- May 28, 12:15 pm - 1:30 pm
Edgard PREUGSCHAT (Dortmunt University) – “Low Homeownership in Germany- A Quantitative Exploration”
Time: 12:15pm – 13:30 pm Date: 28th of May 2018 Place: Room 3001 Edgard PREUGSCHAT (Dortmunt University) – “Low Homeownership in Germany- A Quantitative Exploration” Abstract : The homeownership rate in Germany is one of the lowest among advanced economies. To better understand this fact, we analyze the role of three specific policies which discourage homeownership
- May 29, 12:15 pm - 1:30 pm
Brit GROSSKOPF (University of Exeter) – “More Meat for Boys: Evidence of Gender Based Statistical Discrimination in British Carvery Restaurants “
The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 29th of May 2018 Place: Room 3001. Brit GROSSKOPF (University of Exeter) – “More Meat for Boys: Evidence of Gender Based Statistical Discrimination in British Carvery Restaurants ” Abstract: We present a natural field experiment designed to examine price discrimination in British carvery
- May 30, 12:15 pm - 1:30 pm
Simon ANDERSON (University of Virginia) – “Demand for privacy, selling consumer information, and consumer hiding vs. opt-out” joint with N. Larson, M. Sanchez, and A. Urbano
The Microeconomics Seminar: Every Wednesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 30th of May 2018 Place: Room 3001. Simon ANDERSON (University of Virginia) – “Demand for privacy, selling consumer information, and consumer hiding vs. opt-out” joint with N. Larson, M. Sanchez, and A. Urbano Abstract: We consider consumers choosing whether to
- May 31, 2:00 am - 3:30 pm
Jennifer LA’O (Columbia University) – “Optimal Monetary Policy with Informational Frictions”
The Malinvaud-Adres Seminars: Every Thursday at 2:00 pm Time: 2:00 pm – 3:30 pm Date: May 31th, 2018 Place: Room 3001 Jennifer LA’O (Columbia University) – “Optimal Monetary Policy with Informational Frictions” Abstract: This paper studies optimal policy in a business-cycle setting in which firms hold dispersed private information about the state of the economy, or have
- May 31, 12:30 pm - 1:30 pm
Emilie Sartre (CREST-ENSAE) – “Financial Crisis and Electoral Effects: Evidence from French Municipalities”
The PhD Economics Seminar: Every Thursday at 12:30 pm. Time: 12:30 pm – 1:30 pm Date: 31st of May 2018 Place: Room 3001. Emilie Sartre (CREST-ENSAE) – “Financial Crisis and Electoral Effects: Evidence from French Municipalities” Abstract: TBA Organizers: Antoine Bertheau (CREST – ENSAE), Clémence Lenoir (CREST – ENSAE) & Alicia Marguerie (CREST – Polytechnique) Sponsors:
- June 4, 12:15 pm - 1:30 pm
Sumiya KAZUHIKO – “T.B.A.”
Time: 12:15pm – 13:30 pm Date: 04th of June 2018 Place: Room 3001 Sumiya KAZUHIKO – “T.B.A.” Abstract : T.B.A.
- June 5, 12:15 pm - 1:15 pm
Claire Montialoux (CREST) – “Minimum Wages and Racial Inequality”, joint work with Ellora Derenoncourt (Harvard)
The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:15 pm Date: 5th of June 2018 Place: Room 3001. Claire Montialoux (CREST) – “Minimum Wages and Racial Inequality”, joint work with Ellora Derenoncourt (Harvard) Abstract: Racial earnings gaps fell dramatically in the late 1960s. We study the contribution of the federal minimum
- June 6, 12:15 pm - 1:30 pm
Julien MONARDO (CREST) – “Demand Models for Differentiated Products with Complementarity and Substitutability” joint with M. Fosgerau and A. de Palma
The Microeconomics Seminar: Every Wednesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 06th of June 2018 Place: Room 3001. Julien MONARDO (CREST) – “Demand Models for Differentiated Products with Complementarity and Substitutability” joint with M. Fosgerau and A. de Palma Abstract: We develop a class of demand models for differentiated products based
- June 7, 12:30 pm - 1:30 pm
Fabien Perez (CREST-ENSAE) – “Self-Selection into Strategic Environments”
The PhD Economics Seminar: Every Thursday at 12:30 pm. Time: 12:30 pm – 1:30 pm Date: 7th of June 2018 Place: Room 3001. Fabien Perez (CREST-ENSAE) – “Self-Selection into Strategic Environments” Abstract: TBA Organizers: Antoine Bertheau (CREST – ENSAE), Clémence Lenoir (CREST – ENSAE) & Alicia Marguerie (CREST – Polytechnique) Sponsors: CREST Lunch registration: TBA
- June 11, 12:15 pm - 1:30 pm
Tomasz MICHALSKI (HEC) “T.B.A.”
Time: 12:15pm – 13:30 pm Date: 11th of June 2018 Place: Room 3001 Tomasz MICHALSKI (HEC) – “T.B.A.” Abstract : T.B.A.
- June 12, 12:15 pm - 1:30 pm
Alex TETENOV (University of Bristol) – “TBA”
The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 12th of June 2018 Place: Room 3001. Alex TETENOV (University of Bristol) – “TBA” Abstract: Organizers: Laurent DAVEZIES (Laboratoire de Microéconométrie-CREST) Arne UHLENDORFF (Laboratoire de Microéconométrie-CREST) Sponsors: CREST
- June 19, 12:15 pm - 1:30 pm
Lorenz GOETTE (University of Bonn) – “TBA”
The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 19th of June 2018 Place: Room 3001. Lorenz GOETTE (University of Bonn) – “TBA” Abstract: Organizers: Laurent DAVEZIES (Laboratoire de Microéconométrie-CREST) Arne UHLENDORFF (Laboratoire de Microéconométrie-CREST) Sponsors: CREST
- June 20, 12:15 pm - 1:30 pm
Glenn ELLISON (MIT) – “The Efficiency of Race-Neutral Alternatives to Race-Based Affirmative Action: Evidence from Chicago’s Exam Schools” joint with Parag A. Pathaky
The Microeconomics Seminar: Every Wednesday at 12:15 pm (exceptionally on Friday). Time: 12:15 pm – 1:30 pm Date:20th of June 2018 Place: Room 3001. Glenn ELLISON (MIT) – “The Efficiency of Race-Neutral Alternatives to Race-Based Affirmative Action: Evidence from Chicago’s Exam Schools” joint with Parag A. Pathaky Abstract: Several public K-12 and university systems have
- May 24, 2:00 pm - 3:30 pm
Allan DRAZEN (University of Maryland) – “Intrinsic versus Instrumental Reciprocity in Elections”
- May 24, 12:30 pm - 1:30 pm
Paul Beaumont (CREST-INSEE) – “TBA”
- May 23, 12:15 pm - 1:30 pm
Roxana FERNANDEZ (CREST) – “Patent Portfolio Choices: An Empirical Analysis of the U.S. Semiconductor Industry”
- May 22, 12:15 pm - 1:15 pm
Xavier d’Haultfoeuille (CREST-ENSAE) – “Two-way fixed effects estimators with heterogeneous treatment effects”, joint work with Clément de Chaisemartin (UCSB)
- May 18, 12:15 pm - 1:30 pm
Massimo MORELLI (Bocconi University) – “From Weber to Kafka: Political Instability and the Rise of an Inefficient Bureaucracy” joint with Gabriele Gratton, Luigi Guiso and Claudio Michelacci
- May 17, 12:30 pm - 1:30 pm
Anaïs Goburdhun (CREST-Polytechnique) – “Risk correlation of tropical storm risks in the South Pacific islands” and “A stastistical crop emulator for 8 crops at the grid-cell level”
- May 16, 12:15 pm - 1:30 pm
Salvatore PICCOLO (University of Bergamo) – “Endogenous Retail Network” joint with Marco Pagnozzi and Markus Reisinger
- May 14, 12:15 pm - 1:30 pm
Lorenzo CALIENDO (Yale) – “Goods and Factor Market Integration: A Quantitative Assessment of the EU Enlargement”
- May 4, 12:15 pm - 1:30 pm
Bård HARSTAD (University of Oslo) – “Pledge-and-Review Bargaining”
- May 3, 12:30 pm - 1:30 pm
Préparation Conférence de l’AFSE (Ivan Ouss et Clémence Lenoir)
- May 2, 12:15 pm - 1:30 pm
Émeric HENRY (Sciences Po) – “Approval Regulation, Liability and Withdrawal: Balancing Ex Ante Experimentation and Ex Post Learning” joint with Marco Loseto and Marc Ottaviani
- April 26, 12:30 pm - 1:30 pm
Préparation Conférence de l’AFSE (Reda Aboutajdine)
- April 24, 12:15 pm - 1:15 pm
Tomas Jagelka (Crest-Polytechnique) – “Separating Economists’ Preferences and Psychologists’ Personality Traits”
- April 19, 12:30 pm - 1:30 pm
Laila Aït Bihi Ouali (GREQAM-AMSE) – “Top income tax evasion and preferences for redistribution – Evidence from the Panama Papers”
- April 13, 12:15 pm - 1:30 pm
[Environment session] Hélène OLLIVIER (PSE) – “Trade-Induced Spillovers from Natural Disasters” joint with Geoffrey Barrows & Raphael Calel
- April 12, 12:30 pm - 1:30 pm
Aicha Ben Dhia (MIT) – “Improving vocational training for jobseekers: the impact of information and competition on training provider effectiveness.” joint with Louise Paul-Delvaux (Harvard)
- April 11, 4:00 pm - 5:30 pm
Esther DUFLO (MIT; NBER; J-PAL) – “Using gossips to spread information: Theory and Evidence from Two Randomized Controlled Trials ” joint with Abhijit BANERJEE, Arun G. CHANDRASEKHAR and Matthew O. JACKSON
- April 11, 12:15 pm - 1:30 pm
Clémence TRICAUD (CREST) – “Rankings matter even when they shouldn’t: bandwagon effects in two-round elections” joint with Vincent Pons
- April 10, 12:15 pm - 1:15 pm
José De Sousa (RITM-U. Paris-Sud) – “Trickle Down Affirmative Action: A Case Study in Chess”, joint with Muriel Niederle (Stanford)
- April 9, 12:15 pm - 1:30 pm
Léonardo MARTINEZ (IMF ) – “Fiscal Rules and the Sovereign Default Premium”, joint with Juan Carlos Hatchondo and Francisco Roch.
- April 6, 12:00 pm - 1:15 pm
Environment session – Timo GOESCHL (Universität Heidelberg) – “Cold Case: The forensic economics of energy efficiency labels on domestic refrigeration appliances”
- April 5, 2:00 pm - 3:30 pm
Pierpaolo BENIGNO (LUISS and EIEF) – “Private Money Creation and Equilibrium Liquidity” joint with Roberto ROBATTO
- April 4, 12:15 pm - 1:30 pm
Nobuyuki HANAKI (Nice Sophia Antipolis University) – “A Quantitative Easing Experiment” joint with A. Penalver, E. Akiyama, Y. Funaki, R. Ishikawa
- April 3, 12:15 pm - 1:30 pm
Caterina CALSAMIGLIA (CEMFI-Barcelona GSE) – “Structural Estimation of a Model of School Choices : the Boston Mechanism vs. Its Alternatives “
- March 30, 12:15 pm - 1:30 pm
Facundo PIGUILLEM (Einaudi Institute for Economics and Finance) – “Fiscal Rules as Bargaining Chips” joint with Alessandro Riboni
- March 29, 12:30 pm - 1:30 pm
Gwen-Jiro Clochard (CREST-Polytechnique) – “Africa’s Growth Tragedy: 20 Years On”
- March 28, 12:15 pm - 1:30 pm
Anasuya RAJ (CREST) – “On the political economy of the income-tax threshold” joint with Pierre Boyer
- March 27, 12:15 pm - 1:30 pm
Steffen ALTMANN (University of Copenhagen) – “Defaults and Donations: Evidence from a Field Experiment “
- March 26, 12:15 pm - 1:30 pm
Romain RANCIERE (USC ) – “T.B.A.”
- March 21, 12:15 pm - 1:30 pm
Robin LEE (Harvard University) – “Equilibrium Provider Networks: Bargaining and Exclusion in Health Care Markets” joint with Kate Ho
- March 19, 12:15 pm - 1:30 pm
Pierre CAHUC (CREST-ENSAE, Ecole Polytechnique ) – “Short-Time Work and Employment in the Great Recession in France”, Joint with Francis Kramarz and Sandra Nevoux
- March 16, 12:15 pm - 1:30 pm
Ethan IlZETZKI (London School of Economics) – “Measuring Productivity Dispersion: Lessons From Counting One-Hundred Million Ballots”
- March 15, 12:30 pm - 1:30 pm
Thomas Blanchet (PSE) – “Generalized Pareto Curves: Theory and Applications”, joint with Juliette Fournier (MIT) and Thomas Piketty (PSE)
- March 15, 2:00 am - 3:30 pm
Christopher UDRY (Northwestern University) – “Selection into Credit Markets: Evidence from Agriculture in Mali” joint with Lori BEAMAN, Dean KARLAN and BramTHUYSBAERT
- March 14, 2:00 pm - 3:30 pm
Sydney LUDVIGSON (New-York University) – “Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?”
- March 14, 12:15 pm - 1:30 pm
Gautam GOWRISANKARAN (University of Arizona) – “Escalation of Scrutiny: The Gains from Dynamic Enforcement of Environmental Regulations” joint with Wesley Blundell and Ashley Langer
- March 8, 2:00 pm - 3:30 pm
Claire LELARGE (Banque de France) – “Firm Size and the Gains from Input Trade”
- March 7, 12:15 pm - 1:30 pm
Christine ZULEHNER (Goethe University of Frankfurt) – “Evaluation of bidding groups in first-price auctions”
- March 6, 12:15 pm - 1:30 pm
Julien GRENET (PSE) – “Early Offers and Preference Formation in College Admissions”
- March 5, 2:00 pm - 3:15 pm
Pedro BORDALO (Oxford University) – “Overreaction in Macroeconomic Expectations” joint with Nicola Gennaioli, Yueran Ma and Andrei Shleifer
- March 5, 12:15 pm - 1:30 pm
Tommaso MONACELLI (Bocconi University, IGIER and CEPR) – “Real Interest Rates and Productivity in Small Open Economies” joint with Luca SALA and Daniele SIENA
- February 27, 12:15 pm - 1:15 pm
Clémence Tricaud (CREST-Polytechnique) – “Expressive voting and its cost: Evidence from runoffs with two or three candidates”, joint with Vincent Pons (Harvard Business School)
- February 20, 12:15 pm - 1:15 pm
Andreas Lichter (IZA) – “The Long-Term Costs of Government Surveillance: Insights from Stasi Spying in East Germany”, joint with Max Löffler (IZA) and Sebastian Siegloch (U. Mannheim)
- February 14, 12:00 pm - 1:15 pm
Alon EIZENBERG (The Hebrew University of Jerusalem) – “The Dynamics of Technology Adoption and Vertical Restraints: an Empirical Analysis” joint with Andràs Péchy and Michelle Sovinsky
- February 5, 2:00 pm
Rune Majlund VEJLIN (Aarhus University) – ” Equilibrium Labor Allocation and Income Taxation “
- January 17, 12:15 pm - 1:30 pm
Job Market Interview – Bary PRADELSKI (ETH Zurich) – “The assignment game: Decentralized dynamics, rate of convergence and the value of information”
- January 15, 12:15 pm - 1:30 pm
Giusepe BERTOLA (Université de Turin) – ” Distribution, Distortions, and Market Integration Dynamics”
- January 11, 2:00 pm - 3:30 pm
Frédéric SCHNEIDER (Yale University) – “Mental Capabilities, Trading Styles, and Asset Market Bubbles: Theory and Experiment” with Andreas HEFTI and Steve HEINKE
- December 21, 2017, 2:00 pm - 3:30 pm
Nicola PAVONI (Bocconi University) – “Optimal Delegation and Limited Awareness, with An Application to Financial Intermediation” with Sarah AUSTER
- December 20, 2017, 12:00 pm - 1:15 pm
Helena PERRONE (Universitat Pompeu Fabra) – “Consumers’ costly responses to Product Safety Crises” joint with Rosa Ferrer
- May 28, 2:00 pm - 3:15 pm
Sivaraman BALAKRISHNAN (Carnegie Mellon University) – “On computationally-efficient robust and non-convex estimation”
The Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm – 3:15 pm Date: 28th of May 2018 Place: Room 3001. Sivaraman BALAKRISHNAN (Carnegie Mellon University) – “On computationally-efficient robust and non-convex estimation“ Abstract: Classical statistical estimators have long been understood to be extremely susceptible to outliers and model misspecification, and this insight led to the development
- May 4, 2:00 pm - 3:30 pm
Quentin F. GRONAU (University of Amsterdam) – “Bayesian Model Comparison for Hierarchical Multinomial Processing Tree Models using Warp-III Bridge Sampling”
- April 13, 2:00 pm - 3:15 pm
Eric KOLACZYK (University of Boston) – “Dynamic Networks with Multi-scale Temporal Structure “
- April 6, 2:00 pm - 3:15 pm
Cheng MAO (MIT) – “Breaking the n^{-1/2} barrier for permutation-based ranking models “
- April 5, 2:00 pm - 3:15 pm
Angelika Rohde (University of Freiburg) – “Geometrizing rates of convergence under privacy constraints “
- March 5, 2:00 pm - 3:15 pm
Rajarshi MUKHERJEE (University of Berkeley) – “Global Testing Against Sparse Alternatives under Ising Models”
- February 19, 2:00 pm - 3:15 pm
Laëtitia COMMINGES (Université Paris-Dauphine) – “Some effects in adaptive robust estimation under sparsity “
- February 5, 2:00 pm - 3:15 pm
Frédéric CHAZAL (INRIA) – “An introduction to persistent homology in Topological Data Analysis and the density of expected persistence diagrams “
- January 29, 2:00 pm - 3:15 pm
Anatoli JUDITSKY (Université Grenoble Alpes) – “Agrégation des estimateurs à partir d’observations indirectes”
- January 8, 2:00 pm - 3:15 pm
Eric MOULINES (Ecole Polytechnique) – “Algorithmes de simulation de Langevin “
- December 11, 2017, 2:00 pm - 3:15 pm
Jamal NAJIM (CNRS UPEM) – “Grandes matrices de covariance empirique “
- December 4, 2017, 2:00 pm - 3:15 pm
Philip THOMPSON (ENSAE-ParisTech CREST) – “Stochastic approximation with heavier tails “
- November 27, 2017, 2:00 pm - 3:15 pm
Elisabeth GASSIAT (Université Paris-Sud) – “Estimation of the proportion of explained variation in high dimensions”
- November 20, 2017, 2:00 pm - 3:15 pm
Olivier COLLIER (Université Paris-Nanterre) – “Estimation robuste de la moyenne en temps polynômial”
- November 6, 2017, 2:00 pm - 3:15 pm
Martin KROLL (ENSAE-ParisTech CREST) – “On minimax optimal and adaptive estimation of linear functionals in inverse Gaussian sequence space models”
- October 23, 2017, 2:00 pm - 3:15 pm
ANNULE – Philip THOMPSON (ENSAE-ParisTech CREST) – “Stochastic approximation with heavier tails “
- October 9, 2017, 2:00 pm - 3:15 pm
Zoltan SZABO (Ecole Polytechnique) – “Characteristic Tensor Kernels”
- October 2, 2017, 3:00 pm - 4:15 pm
Nicolas MARIE (Modal’X (Paris 10)/ESME Sudria) – “Estimation non-paramétrique dans les équations différentielles dirigées par le mouvement brownien fractionnaire”
- September 25, 2017, 3:00 pm - 4:15 pm
Mathias TRABS (Université de Hambourg) – Volatility estimation for stochastic PDE’s using high-frequency observations.
- September 11, 2017, 3:00 pm - 4:15 pm
Arnak DALALYAN – “User-friendly bounds for sampling from a log-concave density using Langevin Monte Carlo”
- June 26, 2017, 3:00 pm - 4:30 pm
Jianfeng Yao – Identifying the number of factors from singular values of a large sample auto-covariance matrix
- June 16, 2017, 3:00 pm - 4:30 pm
Mikhail Belkin – Subtle but not malicious? The (high) computational cost of non-smoothness in learning from big data
- June 19, 12:00 pm - 1:15 pm
Felix TROPF (University of Oxford) – “TBA”
The Sociology Seminar: Thursdays Time: 12:00 am – 13:15 pm Date: 19th of June 2018 Place: Room 3105, ENSAE. Felix TROPF (University of Oxford) – “TBA” Discutant : Abstract : “TBA” Organizers : Marine HADDAD, Nicolas ROBETTE, Sander WAGNER (Laboratoire de sociologie quantitative – CREST) Sponsors : CREST
- June 21, 12:00 pm - 1:15 pm
Dingeman WIERTZ (University of Oxford) – “Durable Civic Inequalities across the United States: Civic Deserts, Civic Hotspots, and Their Destinies”
The Sociology Seminar: Thursdays Time: 12:00 am – 13:15 pm Date: 21th of June 2018 Place: Room 3105, ENSAE. Dingeman WIERTZ (University of Oxford) – “Durable Civic Inequalities across the United States: Civic Deserts, Civic Hotspots, and Their Destinies” Discutant : Abstract : Organizers : Marine HADDAD, Nicolas ROBETTE, Sander WAGNER (Laboratoire de sociologie quantitative – CREST)
- July 5, 12:00 pm - 1:15 pm
Léa PESSIN (Pennsylvania State University) – “TBA”
The Sociology Seminar: Thursdays Time: 12:00 am – 13:15 pm Date: 5th of July 2018 Place: Room 3105, ENSAE. Léa PESSIN (Pennsylvania State University) – “TBA” Discutant : Abstract : “TBA” Organizers : Marine HADDAD, Nicolas ROBETTE, Sander WAGNER (Laboratoire de sociologie quantitative – CREST) Sponsors : CREST
- July 12, 12:00 pm - 1:15 pm
Diederik BOERTIEN (Centre for Demographic Studies, Barcelona) – “TBA”
The Sociology Seminar: Thursdays Time: 12:00 am – 13:15 pm Date: 12th of July 2018 Place: Room 3105, ENSAE. Diederik BOERTIEN (Centre for Demographic Studies, Barcelona) – “TBA” Discutant : Abstract : “TBA” Organizers : Marine HADDAD, Nicolas ROBETTE, Sander WAGNER (Laboratoire de sociologie quantitative – CREST) Sponsors : CREST
- May 17, 12:00 pm - 1:15 pm
Marii PASKOV (Department of Social Policy and Intervention, Nuffield College, Institute for New Economic Thinking – The Oxford Martin School, University of Oxford) – “Intergenerational class mobility in Europe: A new account”
- April 12, 12:00 pm - 1:15 pm
CANCELED : Henning HILLMANN ( University of Mannheim) – “Careers and Cohesion in Economic Networks”
- February 15, 11:00 am - 12:30 pm
Sarah VALDEZ (Linköping University) – “Finding ethnic enclaves with Swedish population registers”
- January 18, 12:00 pm - 1:15 pm
Leïla FROUILLOU ( Paris 8 Vincennes – Saint-Denis) – “Ségrégations universitaires en Ile de France : d’APB aux trajectoires d’études “
- November 9, 2017, 12:00 pm - 1:15 pm
Anna BARBUSCIA ( Oxford University) – “Fertility Treatments and Divorce: Evidence from the National Survey of Family Growth”
- October 12, 2017, 12:00 pm - 1:15 pm
Gianluca MANZO – Complex contagions and the diffusion of innovations: evidence from a small-N case study
- September 28, 2017, 11:30 am - 1:00 pm
Margot DELON – Un privilège à double-tranchant. Trajectoires et positions des immigrés et descendants d’immigrés d’origine portugaise en France
- June 15, 2017, 11:00 am - 12:30 pm
Julien Boelaert – Une révolution statistique ? Machine Learning et prédiction en sciences sociales
- June 4, 3:30 pm - 4:30 pm
Huyên PHAM (Université Paris Diderot & CREST) – “Portfolio Diversification and Model Uncertainty: a Robust Dynamic Mean-Variance Approach”
1st Monday of each month Time: 3:30 pm – 4:30 pm Date: 04 th of June 2018 Place: Room 3105 Huyên PHAM (Université Paris Diderot & CREST) – “Portfolio Diversification and Model Uncertainty: a Robust Dynamic Mean-Variance Approach” Abstract: This talk is concerned with multi-asset mean-variance portfolio selection problem under model uncertainty. We develop a continuous
- May 24, 5:30 pm - 6:30 pm
Christophe CROUX (Edhec Business School) “Sparse Vector Autoregressive Models”.
- May 24, 4:15 pm
Esther RUIZ (Universidad Carlos III de Madrid) “Accurate subsampling intervals of Principal Components Factors”.
- April 12, 5:30 pm - 6:30 pm
Clément CEROVECKI (ULB, Bruxelles) “Functional GARCH Models”.
- April 12, 4:15 pm - 5:15 pm
Jose OLMO (University of Southampton) “Tests of Asset Pricing with Time-Varying Factor Loads”.
- April 9, 4:30 pm - 5:30 pm
Roxana DUMITRESCU (King’s College London) – “On E^g-pricing of American options in complete and incomplete markets with default”
- April 9, 3:30 pm - 4:30 pm
GONCALO DOS REIS (University of Edinburgh) – “Mean field and N-Agent games for optimal investment under relative performance concerns and forward-utilities”
- March 5, 3:30 pm - 4:30 pm
Tyler ABBOT (Sciences Po, Paris) – “Heterogeneous Risk Preferences in Financial Markets”
- February 15, 5:30 pm - 6:30 pm
Alexis DERUMIGNY (CREST) “About Kendall’s Regression”.
- February 15, 4:15 pm - 5:15 pm
Matteo BARIGOZZI (LSE, UK) “Determining the Dimension of Factor Structures in Non-Stationary Large Dataset”.
- February 5, 3:30 pm - 4:30 pm
Ashkan NIKEGHBALI (University of Zurich) – ” Modélisation du risque, dépendance et graphes”
- January 25, 5:30 pm - 6:30 pm
Jean-Marc BARDET (Paris I) “Non-Parametric Estimation of Time Varying AR(1)-Processes with Local Stationarity and Periodicity”.
- January 25, 4:15 pm - 5:15 pm
Donatien HAINAUT (Université Catholique de Louvain, Belgium) “A Self-Excited Switching Jump Diffusion (SESJD): Properties, Calibration and Hitting Time.
- December 4, 2017, 3:30 pm - 4:30 pm
Claudio FONTANA (Université Paris-Diderot) – “The Value of Informational Arbitrage”
- November 16, 2017, 5:30 pm - 6:30 pm
Elise GOURIER (Queen Mary University of London) – “Inferring Volatility Dynamics and Risk Premia From the S&P 500 and VIX Markets”
- November 16, 2017, 4:15 pm - 5:15 pm
Francisco BLASQUES (VU University Amsterdam Tinbergen Institute) – “Transformed Polynomials for Semi-Nonparametric Conditional Volatility Models”
- November 6, 2017, 5:00 pm - 6:00 pm
Nicolas BARADEL (CREST) – “Optimal control under uncertainty and bayesian parameters adjustments”
- November 6, 2017, 3:30 pm - 4:30 pm
Eyal NEYMAN (Imperial College) – “Incorporating signals into optimal trading”
- October 26, 2017, 11:00 am - 12:00 pm
Enrique SENTANA (Cemfi) – “Specification Tests for non-Gaussian Maximum Likelihood Estimators”
- October 2, 2017, 4:00 pm - 5:00 pm
Sergio PULIDO – Stochastic Model in Finance
- October 2, 2017, 3:00 pm - 4:00 pm
Mitja STADJE – Perfect Hedging Under Endogenous Permanent Market Impacts
- June 22, 2017, 4:15 pm - 5:30 pm
Matthias Fengler – Textual sentiment, option information and stock predictability
- June 22, 2017, 4:15 pm - 5:30 pm
Anna Petronevich – Dynamical interaction between financial and business cycles
For information concerning ENSAI’s events and/or Seminars, please visit the following page:
http://www.ensai.fr/crest-ensai/seminaires.html