Factor Models in Finance

ESEM
Presenter(s) Type Length Chair Room Number Add to calendar
Paolo Zaffaroni Daniele Massacci Urban Ulrych Alain-Philippe Fortin Contributed Sessions 26/08 14:00 CEST
90
mins
Alain-Philippe Fortin
Zaal Franeker (M1-07)
Add to Calendar 2024-08-26 14:00:00 2024-10-18 08:19:05 EEA-ESEM 2024: Factor Models in Finance. Room: Zaal Franeker (M1-07) EEA-ESEM 2024 congress@eeassoc.org Europe/Rome public
Presenter(s) Paolo Zaffaroni Daniele Massacci Urban Ulrych Alain-Philippe Fortin
TypeContributed Sessions
Date 26/08
Time14:00 CEST
Length
90
mins
Chair
Alain-Philippe Fortin
Room Number
Zaal Franeker (M1-07)
Add to calendar
Add to Calendar 2024-08-26 14:00:00 2024-10-18 08:19:05 EEA-ESEM 2024: Factor Models in Finance. Room: Zaal Franeker (M1-07) EEA-ESEM 2024 congress@eeassoc.org Europe/Rome public

Papers

(Listed in order of presenters above)

Testing for Weak Factors in Asset Pricing

Instability of Factor Strength in Asset Returns

Read paper

Kernel Conditional Factor Models

Tests for the Number of Common Latent Factors Between Two Short Panels

Read paper

Presentations

Testing for Weak Factors in Asset Pricing

View

Instability of Factor Strength in Asset Returns

Kernel Conditional Factor Models

View

Tests for the Number of Common Latent Factors Between Two Short Panels