ABFR Webinar with Serhiy Kozak and Kerry Back
Автор: AI & Big Data in Finance Research Forum
Загружено: 2023-04-10
Просмотров: 899
Описание:
When Do Cross-sectional Asset Pricing Factors Span The Stochastic Discount Factor?
Presenter: Serhiy Kozak (University of Maryland)
Discussant: Kerry Back (Rice University)
Host: Andy Neuhierl (Washington University in St. Louis)
March 30th, 2023 12-1pm EST
00:00:00 Welcome remarks
00:01:40 Presentation
00:33:20 Discussion
00:48:17 Q&A
ABFR is an interdisciplinary community of scholars with an interest in the methodology, applications, and socioeconomic implications of AI and big data for a wide range of areas in economics and finance. The forum organizes monthly presentations and discussions of papers by the leading world experts in the area, followed by an informal general post-seminar discussion. The virtual talks take place on the last Thursday
of each month from 12-1pm EST. For more information about the seminar series, including registration, please visit our website:
https://www.abfr-forum.org
ABFR is organized by Maryam Farboodi, Serhiy Kozak, Andy Neuhierl, Markus Pelger, and Lea Stern. It is also supported by Svetlana Bryzgalova, Lin William Cong, and The Advisory Committee, which includes Kay Giesecke, Gerald Hoberg, Wei Jiang, Bryan Kelly, Stefan Nagel, Andrew Patton, and Laura Veldkamp. ABFR hosting institutions are the Cornell FinTech Initiative and the Stanford AFTLab.
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