Tuesday, September 3, 2019

Seminar 217, Risk Management: Does the leverage effect have a big impact on the return distribution?

Seminar: Risk Management | September 3 | 11 a.m.-12:30 p.m. | 1011 Evans Hall

 Speaker: Dangxing Chen, UC Berkeley

 Consortium for Data Analytics in Risk

The leverage effect refers to the generally negative correlation between the return of an asset and the changes in its volatility. There is broad agreement in the literature that the effect should be present, and it has been consistently found in empirical work. However, a few papers have pointed out a puzzle: the return distribution of many assets do not appear to be affected by the leverage...   More >

Tuesday, September 10, 2019

Seminar 217, Risk Management: TBD

Seminar: Risk Management | September 10 | 11 a.m.-12:30 p.m. | 1011 Evans Hall

 Speaker: Xiaowu Dai, UC Berkeley

 Consortium for Data Analytics in Risk

Tuesday, September 17, 2019

Seminar 217, Risk Management: TBD

Seminar: Risk Management | September 17 | 11 a.m.-12:30 p.m. | 1011 Evans Hall

 Speaker: Martin Lettau, UC Berkeley

 Consortium for Data Analytics in Risk

Tuesday, September 24, 2019

Seminar 217, Risk Management: TBD

Seminar: Risk Management | September 24 | 11 a.m.-12:30 p.m. | 1011 Evans Hall

 Speaker: Alec Kercheval, Florida State University

 Consortium for Data Analytics in Risk

Tuesday, October 1, 2019

Seminar 217, Risk Management: TBD

Seminar: Risk Management | October 1 | 11 a.m.-12:30 p.m. | 1011 Evans Hall

 Speaker: Ayako Yasuda, UC Davis

 Consortium for Data Analytics in Risk

Tuesday, October 8, 2019

Seminar 217, Risk Management: TBD

Seminar: Risk Management | October 8 | 11 a.m.-12:30 p.m. | 1011 Evans Hall

 Speaker: TBD, TBD

 Consortium for Data Analytics in Risk

Tuesday, October 15, 2019

Seminar 217, Risk Management: TBD

Seminar: Risk Management | October 15 | 11 a.m.-12:30 p.m. | 1011 Evans Hall

 Speaker: Bryan Graham, UC Berkeley

 Consortium for Data Analytics in Risk

Tuesday, October 22, 2019

Seminar 217, Risk Management: TBD

Seminar: Risk Management | October 22 | 11 a.m.-12:30 p.m. | 1011 Evans Hall

 Speaker: TBD, TBD

 Consortium for Data Analytics in Risk

Tuesday, October 29, 2019

Seminar 217, Risk Management: TBD

Seminar: Risk Management | October 29 | 11 a.m.-12:30 p.m. | 1011 Evans Hall

 Speakers: Julia Belford, Tingyue Gan, Lisa Goldberg, UC Berkeley

 Consortium for Data Analytics in Risk

Tuesday, November 5, 2019

Seminar 217, Risk Management: TBD

Seminar: Risk Management | November 5 | 11 a.m.-12:30 p.m. | 1011 Evans Hall

 Speaker: CANCELED, UC Berkeley

 Consortium for Data Analytics in Risk

Tuesday, November 12, 2019

Seminar 217, Risk Management: TBD

Seminar: Risk Management | November 12 | 11 a.m.-12:30 p.m. | 1011 Evans Hall

 Speaker: Ruoxuan Xiong, Stanford

 Consortium for Data Analytics in Risk

Tuesday, November 19, 2019

Seminar 217, Risk Management: TBD

Seminar: Risk Management | November 19 | 11 a.m.-12:30 p.m. | 1011 Evans Hall

 Speaker: Frank Partnoy, UC Berkeley

 Consortium for Data Analytics in Risk

Tuesday, December 3, 2019

Seminar 217, Risk Management: TBD

Seminar: Risk Management | December 3 | 11 a.m.-12:30 p.m. | 1011 Evans Hall

 Speaker: Laurent El Ghaoui, UC Berkeley

 Consortium for Data Analytics in Risk