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2 June 2023 - 2 June 2023

8:00AM - 3:00PM

Mill Hill Lane, Room MHL 453

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QRFE is pleased to host an asset pricing workshop on the 1st of June 2023 with keynote speaker Vikas Agarwal (Georgia State University)

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Durham University Business School


Friday 2nd June

08:00-08:30    Coffee and Registration

08:30-09:30    Keynote Speaker: Vikas Agarwal (Georgia State University)

09:30-10:30    Pasquale Della Corte (Imperial College Business School)                           

Expected Currency Returns and the Term Structure of Risk Preferences

10:30-11:00    Coffee

11:00-12:00    Irina Zviadadze (HEC Paris)

What is Missing in Asset-Pricing Factor Models.

12:00-13:00    Lunch

13:00-14:00    Constantinos Antoniou (Warwick Business School)                            

Subjective Extremeness: Contrast Effects in the Perception of Stock Returns