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Invited Academic Seminars

Yale (2021), Boston College (2021), Boston University (2021), Rice (2021), Universities of Houston (2021), Florida (2021), and Georgia (2021), Tulane (2021), HEC Paris (2021), Copenhagen (2021), HKUST (2021), Virginia Tech (2022), Baruch (2022), Indian School of Business (2021), and National University of Singapore (2021) 

Industry Seminars

Point 72 (Cubist Systematic Strategies, 2023), HPE Data Science Institute (2022), Millennium Management (2023, 2024)

Conference Presentations 

  1. Western Finance Association Annual Meetings: 2020

  2. ASSA Annual Meetings: 2022

  3. European Finance Association Annual Meetings: 2019

  4.  Northern Finance Association Annual Meetings: 2018, 2021

  5. University of Chicago, Machine Learning and New Empirical Asset Pricing: 2018

  6. European Econometric Society Annual Meetings: 2018

  7. Society for Financial Econometrics Annual Meetings: 2018, 2022

  8. Financial Management Association Annual Meetings: 2021

  9. King's College London Computational Finance Meetings: 2021

  10. Hong Kong Conference for Fintech, AI, and Machine Learning in Business: 2023

  11. Auckland Finance Meeting: 2022

  12. Eastern Finance Association: 2023

Conference Discussions 

When to introduce electronic trading platforms in over-the counter markets?  by Sebastian Vogel,

 1. European Finance Association 2019, 

Slides

2. Yale-SoFiE Machine Learning conference, 2021: Mispricing and uncertainty in international markets, by Mirela Sandulescu and Paul Schneider,

Slides

Margin requirements, risk taking, and multifactor models, by Akbas, Aym Jiang, and Koch,

3. FMA Meetings, 2019:

Slides

4. CIRF 2021: Asset prices when investors ignore discount rate dynamics, by Renxuan Wang,

Slides

5. FMA 2021: Momentum, reversal, and seasonality in option returns, by Christopher Jones, Mehdi Khorram, and Haitao Mo

Slides

6. FMA 2021: Have risk premia vanished, by Simon Smith and Allan Timmermann

Slides

7.FMA 2021: Negative returns on addition to S&P 500 index and positive returns on deletion? New evidence on attractiveness of S&P 500 vs. S&P 400 indexes, by Vijh and Wang

8. SFS Cavalcade  2022: Macroeconomic content of characteristics-based Asset Pricing Models, by Oleg Rytchkov and Xun Zhong, Slides

9.E(astern)FA 2023: Hedge Fund Performance Persistence in Real-Time, by Bollen, Joenvaara, and Kauppila, Slides

10.MFA 2023: Uncommon Factors for Bayesian Asset Clusters by Cong, Feng, He, and Li, Slides

11.WFA 2023: Machine-Learning the Skill of Mutual Fund Managers by Ron Kaniel, Zihan Lin, Markus Pelger, and Stijn Van Nieuwerburgh, Slides

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