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16:00 - 17:00
Description:
The NSE-ISB Trading Lab is conducting a webinar on "Anomalies in International Markets." Professor Heiko Jacobs, University of Duisburg-Essen, and Professor Sebastian Muller, TUM School of Management will talk about the dimensionality and predictability of stock returns.
Their research studied 240 predictors and found large heterogeneity in significance of individual characteristics and in time trends, leading to substantial out-of-sample diversification gains for global multidimensional hedge portfolios.
Location
Location
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,
16:00 - 17:00
- Location
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Description
The NSE-ISB Trading Lab is conducting a webinar on "Anomalies in International Markets." Professor Heiko Jacobs, University of Duisburg-Essen, and Professor Sebastian Muller, TUM School of Management will talk about the dimensionality and predictability of stock returns.
Their research studied 240 predictors and found large heterogeneity in significance of individual characteristics and in time trends, leading to substantial out-of-sample diversification gains for global multidimensional hedge portfolios.
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