Speaker(s) | Type | Length | Chair | ||
---|---|---|---|---|---|
Hanlin Yang Paulo Maio Qian Qi Dmitry Makarov | Parallel |
|
10:00 |
120
mins |
Dmitry Makarov
|
Papers
(Listed in order of speakers above)
Decomposing Factor Momentum
Read paperWage Growth and Equity Risk Premia
Robust q Theory
On ambiguity-seeking behavior in finance models with smooth ambiguity
Read paper