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Olivier Scaillet (University of Geneva)

When: Tuesday, May 25, 2021, 1:00 PM - 2:15 PM
Where: Online

Olivier Scaillet (University of Geneva)

"A penalized two-pass regression to predict stock returns with time-varying risk premia [PDF 593KB]" (joint with Gaetan Bakalli and Stéphane Guerrier)

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