Financial Market Anomalies and a Nobel Prize

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Financial Market Anomalies and a Nobel Prize
<a href="https://pixabay.com/users/ElisaRiva/">ElisaRiva</a> / Pixabay

Session: Behavioral Finance: Financial Market Anomalies and a Nobel Prize January 6, 2018 8:00 to 10:00 Regency AB Session Chair: Tobias Moskowitz, Yale University Short and Long Horizon Behavioral Factors By Kent Daniel; Columbia University and NBER David Hirshleifer; University of California, Irvine Lin Sun; Florida State University presented by: Kent Daniel, Columbia University and NBER Discussant: Robert Stambaugh, University of Pennsylvania

Sticky Expectations and the Profitability Anomaly By Jean-Philippe Bouchaud; Capital Fund Management Philipp Krueger; University of Geneva and SFI Augustin Landier; Toulouse School of Economics David Thesmar; Massachusetts Institute of Technology presented by: Augustin Landier, Toulouse School of Economics Discussant: Andrea Frazzini, AQR Capital Management, LLC

Discussion of the 2017 Nobel Prize in Economics and Richard Thaler’s impact on financial markets By Kent Daniel; Columbia University and NBER Tobias Moskowitz; Yale University presented by: Tobias Moskowitz, Yale University

Alkeon expects data growth to surpass 5G’s capabilities by 2028 [Q4 Letter]

Alkeon Growth PartnersAlkeon Growth Partners wrote at length on tech stocks and why they are defensive in their recent letter to investors, which was reviewed by ValueWalk. The fund also highlighted 5G and other advanced technologies and the investment opportunities they offer. Q4 2020 hedge fund letters, conferences and more Artificial intelligence and machine learning The Alkeon Read More


Discussants: 1 Kent Daniel, Columbia University and NBER 2 Tobias Moskowitz, Yale University

 

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