Mathieu FOURNIER (HEC Montréal) “Conditional Risk Premia in the Cross-Section of Option Returns”
FINANCIAL ECONOMETRICS SEMINAR Time: 16:00 Date: 28th of January 2021 Place: Zoom Mathieu FOURNIER (HEC Montréal) "Conditional Risk Premia in the Cross-Section of Option Returns" Abstract :We develop a factor […]
Abdelaati DAOUIA (TSE, University of Toulouse Capitole) “Extremile Regression”
FINANCIAL ECONOMETRICS SEMINAR Time: 17:00 Date: 28th of January 2021 Place: Zoom Abdelaati DAOUIA (TSE, University of Toulouse Capitole) "Extremile Regression" Abstract :Regression extremiles define a least squares analogue of […]