2025
“Machine Learning Mutual Fund Flows” by Jürg Fausch, Moreno Frigg, Stefan Ruenzi, Florian Weigert — FMA Consortium on Asset Management in Cambridge · Slides
2024
“Forecasting and Managing Correlation Risks” by Tim Bollerslev, Sophia Zhengzi Li, Yushan Tang — EFA annual meeting in Bratislava · Slides
2020
“Competition or Contagion? Evidence from Cryptocurrency Peers” by Gustavo Schwenkler and Hannan Zheng — SoFiE seminar series · Slides
2019
“Deep Learning in Asset Pricing” by Luyang Chen, Markus Pelger and Jason Zhu — LBS Summer Finance Symposium · Slides
“Real-time Portfolio Choice Implications of Asset Pricing Models” by Francisco Barillas and Jay Shanken — FMA Consortium of Factor Investing in Cambridge · Slides
2017
“Term Structure of Recession Probabilities and the Cross-Section of Asset Returns” by Ti Zhou — EFA annual meeting in Mannheim · Slides
2016
“Monetary Policy through Production Networks: Evidence from the Stock Market” by Ali Ozdagli and Michael Weber — EFA annual meeting in Oslo · Slides
2014
“Time-Varying Ambiguity and Asset Pricing Puzzles” by Zhan Shi — WFA annual meeting in Monterey · Slides