Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).
Identification of Factor Risk Premia
Maziar Mahdavi Kazemi1, Peter Hansen2
1Arizona State University; 2Purdue University
Discussant: Julian Thimme (Karlsruhe Institute of Technology)
Crypto Carry
Karamfil Todorov1, Maik Schmeling2, Andreas Schrimpf1
1Bank for International Settlements; 2Goethe University Frankfurt
Discussant: Shihao Yu (Columbia University)