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 complemented by a panel discussion on The Future of Asset Management, giving us the opportunity to discuss with academics how artificial intelligence, machine learning, robo-advising, and blockchain might alter the competitive landscape and techniques in asset management.