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 2024-12-10 19:13:28 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 2024-12-10 19:13:28 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

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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

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Instability of Factor Strength in Asset Returns

Kernel Conditional Factor Models

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