IMFS-SAFE Policy Talk: M. Hashem Pesaran (University of Southern California and Trinity College, Cambridge)


13 Nov 2024 12:30 PM
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13 Nov 2024 13:30 PM

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

Registration

The talk will be based on the paper “Identifying and exploiting alpha in linear asset pricing models with strong, semi-strong, and latent factors”