Michael Johannes: Understanding the Structure of High Frequency Asset Prices
On October 6, 2015, Michael Johannes, Professor of Finance and Economics at Columbia Business School, presented Understanding the Structure of High Frequency Asset Prices. The presentation was part of the Program for Financial Studies’ No Free Lunch Seminar Series titled Current Research on Forecasting Risk.
The Program for Financial Studies’ No Free Lunch Seminar Series provides broader community access to Columbia Business School faculty research. At each seminar, attended by invited MBA and PhD students, faculty members introduce their current research within an informal lunch setting.
Michele Ragazzi's Giano Capital returned 1.9% for March, taking the fund's year-to-date performance to 1.7%. Since its inception, Ragazzi's flagship fund has produced a compound annual return of 7.8%. According to a copy of the €10 million fund's March update, a copy of which ValueWalk has been able to review, Giano's most significant investment at Read More
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