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.
Programme
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
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