SGF Conference 2026 Annual Meeting of the Swiss Society for Financial Market Research (SGF Conference)

March 27, 2026 | Zurich, Switzerland

JavaScript is Disabled
Your browser's JavaScript functionality is disabled. It has to be enabled to use this function of ConfTool.
Here you can find information on how to enable JavaScript
If you have any problems, please contact the organizers at sgf-conference@df.uzh.ch.

Conference Agenda

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).

Session Overview

Session

D3: Asset Pricing with Rich Information Sets

Time:

Friday, 27/Mar/2026:

2:00pm - 3:45pm

Location: Room "Venture"

Presentations

Text Is All You Need: Asset Pricing Without Returns

Christian Breitung

Technical University of Munich

Discussant: Thomas Dangl (Vienna University of Technology)

Beyond Carr–Madan: A Projection Approach to Risk-Neutral Moment Estimation

Tjeerd de Vries

HEC Paris

Discussant: Olivier Scaillet (University of Geneva and Swiss Finance Institute)

When Complexity Outpaces Factor Models: A Unified Theory for High-Dimensional Asset-Pricing Puzzles

Carter Davis¹, Alejandro Lopez Lira²

¹Ohio State University; ²University of Florida

Discussant: Patrick Gagliardini (Università della Svizzera italiana)