Econometrics Seminars Fall 2020

Fridays, 4:00-5:20 pm
Zoom meeting ID’s will be emailed out before each seminar.

Questions? Contact Ruoyao Shi

When available, the papers may be downloaded as pdf files, which can be read or printed using the Acrobat Reader.

10/02/2020 Ruoyao Shi (UCR)
10/09/2020 Ekaterina Seregina (UCR) Sparse Portfolio
10/16/2020 Varlam Kutateladze (UCR) The Kernel Trick for Nonlinear Factor Modeling
10/23/2020 Yuanyuan Wan (Univ. of Toronto)
10/30/2020 Gabriel Vasconcelos (Pontifical Catholic University of Rio de Janeiro – Brazil) Mean-Variance Efficiency of a Portfolio in Ultra-High Dimensions and Cases of Maximum Out-of-Sample and Constrained Maximum Sharpe Ratios
11/06/2020 Bruce Hansen (Univ. of Wisconsin Madison)
11/13/2020 Jiawei Chen (UCI)
11/20/2020 Toru Kitagawa (Univ. of College Lonson)
11/27/2020 No Seminar No Seminar
12/04/2020 Bo Honoré (Princeton University)
12/11/2020 Xu Cheng (Univ. of Pennsylvannia)