12:15 pm
Pablo WINANT (CREST/ESCP/Polytechnique) “Insurability and Premia in Foreign Exchange Markets”
Macro seminar Time : 12h15 - 13h30 Date : 18th May 2026 Salle 3001 Pablo WINANT (CREST/ESCP/Polytechnique) "Insurability and Premia in Foreign Exchange Markets" Abstract: We propose a tractable small-open-economy framework in which uncovered interest parity premia on foreign exchange (FX) markets are related to the endogenous insurability of exchange rates. Asymmetric information about monetary […]
Find out more »2:00 pm
Yannick BARAUD (Université du Luxembourg) – A Robust Alternative to Least Squares in Regression
Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm - 3:00 pm Date: 18th May Place: 3001 Yannick BARAUD (Université du Luxembourg) - A Robust Alternative to Least Squares in Regression Abstract: In collaboration with Guillaume Maillard, we study the estimation of a regression function under weak assumptions on the error distribution. In particular, we […]
Find out more »4:00 pm
Karun ADUSUMILLI (University of Pennsylvania) “You’ve Got to be Efficient: Ambiguity, Misspecification and Variational Preferences”
PSE Seminar : Time: 16:00 pm - 17:15 pm Date: 18th of may Room : 3001 Karun ADUSUMILLI (University of Pennsylvania) - "You've Got to be Efficient: Ambiguity, Misspecification and Variational Preferences" Abstract : This article introduces a framework for evaluating statistical decisions under both prior ambiguity and likelihood misspecification. We begin with […]
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