Do Equity and Option Markets Agree about Volatility? (by C. Chong and V. Todorov)
Derivatives and Asset Pricing Conference, Cancun, March 2025
The Market for 0DTE: The Role of Liquidity Providers in Volatility Attenuation ( G. Adams, J.S. Fontaine, and C. Ornthanalai)
CDI 13th Conference on Derivatives, Montreal, September 2024
Large (and Deep) Factor Models ( B. Kelly, B. Kuznetsov, S. Malamud, and T. Andrea Xu)
EFA, Bratislava, August 2024
Anomaly Predictability with the Mean-Variance Portfolio. (by C. Favero, A. Melone, and A. Tamoni)
MFA, Chicago, March 2024
0DTEs: Trading, Gamma Risk and Volatility Propagation (by C. Dim, B. Eraker, and G. Vilkov)
Derivatives and Asset Pricing Conference, Cancun, March 2024
Maxing Out Entropy: A Conditioning Approach (by F. Chabi-Yo and Y. Liu)
SFS Cavalcade North America, 2022, UNC at Chapel Hill, May 2022
How Integrated are Corporate Bond and Stock Markets? (by M. Sandulescu)
10th ITAM Finance Conference, Online, June 2021
The Forest Through the Trees: Decision Trees in Asset Pricing (by S. Brysgalova, M. Pelger and J. Zhu)
Fourth International Workshop in Financial Econometrics, Maceio, October 2019
(by D. Radu, P. Hansen, Z. Huang, M. Matei)
10th Annual SoFiE Conference, New York, June 2017
A Theory of Arbitrage-free Dispersion (by P. Orlowski, A. Sali, and F. Trojani)
Second International Workshop in Financial Econometrics, Salvador, October 2015
Estimation of Dynamic Asset Pricing Models with Robust Preferences (by T. Christensen)
CIREQ Econometrics Conference, Montreal, May 2015
Robust Preference Expansions (by J. Borovicka, and L.P. Hansen)
TSE Financial Econometrics Conference, Toulouse, May 2014
Tail Risk Premia and Return Predictability (by T. Bollerslev, V. Todorov, and L. Xu)
First International Workshop in Financial Econometrics, Natal, October 2013
Pricing Default Events: Surprise, Exogeneity, and Contagion (by C. Gourieroux, A. Monfort, and J.-P. Renne)
TSE Financial Econometrics Conference, Toulouse, May 2013
Hedging in Fixed Income Markets (by A. Malkhozov, P. Mueller, A. Vedolin, and G. Venter)
TSE Financial Econometrics Conference, Toulouse, May 2013
Nonparametric Stochastic Discount Factor Decomposition (by T. Christensen)
SoFiE-EPGE Long Run Risk Conference, Rio de Janeiro, December 2012
A Stochastic Discount Factor Approach to Asset Pricing Using Panel Data Asymptotics (by F. Araujo and J.V. Issler)
Lubrafin, Natal, March 2011
Macroeconomic Uncertainty, Differences in Beliefs, and Bond Risk Premia (by A. Buraschi and P. Whelan)
SAFE Conference, Verona, June 2010
Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks (by S. Joslin, K. Singleton and M. Priebsch)
TSE Financial Econometrics Conference, Toulouse, May 2010