For those who were unable to attend, we compiled the key takeaways of the webinar featuring professor Ralph Koijen, AQR Capital Management Distinguished Service Professor of Finance and Fama Faculty [...]
Professor Ralph Koijen will give a presentation on “Inelastic markets and asset demand systems”. Introduction Many questions of interest to the asset management industry, policymakers, and academics are “quantity questions.” [...]
For those who were unable to attend, we compiled the key takeaways of the webinar featuring Professor Lasse Heje Pedersen from the Copenhagen Business School, NYU and principal at AQR. [...]
For those who were unable to attend, we compiled the key takeaways of the webinar featuring Professor Pierre Collin-Dufresne from the Swiss Finance Institute of the École Polytechnique Fédérale de [...]
Professor Collin-Dufresne will be presenting his paper “Liquidity regimes and optimal dynamic asset allocation”. Introduction The paper was published in the Journal of Financial Economics and [...]
For those who were unable to attend, we compiled the key takeaways of the webinar featuring professor Yakov Amihud from the Stern School of Business, New York University. Professor Amihud’s [...]
Professor Yakov Amihud will be presenting his paper ‘Illiquidity and Stock Returns: A Revisit’. Introduction In 2002 Yakov Amihud published the paper “Illiquidity and stock returns: cross-section and time-series effect”. [...]
For those who were unable to attend, we compiled the key takeaways of the presentation given by Dr. Benjamin Hübel. His research aims to answer if credit markets incorporate ESG [...]
Benjamin Hübel will be presenting his research “ESG and Corporate Credit Spreads”. Research abstract The researchers investigate the implications of environmental, social and governance (ESG) practices of firms for the pricing of [...]
Wednesday 2 June 2021 In case you missed it – ‘Income-hedging motives of market participation’ Seminar For those who were unable to attend, we compiled the key takeaways of [...]
Giovanna Nicodano (University of Torino) will present her research ‘The Income-hedging motive of stock market participation’. Research abstractLife-cycle theory implies that the correlation between Permanent Income (PI) shocks to earnings [...]
For those who were unable to attend, we compiled the key takeaways of the webinar featuring professor Ludovic Phalippou of the University of Oxford Saïd Business School. Phalippou’s research focuses [...]
