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Workshop in Memory of YingHua He
The Paris School of Economics, CREST, and the Toulouse School of Economics are organizing a workshop in memory of YinHua He. Dates: From July 7, 2025 to July 8, 2025 Location: Paris School of Economics - 48 Boulevard Jourdan, 75014, Paris, France Program and Registration: Workshop in Memory of YingHua He - Paris School of […]
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Paolo ZAFFARONI (Imperial College Business School) “STATISTICAL ARBITRAGE WITHOUT ARBITRAGE”
Finance-Insurance Time: 11.00 am Date:03th of July 2025 Room 3001 Paolo ZAFFARONI (Imperial College Business School) "STATISTICAL ARBITRAGE WITHOUT ARBITRAGE" Abstract : Statistical arbitrage strategies are quantitative trading strategies based on alpha, i.e., on the signal extracted from the residuals when fitting an asset pricing model to re- turns data. We develop a normative theory that […]
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