Home The 15th International Conference on Computational and Financial Econometrics (CFE 2021)
Agenda Quantitative Finance, Session CO108
G. Le Fol Organizer and S. Darolles , Chairman and organizer, Université Paris-Dauphine, Members of the QMI
Forecasting portfolio weights, Hugues Langlois , HEC Paris
Market impact decay and capacity, Hector Chan , Université Paris-Dauphine, Member of the QMI
Dissecting beta, Costas Xiouros, BI Norwegian Business School with Paul Ehling
Forecasting option returns with news, Gang Li , The Chinese University of Hong Kong, with Bing Han, Jay Cao, Ruijing Yang, Xinting Zhan
Venue The 15th International Conference on Computational and Financial Econometrics (CFE 2021) will be hosted by King’s College London, 18-20 December 2021. Tutorials will also be given on Friday the 17th of December 2021. Hybrid conference, King’s College London, 18-20 December 2021.
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