Presentations
Investor Beliefs and Market Frictions
2022: Chicago Booth Brownbag Seminar
2023: University of Geneva
2023: Johns Hopkins Carey Business School
2023: Olin Business School
2023: Goizueta Business School
2023: UNC Kenan-Flagler Business School
2023: University of Zurich
2023: Rotman School of Management
2023: Imperial College Business School
2023: INSEAD
2023: The Desautels Faculty of Management
2023: Kellogg School of Management
2023: Carlson School of Management
2023: Questrom School of Business
2023: Western Finance Association Annual Conference
Global Factor Structure of Exchange Rates
2021: 2nd Frontiers of Factor Investing Conference, Lancaster, England (Virtual)
2021: Midwest Finance Association Annual Meeting (Virtual)
2021: Society for Economic Dynamics Annual Meeting, Minneapolis, USA (Virtual)
2020: NBER International Finance and Macroeconomics Meeting
2020: Econometric Society World Congress, Milan, Italy (Virtual)
2020: Paris December Finance Meeting, France (Virtual)
2020: 7th Asset Pricing workshop Centre for Applied Macro-Finance, York, England (Virtual)
2020: SFI Research days, Gherzensee, Switzerland (Virtual)
2020: University of Geneva (Virtual)
Smart Stochastic Discount Factors
2020: University of Geneva (Virtual)
2021: Econometric Research in Finance Workshop 2021, Warsaw, Poland (Virtual)
2021: 13th International Conference on Computational and Financial Econometrics, London, England (Virtual)
2020: XXI Workshop on Quantitative Finance, Naples, Italy
2019: Workshop on Big Data JRC, Ispra, Italy
2019: Annual Mathematical Finance Congress, Vienna, Austria
2019: OSE Lab, Chicago, USA
2019: SFI Research days Gherzensee, Switzerland
2019: 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