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Nathan LASSANCE (UCL- Louvain) “The Distribution of Out-of-Sample Performance of Estimated Portfolios”

Finance-Insurance Time: 10.00 am Date:05th of March 2026 Room 3001 Nathan LASSANCE (UCL- Louvain) "The Distribution of Out-of-Sample Performance of Estimated Portfolios" Abstract : We derive a parsimonious stochastic representation for the joint distribution of the out-of-sample mean and variance of a large class of portfolio rules that combines the sample mean-variance optimal portfolio with […]

Dario PALUMBO (Université de Venise) “Multivariate Score-Driven Models for Strictly Positive Variables”

Finance-Insurance Time: 11.00 am Date:05th of March 2026 Room 3001 Dario PALUMBO (Université de Venise) "Multivariate Score-Driven Models for Strictly Positive Variables" Abstract :The paper presents a novel approach for the joint modelling of strictly positive time series. A new score-driven specification based on the multivariate GB2 (MGB2) distribution is introduced. The structure of the […]

Emeric DIEULEVEUT (Ecole Polytechnique) – TBA

Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm - 3:00 pm Date: 9th March Place: 3001   Emeric DIEULEVEUT (Ecole Polytechnique) - TBA    Abstract:        Organizers: Anna KORBA (CREST), Vincent DIVOL (CREST) , Jaouad MOURTADA (CREST)     Sponsors: CREST-CMAP

Aymeric DIEULEVEUT (Ecole Polytechnique) – TBA

Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm - 3:00 pm Date: 9th March Place: 3001   Aymeric DIEULEVEUT (Ecole Polytechnique) - TBA    Abstract:      Organizers: Anna KORBA (CREST), Vincent DIVOL (CREST) , Jaouad MOURTADA (CREST) Sponsors: CREST-CMAP

Claus THUSTRUP KREINER (University of Copenhagen) – “t.b.a.”

Applied Micro Seminar : Every Tuesday Time: 12:15 pm - 13:30 pm Date: March, 10th Room : 3001   Claus Thustrup Kreiner  "t.b.a." Abstract :        Organizers: Benoît SCHMUTZ (Pôle économie du CREST) Clément MALGOUYRES (Pôle économie du CREST) Sponsors: CREST

Tommy ANDERSON (Lund U) – “TBA”

Séminaire Microéconomie : Tous les mercredis Heure : 12h15 - 13h30 Date : 11/03/2026 Salle : 3001 Tommy ANDERSON (Lund U) - "TBA" CV : TBA Organisateurs : Julien COMBE (Pôle d'Economie du CREST) ​​​​​​​​​​​​Yves Le YAOUANQ (Pôle d'Economie du CREST) ​​​​​​​​​Matias NUNEZ (Pôle d'Economie du CREST) Commanditaires : CREST

Tommy ANDERSSON, (Lund U) – ” The Endogenous Architecture for Two-Sided Matching Markets” Lars Ehlers, Ryan Tierney, Lars-Gunnar Svensson

Séminaire Microéconomie : Tous les mercredis Heure : 12h15 - 13h30 Date : 11/03/2026 Salle : 3001   Tommy ANDERSSON (Lund U) - "The Endogenous Architecture for Two-Sided Matching Markets" Lars Ehlers, Ryan Tierney, Lars-Gunnar Svensson CV : We propose an endogenous architecture where a market designer can impose arbitrary restrictions on the price space, […]

Balazs KOVACS (Yale) – “t.b.a.”

Sociology Seminar  Time: 12:00 pm - 13:30 pm Date: 12th of march Room : 3049   Balazs KOVACS (Sciences Po) - "t.b.a."   Abstract :        Organizers: Paola TUBARO (Pôle sociologie CREST) Nicolas JULIA (Pôle sociologie CREST) Patrick PRÄG (Pôle sociologie CREST) Sponsors: CREST

Domenico GIANNONE (Johns Hopkins University) “Bayesian Inference in IV Regression”

Macro seminar Time : 12h15 - 13h30 Date : 16th  March 2026 Salle 3001 Domenico GIANNONE (Johns Hopkins University) "Bayesian Inference in IV Regression" Abstract: It is well known that standard frequentist inference breaks down in IV regressions with weak instruments. Bayesian inference with diffuse priors suffers from the same problem. We show that the […]

Gabor LUGOSI (Universitat Pompeu Fabra) – TBA

Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm - 3:00 pm Date: 16th March Place: 3001   Gabor LUGOSI (Universitat Pompeu Fabra) - TBA    Abstract:      Organizers: Anna KORBA (CREST), Vincent DIVOL (CREST) , Jaouad MOURTADA (CREST) Sponsors: CREST-CMAP

Rema HANNA (Harvard Kennedy School) – “t.b.a.”

Applied Micro Seminar : Every Tuesday Time: 12:15 pm - 13:30 pm Date: March, 17th Room : 3001   Rema HANNA  "t.b.a." Abstract :        Organizers: Benoît SCHMUTZ (Pôle économie du CREST) Clément MALGOUYRES (Pôle économie du CREST) Sponsors: CREST

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