CDAR Risk Seminar
1.06K subscribers
1:09:28
Baeho Kim, KUBS: Long-History PCA under Dynamic Factor Model with Weaker Loadings (23/4/2024)
CDAR Risk Seminar
187 views • 5 months ago
1:17:29
Markus Pelger, Stanford: Shrinking the Term Structure (16/4/2024)
CDAR Risk Seminar
241 views • 5 months ago
1:16:31
Shachar Kariv, UC Berkeley Economics: Ever Since Allais and Ellsberg (05/3/24)
CDAR Risk Seminar
133 views • 7 months ago
1:18:34
Alicia Montoya & Thomas Phillips, Swiss Re: Quantum Cities™ (27/2/24)
CDAR Risk Seminar
204 views • 7 months ago
1:08:28
Ruimeng Hu, UCSB: Directed Chain Generative Adversarial Networks (13/02/2024)
CDAR Risk Seminar
93 views • 8 months ago
1:17:41
Michael Bauer, FRB SF: The Effect of U.S. Climate Policy on Financial Markets (06/2/24)
CDAR Risk Seminar
140 views • 8 months ago
1:08:14
Zach Feinstein: Implied Volatility of the Constant Product Market Maker (30/1/24)
CDAR Risk Seminar
385 views • 8 months ago
1:10:28
Haim Bar, University of Connecticut: On Graphical Models and Convex Geometry (28/11/2023)
CDAR Risk Seminar
74 views • 10 months ago
1:18:32
Lynne Burks, One Concern: Resilience Analytics to Measure Physical Risk at Scale (7/11/2023)
CDAR Risk Seminar
66 views • 11 months ago
1:20:38
Samim Ghamami, U.S. SEC, DERA: Skin in the Game: Risk Analysis of Central Counterparties
CDAR Risk Seminar
94 views • 11 months ago
1:10:05
Baeho Kim, KUBS: Conditional Tail Sampling for General Marked Point Processes (24/10/2023)
CDAR Risk Seminar
58 views • 11 months ago
1:03:02
Alec Kercheval, FSU: Portfolio Selection via Strategy-Specific Eigenvector Shrinkage (17/10/2023)
CDAR Risk Seminar
172 views • 11 months ago
1:20:02
Robert Anderson, UC Berkeley & CDAR: General Equilibrium Theory for Climate Change (10/10/2023)
CDAR Risk Seminar
42 views • 1 year ago
56:14
Emmanouil Platanakis, University of Bath: When Bayes-Stein Meets Machine Learning (10/3/2023)
CDAR Risk Seminar
211 views • 1 year ago
1:11:24
Priya Donti, MIT: Optimization-in-the-loop ML for energy and climate (9/26/2023)
CDAR Risk Seminar
108 views • 1 year ago
1:13:32
Alex Shkolnik, UC Santa Barbara: On the Markowitz Enigma for Minimum Variance (9/19/2023)
CDAR Risk Seminar
256 views • 1 year ago
1:14:03
Shota Ishii, ProssimoTech: Optimizing Financial Supply Chains (9/12/2023)
CDAR Risk Seminar
188 views • 1 year ago
1:19:27
Martin Lettau, UC Berkeley: High-Dimensional Factor Models and the Factor Zoo (8/29/2023)
CDAR Risk Seminar
250 views • 1 year ago
1:17:37
Ben Davis, Paraport: Tax Loss Harvesting Optionality (4/25/2023)
CDAR Risk Seminar
54 views • 1 year ago
1:16:29
David Buckle: The dearth of active management affects market performance (4/18/2023)
CDAR Risk Seminar
65 views • 1 year ago
1:06:32
Youhong Lee, UC Santa Barbara: Regularized Estimators in High Dimensional PCA (11/4/2023)
CDAR Risk Seminar
137 views • 1 year ago
1:07:04
De Jong, Grenoble Ecole de Management: Portfolio Optimization in an Uncertain World (14/3/2023)
CDAR Risk Seminar
79 views • 1 year ago
1:14:55
Garvey, BlackRock: Industry Winners and Losers in a Lower-Carbon Economy (28/2/2023)
CDAR Risk Seminar
50 views • 1 year ago
1:00:03
Feinstein: Endogenous Network Valuation Adjustment and Systemic Term Structure (21/2/2023)
CDAR Risk Seminar
13 views • 1 year ago
1:19:41
William Zame, UCLA: Index Funds, Asset Prices and the Welfare of Investors (14/2/2023)
CDAR Risk Seminar
1K views • 1 year ago
1:23:36
Cenci, Blackstone: A causal approach to test empirical capital structure regularities (31/1/2023)
CDAR Risk Seminar
26 views • 1 year ago
1:00:49
Alec Kercheval, Florida State University: The James-Stein estimator for eigenvectors (10/4/2022)
CDAR Risk Seminar
749 views • 1 year ago
1:15:14
Jeff Bohn, One Concern: Valuing and insuring natural assets (10/11/2022)
CDAR Risk Seminar
62 views • 2 years ago
58:47
Xinyi Zhong, Yale: Empirical Bayes PCA in high dimensions (9/27/2022)
CDAR Risk Seminar
220 views • 2 years ago
1:11:16
Andrew Ang, BlackRock: Systematic Sustainable Alpha (9/13/2022)
CDAR Risk Seminar
1K views • 2 years ago
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