Talks

Factor Chasing and the Cross-Country Factor Momentum Anomaly
3rd Financial Economics Meeting (Paris, France)
Last updated on 2022-08-04
Factor Chasing and the Cross-Country Factor Momentum Anomaly
Factor Chasing and the Cross-Country Factor Momentum Anomaly
3rd Frontiers of Factor Investing Conference 2022 (Lancaster, UK)
Last updated on 2022-08-04
Factor Chasing and the Cross-Country Factor Momentum Anomaly
Too much information: When reducing the informational content of input parameters yields better portfolios
Finance Seminar, University of Neuchâtel (invited, Switzerland)
Last updated on 2022-08-03
Parameter Uncertainty, Financial Turbulence and Aggregate Stock Return
Research Colloquium, University of Konstanz (invited, Germany)
Last updated on 2022-08-03
Portfolio Rules and Factor Premia under Ambiguity
9th Conference on Mathematical and Statistical Methods for Actuarial Sciences and Finance 2020 (Geneva, Switzerland)
Last updated on 2020-12-10
The Price of Populism: Financial Market Outcomes of Populist Electoral Success
24th International Conference on Macroeconomic Analysis & International Finance 2020 (Rethymno, Crete)
Last updated on 2020-12-10
Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns
19th Cologne Colloquium on Financial Markets 2020 (Cologne, Germany)
Last updated on 2020-12-09
Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns
2nd Frontiers of Factor Investing Conference 2020 (Lancaster, UK)
Last updated on 2020-12-09
Turbulence in the Cross-Section: Predicting Factor Premia
INFINITI Conference 2019 (Glasgow, Scotland)
Last updated on 2020-12-09
Political Populism and Financial Markets
Annual Meeting of the European Public Choice Society 2019 (Jerusalem, Israel)
Last updated on 2020-12-09
Slides