Comparison of Misspecified Asset Pricing Models Using Many Characteristic-Sorted and Micro Portfolios

Cheikh Nokho

16 November 2023 at 16:00 (UofM)
Speaker: Cheikh Nokho (Université de Montréal & CIREQ)

Marcel-Dagenais Econometrics Seminar
joint with the Département de sciences économiques, Université de Montréal

room C-6149 (U. de Montréal, Pavillon Lionel-Groulx, 3150, rue Jean-Brillant)

Organizer : Mathieu Marcoux (U. de Montréal)

4-5 December 2023 (Germany)

8 December 2023 (U. Montréal)

9 May 2024 (McGill)

10-11 May 2024 (ITHQ)