Novel Methods in Asset Pricing

ESEM

Presenter(s)	Type			Length	Chair
Caio Almeida Federico Severino Tengjia Shu Francisco Penaranda	Contributed	25/08	07:00 UTC	90 mins	Enrique Sentana

Join room

Papers

(Listed in order of presenters above)

Pricing of Index Options in Incomplete Markets

Read paper

On time-consistent multi-horizon portfolio allocation

Identifying Signals of the Cross Section of Stock Returns

Read paper

Empirical Evaluation of Overspecified Asset Pricing Models

Read paper