Finance: Micro Risk, the Yield Curve, and Machine Learning

Speaker(s) Type Length Chair
Yaoyuan Zhang Kristy Jansen Rodrigo Guimaraes Jantje Sönksen Chuanping Sun Contributed
Chuanping Sun


(Listed in order of speakers above)

Global Evidence on Unspanned Macro Risks in Dynamic Term Structure Models

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Long-term investors and the yield curve

Observed macroeconomic tail risk and asset prices: new long term evidence

Diverging roads: Theory-based vs. machine learning-implied stock risk premia

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Dissecting the Factor Zoo: A Correlation-Robust Approach

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