Some Selected KoLa '18 Slides
- Guggenberger_A More Powerful Subvector Anderson and Rubin Test in Linear Instrumental Variables Regression (PDF, 187 KB)
- Cui_Institutional Investors and Market Anomalies: Are Hedge Funds Smarter Arbitrageurs (PDF, 427 KB)
- Daniele_Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices (PDF, 363 KB)
- Dimitriadis_The Efficiency Gap (PDF, 1 MB)
- Gazi_The Early Exercise Risk Premium (PDF, 626 KB)
- Heiler_Risky Oracles, Sparsity and Model Selection (PDF, 317 KB)
- Kazak_Dynamic Portfolio Choice: Balancing Forecasting Risk (PDF, 2 MB)
- Kleen_Volatility Forecasting for Low-Volatility Investing (PDF, 249 KB)
- Li_Asymptotic Theory for Renewal Based High-Frequency Volatility Estimation (PDF, 2 MB)
- Ranganathan_An Integrated Approach to Currency Factor Timing (PDF, 584 KB)
- Voigt_Price Efficiency in Blockchain-Based Markets (PDF, 610 KB)