Asset Pricing I: Understanding the Factor Zoo

ESEM

Presenter(s)	Type			Length	Chair	Room Number	Add to calendar
Alessandro Melone Mirco Rubin Federico Nardari Christian Julliard	Contributed Sessions	24/08	09:00 CEST	90 mins	Christian Julliard	E1.01	Add to Calendar `2022-08-24 09:00:00 2022-08-24 10:30:00 EEA-ESEM 2022: Asset Pricing I: Understanding the Factor Zoo. Room: E1.01 EEA-ESEM 2022 congress@eeassoc.org Europe/Rome public`

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Papers

(Listed in order of presenters above)

Macro Trends and Factor Timing

Factors Common to Individual Stock and Sorted Portfolio Returns

Idiosyncratic Skewness Co-Movement and Aggregate Stock Returns

Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models

Presentations

Macro Trends and Factor Timing

Factors Common to Individual Stock and Sorted Portfolio Returns

Idiosyncratic Skewness Co-Movement and Aggregate Stock Returns

Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models

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