The Institute for Monetary and Financial Stability and the Leibniz Institute SAFE - Visitors Center organize and cordially invite you to attend a policy talk on
Constructing portfolios in the presence of strong risk factors
M. Hashem Pesaran (University of Southern California and Trinity College, Cambridge)
13 November, room Cas. 1.801, 12:30 - 13:30
The talk will be based on the paper “Identifying and exploiting alpha in linear asset pricing models with strong, semi-strong, and latent factors”
