Presentations
Investor Beliefs and Market Frictions
2023: Chicago Booth Brownbag Seminar, University of Geneva, Johns Hopkins Carey Business School, Olin Business School, Goizueta Business School, UNC Kenan-Flagler Business School, University of Zurich, Rotman School of Management, Imperial College Business School, INSEAD, The Desautels Faculty of Management, Kellogg School of Management, Carlson School of Management, Questrom School of Business, Western Finance Association Annual Conference
Global Factor Structure of Exchange Rates
2021: 2nd Frontiers of Factor Investing Conference, Lancaster, England (Virtual), Midwest Finance Association Annual Meeting (Virtual), Society for Economic Dynamics Annual Meeting, Minneapolis, USA (Virtual)
2020: NBER International Finance and Macroeconomics Meeting, Econometric Society World Congress, Milan, Italy (Virtual), Paris December Finance Meeting, France (Virtual), 7th Asset Pricing Workshop Centre for Applied Macro-Finance, York, England (Virtual), SFI Research days, Gherzensee, Switzerland (Virtual), University of Geneva (Virtual)
Smart Stochastic Discount Factors
2021: Econometric Research in Finance Workshop 2021, Warsaw, Poland (Virtual), 13th International Conference on Computational and Financial Econometrics, London, England (Virtual)
2020: University of Geneva (Virtual), XXI Workshop on Quantitative Finance, Naples, Italy
2019: Workshop on Big Data JRC, Ispra, Italy, Annual Mathematical Finance Congress, Vienna, Austria, OSE Lab, Chicago, USA, SFI Research days Gherzensee, Switzerland; Annual SoFiE Conference, Shanghai, China
Discussions
2021: A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection by G. Connor, S. Li and O. Linton @ ERFIN 2021
2020: A High-Dimensional Realized Covariance Dynamic Factor Model: Analysis, Estimation and Forecasting by G. Buccheri and S. J. Koopman @ QFW2020
2020: International Yield Co-Movements by G. Bekaert and A. Ermolov @ Paris Finance Meeting
2020: Deep Learning for Asset Bubbles Detection by O. Bashchenko and A. Marshal @ SFI research days
2019: Deep equilibrium nets by M. Azinovic, L. Gaegauf, S. Scheidegger @ SFI research days