)
The Costs and Benefits of Performance Fees in Mutual Funds
Henri Servaes (London Business School)
Deep Learning in Asset Pricing
Guanhao Feng (City University of Hong Kong)
Macro Factor Mimicking Portfolios
Emmanuel Jurczenko (Glion Institute of Higher Education)