Finance & Financial Econometrics : Time: 10.00 am Date: 30th of January 2025 Room 3001 André SOUZA (ESADE Business School.) "How to Bet on Winners " Abstract :We study the construction of long-short portfolios on the basis of cross-sectional stock return predictions. We derive optimal portfolio construction procedures for a number of loss functions. The […]
Finance & Financial Econometrics : Time: 11.00 am Date: 30th of January 2025 Room 3001 Mawuli SEGNON (Universität Münster) "t.b.a." Abstract : t.b.a Organizers: Jean-Michel ZAKOIAN (CREST) Sponsors: CREST
Macro seminar Time : 12h15 - 13h30 Date : 03th February 2025 Salle 3001 Kerstin HOLZHEU (Sciences-Po) "t.b.a." Abstract: t.b.a. Organizer : Suzanne BELLUE
Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm - 3:00 pm Date: 3rd Fébuary Place: 3001 Joon KWON (INRAE-Paris Saclay) - A regret minimization approach to fixed point iteration Abstract: We present a link between regret bounds and fixed point problems with nonexpansive maps. This allows the definition of many new fixed […]
Sociology Seminar Time: 12:15 pm - 13:30 pm Date: 6th of february Room : 3049 Philippe COULANGEON (Sciences Po) - "t.b.a." Abstract : Organizers: Paola TUBARO (Pôle sociologie CREST) Sofian EL ATIFI (Pôle sociologie CREST) Patrick PRÄG (Pôle sociologie CREST) Sponsors: CREST
Actuariat et Risque Contemporains Time : 14h00 - 15h00 Date : 7th February 2025 Salle des Chaires de l'Institut Louis Bachelier Karim BARIGOU (Institut de Statistique, Biostatistique et Sciences Actuarielles, Université Catholique de Louvain) "Adapting mortality models to pandemic and climate shocks: A Bayesian vanishing jump and regime-switching framework" Abstract: This presentation explores two complementary […]
Applied Micro Seminar : Every Tuesday Time: 12:15 pm - 13:30 pm Date: 11th of February Room : 3001 Guido TABELLINI (Bocconi University) - "t.b.a" Abstract : Organizers: Benoît SCHMUTZ (Pôle économie du CREST) Clément MALGOUYRES (Pôle économie du CREST) Sponsors: CREST
Macro seminar Time : 12h15 - 13h30 Date : 12th February 2025 Salle 3001 DEL NEGRO Marco (Federal Reserve Bank of New York) "The Financial (In)Stability Real Interest Rate, r**" Abstract: We build a macro-finance model with an occasionally binding financing constraint where real interest rates have opposite effects on current and future financial stability, […]
Finance & Financial Econometrics : Time: 10.00 am Date: 13th of February 2025 Room 3001 Matthias R. FENGLER (University of St.Gallen) "t.b.a" Abstract : Organizers: Jean-Michel ZAKOIAN (CREST) Sponsors: CREST
Applied Micro Seminar : Every Tuesday Time: 12:15 pm - 13:30 pm Date: 25 of February Room : 3001 Anna SALOMONS (Utrecht University) - "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 : 26/02/2025 Salle : 3001 Carlo SCHWARZ (Bocconi) - "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
Macro seminar Time : 12h15 - 13h30 Date : 03th March 2025 Salle 3001 Thomas HOLDEN (Deutsche Bundesbank) " Rationing Under Sticky Prices" Abstract: Following the Covid pandemic, the Suez Canal blockage and the Ukrainian war, many goods experienced stockouts and delivery delays. But if prices are flexible, then production cost increases pass through to […]