Conference Agenda


Program and access to virtual conference

  • All times refer to Brussels/Milan (CEST/UTC+2).
  • Zoom links are visible to registered participants who are logged into the system.
  • Zoom links will be made available 5 min before a session starts. You may have to reload the page to view the links.
  • Check the time zones map.

Please note that all times are shown in the time zone of the conference. The current conference time is: 26th Sept 2021, 09:50:22am CEST

Zoom links will be made available 5 min before a session starts. You may have to reload the page to view the links.

 
 
Session Overview
Session
APE 01: Asset Pricing with Artificial Intelligence
Time:
Thursday, 26/Aug/2021:
1:30pm - 3:00pm

Session Chair: Markus Pelger, Stanford
Location: Stream 01

Show help for 'Increase or decrease the abstract text size'
Presentations
ID: 1722

Test Assets and Weak Factors

Stefano Giglio1, Dacheng Xiu2, Dake Zhang2

1Yale University, United States of America; 2Chicago Booth

Discussant: Andrea Tamoni (Rutgers Business School)

1722-APE-EFA2021-Test Assets and Weak Factors.pdf


ID: 1185

Forest through the Trees: Building Cross-Sections of Stock Returns

Svetlana Bryzgalova1, Markus Pelger2, Jason Zhu2

1London Business School, UK; 2Stanford, United States of America

Discussant: Andrew Patton (Duke University)

1185-APE-EFA2021-Forest through the Trees.pdf


ID: 656

(Re-)Imag(in)ing Price Trends

Jingwen Jiang1, Bryan Kelly2, Dacheng Xiu3

1University of Chicago; 2Yale University; 3University of Chicago

Discussant: Scott Murray (Georgia State University)

656-APE-EFA2021-(Re-)Imag(in)ing Price Trends.pdf


 
Contact and Legal Notice · Contact Address:
Privacy Statement · Conference: EFA 2021
Conference Software - ConfTool Pro 2.6.141+TC
© 2001 - 2021 by Dr. H. Weinreich, Hamburg, Germany