Asset Pricing and Risk Premia

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

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Wage Growth and Equity Risk Premia

Robust q Theory

On ambiguity-seeking behavior in finance models with smooth ambiguity

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