The next Business School Seminar will be hosted by the Finance Group from Liverpool University Management School at their splendid facilities in Finsbury Square, London on Friday November 30th. We are delighted to welcome Liverpool as Seminar partners.

The conference will see researchers from Liverpool and other top institutions share some of their latest thinking about asset pricing with a focus on valuation, predictability and financial technology (FinTech). In particular we will have presentations on: 

  • Why Asset Returns are Different around Scheduled Announcements. Mungo Wilson (University of Oxford)
  • Are Long-Horizon Returns Easier to Predict?  Michalis P. Stamatogiannis (University of Liverpool)
  • Why Are Investment Returns to Anomaly Factors Different Around the Globe?  Qi Zhang (Durham University)
  • Can Credit Risk be Hedged with Equity Options? Davide E. Avino (University of Liverpool)
  • How are Dual-Class Structures Valued over the Firm’s Life Cycle? Roni Michaely (Cornell University, USA)
  • Do Machine Learning Methods Improve Predictions of Risk Premia? Dacheng Xiu (University of Chicago)

The presentations will be followed by a panel discussion on Practical Applications for Machine Learning and NLP techniques in Asset Management.  

What are the opportunities and challenges, and what tends to go wrong? 

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