Events

Views Navigation

Event Views Navigation

Today
Notice: Utilizing the form controls will dynamically update the content

Amedeo ANDRIOLLO (Université Paris-Dauphine PSL) “Causality versus Serial Correlation: an Asymmetric Portmanteau Test”

Finance-Insurance Time: 10.00 am Date:11th of December 2025 Room 3001 Amedeo ANDRIOLLO (Université Paris-Dauphine PSL) "Causality versus Serial Correlation: an Asymmetric Portmanteau Test" Abstract : I study the problem of testing for noncausality in mean (one-sided conditional mean independence) between two multivariate time series within the class of testing procedures based on serial cross-correlation. Existing […]

Pierluigi VALLARINO (Universita della Svizzera Italiana, Lugano Switzerland) “A General randomized test for alpha”

Finance-Insurance Time: 11.00 am Date:11th of December 2025 Room 3001 Pierluigi VALLARINO (Universita della Svizzera Italiana, Lugano Switzerland) "A General randomized test for alpha" Abstract : We propose a methodology to construct tests for the null hypothesis that the pricing errors of a panel of asset returns are jointly equal to zero in a linear […]

Mads MEIER JAEGER (University of Copenhagen) – “t.b.a”

Sociology Seminar  Time: :12:15 pm - 13:30 pm Date: 11th of december Room : 3049   Mads MEIER JAEGER (University of Copenhagen) - " t.b.a"   Abstract :    Organizers: Paola TUBARO (Pôle sociologie CREST) Patrick PRÄG (Pôle sociologie CREST) Julia NICOLAS  (Pôle sociologie CREST) Sponsors: CREST

Basile GRASSI (Bocconi University) “The EU Miracle: When 75 Million Reach High Income”

Macro seminar Time : 12h15 - 13h30 Date : 12th  December 2025 Salle 3049 Basile GRASSI (Bocconi University) "The EU Miracle: When 75 Million Reach High Income" Abstract: In 2004, 75 million people across 10 countries joined the European Union (EU). In the subsequent 15 years, their GDP per capita doubled. Synthetic control methods show […]

Nicolas LONGUET-MARX (Columbia University) “Party Lines or Voter Preferences? Explaining Political Realignment”

Macro seminar Time : 12h15 - 13h30 Date : 15th  December 2025 Salle 3001 Nicolas LONGUET-MARX (Columbia University) "Party Lines or Voter Preferences? Explaining Political Realignment" Abstract: This paper estimates a political equilibrium model to disentangle demand factors (voters) from supply factors (politicians) in shaping political outcomes, focusing on the recent realignment of blue-collar voters […]

Edoardo CISCATO (KU LEVEN) – “t.b.a.”

Applied Micro Seminar : Every Tuesday Time: 12:15 pm - 13:30 pm Date: December, 16th Room : 3001   Edoardo CISCATO  "t.b.a" Abstract :      Organizers: Benoît SCHMUTZ (Pôle économie du CREST) Clément MALGOUYRES (Pôle économie du CREST) Sponsors: CREST

Xialou TAN (CUHK) “Bank-El Karoui’s representation of stochastic processes and its applications in the exit contract problems”

Mathematical Finance Time: 10.00 am Date: 18th of December 2025 Room 3001 Xialou TAN (CUHK) "Bank-El Karoui's representation of stochastic processes and its applications in the exit contract problems" Abstract: We first recall Bank-El Karoui's representation theorem for stochastic processes and then provide a mean-field extension of the theorem. Next, we study an exit contract […]

Xin Zhang (New York University) “t.b.a.”

Mathematical Finance Time: 11.00 am Date:18th of December 2025 Room 3001 Xin Zhang (New York University) "t.b.a."   Organizers:  Roxanna DUMITRESCU - Jean-François CHASSAGNEUX  

Xin Zhang (NYU) “Exciting games and Monge-Ampère equations”

Mathematical Finance Time: 11.00 am Date: 18th of December 2025 Room 3001 Xin Zhang (NYU) "Exciting games and Monge-Ampère equations" Abstract: In this talk, we consider a competition between d+1 players, and aim to identify the “most exciting game” of this kind. This is translated, mathematically, into a stochastic optimization problem over  martingales that live on […]

CREST-Institut des politiques publiques (IPP) breakfast

Annual CREST–IPP breakfast. As in previous years, the morning will continue with a series of four presentations, accompanied by a light lunch: CREST: Xavier D’Haultfoeuille will present his new book (Princeton University Press). Roland Rathelot will share insights from his recent research. IPP: Maxime Tô, Head of the Pensions group. Camille Hémet, Head of the […]

Olga KLOPP (ESSEC) – TBA

Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm - 3:00 pm Date: 5th January Place: 3001   Olga KLOPP (ESSEC) - TBA  Abstract:          Organizers: Anna KORBA (CREST), Vincent DIVOL (CREST) , Jaouad MOURTADA (CREST)     Sponsors: CREST-CMAP

Export Events