Data Science, Econometrics and Asset Pricing.
"On Partial-Sum Processes of ARMAX Residuals" with S. Grønneberg. Appendix. The Annals of Statistics (2019).
Junior Sverdrup Prize
FDEF Best Young Researcher Award.
"The ESP estimator" with F. Sowell. Appendix. Electronic Journal of Statistics (2022).
"On the Empirical Saddlepoint Approximation, with Application to Asset Pricing." [under revision]
"Beyond Arbitrage: Deviation from the Risk-Return Tradeoff: " with A. Lioui and M. Weber. [R&R]
Invesco Factor Investing Prize 2022
Becker Friedman Institute Economic Finding
"On Bayesian Theory in Empirical Economics and Finance." with S. Grønneberg
"Why Has Econometric Inference Been Possible?" with S. Grønneberg.
"On GFI Adequacy" with S. Grønneberg.
Good Inflation, Bad Inflation: Implications for Risky Asset Prices by Diego Bonelli, Berardino Palazzo, and Ram Yamarthy. April 29th 2025, Spring Finance Workshop.
The distribution of out-of-sample returns of estimated optimal portfolios by Nathan Lassance, Raymond Kan, and Xiaolu Wang, March 22nd 2025, MFA.
Machine Forecast Disagreement by Turan G. Bali, Bryan T. Kelly, Mathis Mörke, and Jamil Rahman. March 14th 2025, Luxembourg.
University College Dublin, University of Toronto (Rotman), Erasmus University, Ghent University (Quetelet seminar, statistics), University of Lausanne and EPFL (Finance seminar), EDHEC Business School, University of Oxford (Economics), CEMFI (Madrid, Finance and Econometrics seminar), Oslo Business School at HiOA, Higher School of Economics (Moscow, ICEF), University of Luxembourg, Institut Henri Poincaré (Paris, semstats), University of Oslo (economics), Tinbergen Institute (Amsterdam, ector), University of Oslo (Stochastic analysis), University of Laval, BI Norwegian Business School, University of Stavanger, University of Toulouse (TSE), McGill University, University of Lund, Carnegie Mellon University (Finance, Macro-Finance Lunch, Micro Lunch), University of Paris at Panthéon Sorbonne (Micro Lunch). University of Copenhagen (Math).
3rd Asset Pricing Conference LTI@UniTo (Collegio Carlo Alberto), 3rd Bayesian, Fiducial and Frequentist meeting (Rutgers University), 2nd BI-SHoF conference in asset pricing and financial econometrics (Stockholm School of Economics), Workshop on "Bayesian Modelling and Identification" (Université Catholique de Louvain, CORE), Financial Econometrics conference in Toulouse (TSE).