Asset Pricing II: New Methods

ESEM

Presenter(s)	Type			Length	Chair	Room Number	Add to calendar
Marco Bianco Jiantao Huang Qian Qi Hyung Joo Kim	Contributed Sessions	24/08	14:00 CEST	90 mins	Hyung Joo Kim	E1.01	Add to Calendar `2022-08-24 14:00:00 2022-08-24 15:30:00 EEA-ESEM 2022: Asset Pricing II: New Methods. Room: E1.01 EEA-ESEM 2022 congress@eeassoc.org Europe/Rome public`

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Papers

(Listed in order of presenters above)

Simulated Minimum Distance Estimation of Return Predictive Regressions

Frequency-Dependent Risks in the Factor Zoo

Factorization Asset Pricing

Characterizing the Conditional Pricing Kernel: A New Approach

Presentations

Simulated Minimum Distance Estimation of Return Predictive Regressions

Frequency-Dependent Risks in the Factor Zoo

Factorization Asset Pricing

Characterizing the Conditional Pricing Kernel: A New Approach

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