Presentations
Asymmetric Violations of the Spanning Hypothesis
- IAAE Annual Meeting 2024 - Thessaloniki, Greece
- SoFiE 2024 Annual Meeting - Puc-Rio, Brazil
- Midwest Macro 2024 - Richmond, VA - this is a 30 minute version;
- Fields Institute Machine Learning in Finance 2024 - Toronto, Canada - this is a short version, 10-15 minute summary;
- International Workshop on Financial Econometrics 2023 - Bahia, Brazil - this is a poster version of this paper;
How much unspanned volatility can different shocks explain?
- SBFin Meeting 2024 - Curitiba, Brazil - this is a ~45-minute version
Subjective Beliefs, Disagreement, and Market Return Predictability
- SBFin Meeting 2024 - Curitiba, Brazil - this is a ~25-minute version
Intraday Cross-Sectional Distribution of Systematic Risk
Other slides coming soon!