CDAR Risk Seminar

CDAR Risk Seminar

CDAR Risk Seminar

cdar.berkeley.edu

Markus Pelger, Stanford: Shrinking the Term Structure (16/4/2024)
  • Ай бұрын

Markus Pelger, Stanford: Shrinking the Term Structure (16/4/2024)

Shachar Kariv, UC Berkeley Economics: Ever Since Allais and Ellsberg (05/3/24)
  • 2 ай бұрын

Shachar Kariv, UC Berkeley Economics: Ever Since Allais and Ellsberg (05/3/24)

Alicia Montoya & Thomas Phillips, Swiss Re: Quantum Cities™ (27/2/24)
  • 3 ай бұрын

Alicia Montoya & Thomas Phillips, Swiss Re: Quantum Cities™ (27/2/24)

Ruimeng Hu, UCSB: Directed Chain Generative Adversarial Networks (13/02/2024)
  • 3 ай бұрын

Ruimeng Hu, UCSB: Directed Chain Generative Adversarial Networks (13/02/2024)

Michael Bauer, FRB SF: The Effect of U.S. Climate Policy on Financial Markets (06/2/24)
  • 3 ай бұрын

Michael Bauer, FRB SF: The Effect of U.S. Climate Policy on Financial Markets (06/2/24)

Zach Feinstein: Implied Volatility of the Constant Product Market Maker (30/1/24)
  • 3 ай бұрын

Zach Feinstein: Implied Volatility of the Constant Product Market Maker (30/1/24)

Haim Bar, University of Connecticut: On Graphical Models and Convex Geometry (28/11/2023)
  • 6 ай бұрын

Haim Bar, University of Connecticut: On Graphical Models and Convex Geometry (28/11/2023)

Lynne Burks, One Concern: Resilience Analytics to Measure Physical Risk at Scale (7/11/2023)
  • 6 ай бұрын

Lynne Burks, One Concern: Resilience Analytics to Measure Physical Risk at Scale (7/11/2023)

Samim Ghamami, U.S. SEC, DERA: Skin in the Game: Risk Analysis of Central Counterparties
  • 6 ай бұрын

Samim Ghamami, U.S. SEC, DERA: Skin in the Game: Risk Analysis of Central Counterparties

Baeho Kim, KUBS: Conditional Tail Sampling for General Marked Point Processes (24/10/2023)
  • 7 ай бұрын

Baeho Kim, KUBS: Conditional Tail Sampling for General Marked Point Processes (24/10/2023)

Alec Kercheval, FSU: Portfolio Selection via Strategy-Specific Eigenvector Shrinkage (17/10/2023)
  • 7 ай бұрын

Alec Kercheval, FSU: Portfolio Selection via Strategy-Specific Eigenvector Shrinkage (17/10/2023)

Robert Anderson, UC Berkeley & CDAR: General Equilibrium Theory for Climate Change (10/10/2023)
  • 7 ай бұрын

Robert Anderson, UC Berkeley & CDAR: General Equilibrium Theory for Climate Change (10/10/2023)

Emmanouil Platanakis, University of Bath: When Bayes-Stein Meets Machine Learning (10/3/2023)
  • 7 ай бұрын

Emmanouil Platanakis, University of Bath: When Bayes-Stein Meets Machine Learning (10/3/2023)

Priya Donti, MIT: Optimization-in-the-loop ML for energy and climate (9/26/2023)
  • 8 ай бұрын

Priya Donti, MIT: Optimization-in-the-loop ML for energy and climate (9/26/2023)

Alex Shkolnik, UC Santa Barbara: On the Markowitz Enigma for Minimum Variance (9/19/2023)
  • 8 ай бұрын

Alex Shkolnik, UC Santa Barbara: On the Markowitz Enigma for Minimum Variance (9/19/2023)

Shota Ishii, ProssimoTech: Optimizing Financial Supply Chains (9/12/2023)
  • 8 ай бұрын

Shota Ishii, ProssimoTech: Optimizing Financial Supply Chains (9/12/2023)

Martin Lettau, UC Berkeley: High-Dimensional Factor Models and the Factor Zoo (8/29/2023)
  • 8 ай бұрын

Martin Lettau, UC Berkeley: High-Dimensional Factor Models and the Factor Zoo (8/29/2023)

Ben Davis, Paraport: Tax Loss Harvesting Optionality (4/25/2023)
  • Жыл бұрын

Ben Davis, Paraport: Tax Loss Harvesting Optionality (4/25/2023)

David Buckle: The dearth of active management affects market performance (4/18/2023)
  • Жыл бұрын

David Buckle: The dearth of active management affects market performance (4/18/2023)

Youhong Lee, UC Santa Barbara: Regularized Estimators in High Dimensional PCA (11/4/2023)
  • Жыл бұрын

Youhong Lee, UC Santa Barbara: Regularized Estimators in High Dimensional PCA (11/4/2023)

De Jong, Grenoble Ecole de Management: Portfolio Optimization in an Uncertain World (14/3/2023)
  • Жыл бұрын

De Jong, Grenoble Ecole de Management: Portfolio Optimization in an Uncertain World (14/3/2023)

Garvey, BlackRock: Industry Winners and Losers in a Lower-Carbon Economy (28/2/2023)
  • Жыл бұрын

Garvey, BlackRock: Industry Winners and Losers in a Lower-Carbon Economy (28/2/2023)

Feinstein: Endogenous Network Valuation Adjustment and Systemic Term Structure (21/2/2023)
  • Жыл бұрын

Feinstein: Endogenous Network Valuation Adjustment and Systemic Term Structure (21/2/2023)

William Zame, UCLA: Index Funds, Asset Prices and the Welfare of Investors (14/2/2023)
  • Жыл бұрын

William Zame, UCLA: Index Funds, Asset Prices and the Welfare of Investors (14/2/2023)

Cenci, Blackstone: A causal approach to test empirical capital structure regularities (31/1/2023)
  • Жыл бұрын

Cenci, Blackstone: A causal approach to test empirical capital structure regularities (31/1/2023)

Alec Kercheval, Florida State University: The James-Stein estimator for eigenvectors (10/4/2022)
  • Жыл бұрын

Alec Kercheval, Florida State University: The James-Stein estimator for eigenvectors (10/4/2022)

Jeff Bohn, One Concern: Valuing and insuring natural assets (10/11/2022)
  • Жыл бұрын

Jeff Bohn, One Concern: Valuing and insuring natural assets (10/11/2022)

Xinyi Zhong, Yale: Empirical Bayes PCA in high dimensions (9/27/2022)
  • Жыл бұрын

Xinyi Zhong, Yale: Empirical Bayes PCA in high dimensions (9/27/2022)

Andrew Ang, BlackRock: Systematic Sustainable Alpha (9/13/2022)
  • Жыл бұрын

Andrew Ang, BlackRock: Systematic Sustainable Alpha (9/13/2022)

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