Quantitative Sustainable Economics and Finance Time: 10.00 am Date:22th of February 2026 Room 3001 Alexander ARANJDELOVIC (Vienna University of Economics and Business) "t.b.a." Abstract : T.B.A Organizers: Patricia Crifo, Emmanuel Gobet, Peter Tankov, Gauthier Vermandel, and Olivier David Zerbib Sponsors: CREST-CMAP
Applied Micro Seminar : Every Tuesday Time: 12:15 pm - 13:30 pm Date: February, 24th Room : 3001 Ethan ILZETZKI "t.b.a." Abstract : Organizers: Benoît SCHMUTZ (Pôle économie du CREST) Clément MALGOUYRES (Pôle économie du CREST) Sponsors: CREST
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 […]
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 […]
Macro seminar Time : 12h15 - 13h30 Date : 09th March 2026 Salle 3001 Stephen HANSEN (University College London) "t.b.a." Abstract: Organizer :
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
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
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
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
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, […]
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
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 […]