Latest Events & Seminars
Risk Landscape: Review 2021 & Preview 2022
Panel discussion
This panel takes stock of the risk management challenges of 2021 and lessons learnt for the future.
Date
11-12.30 GMT
Venue
Online
Latest News
Latest Publications
Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims
We study a noisy rational expectations equilibrium in a multi-asset economy populated by informed and uninformed investors and noise traders. The...
DP 745
Clients' Connections Measuring the Role of Private Information in Decentralized Markets
Journal of Finance, 2021, in press
Blockchain Analysis of the Bitcoin Market
In this paper, we provide detailed analyses of the Bitcoin network and its main participants. We build a novel database using a large number of public...
DP 844
Comomentum: Inferring Arbitrage Activity from Return Correlations
The Review of Financial Studies, 2021, in press
