11th INQUIRE UK Business School seminar

Event details

1 December 2017
09:00 - 18:00

11th INQUIRE UK Business School Seminar

Friday 1st December 2017

Imperial College Business School will be hosting the 11th INQUIRE Business School Seminar. The Institute for Quantitative Investment Research is a not-for-profit educational organisation that aims to foster links between investment practitioners and academics. This is the second time Imperial College has hosted this event and is an opportunity for the Business School to showcase its financial investment research to investment community.


11th INQUIRE UK Business School Seminar

Speakers and their Papers/Presentations

09.45 – 10.30     Raman Uppal (Edhec Business School)

Paper: ‘A Portfolio Perspective on the Multitude of Firm Characteristics ’/Presentation

10.30 – 11.15     Andrea Buraschi (Imperial College Business School)

Paper: ‘Rationality and Subjective Bond Risk Premia’/Presentation

11.30 – 12.15     Marcin Kacperczyk (Imperial College Business School)

Paper: ‘Do foreign investors improve market efficiency?’/Presentation

12.15 – 13.00     Tianyu Wang  (Imperial College Business School)

Paper: ‘CAPM and Fund Flows’/Presentation

13.45 – 14.30     Tarun Ramadorai (Imperial College Business School)

Paper: ‘Predictably Unequal? The Effects of Machine Learning on Credit Markets’/Presentation

14.30 – 15:15     Paolo Zaffaroni (Imperial College Business School)

Paper: ‘Testing Beta-Pricing Models Using Large Cross-Section’/Presentation

15:45 – 16.30     James Sefton (Imperial College Business School)

Paper: ‘Design of Glide Paths for Target Dated Funds’/Presentation

16.30 – 17.15     Harrison Hong (Columbia University, NY)

Paper: ‘Robust Measures of Earnings Surprises’/Presentation

Conference Recordings


Event details

1 December 2017
09:00 - 18:00

Event details

Date: 1 December 2017
Time: 09:00 - 18:00