27/11/2025 Asset Pricing & Behavioural Finance Artificial Intelligence for Behavioral Finance Artificial Intelligence (AI), particularly Machine Learning (ML) and Deep Learning (DL) techniques, have been extensively used in consumer finance to...
10/10/2022 Portfolio Allocation Capital Commitment Over ten trillion dollars are allocated to private market funds that require outside investors to commit to transferring capital on demand; most of these...
4/10/2022 Asset Pricing & Behavioural Finance Fast Filtering with Large Option Panels: Implications for As... The cross-section of options holds great promise for identifying return distributions and risk premia, but estimating dynamic option valuation models...
22/09/2022 Machine Learning & Artificial Intelligence Real-Time Macro Information and Bond Return Predictability: ... This paper proposes a weighted group neural network model and reexamines whether treasury bond returns are predictable when real-time, instead of fully-revised,...
19/09/2022 Sustainable Finance Altruism or Self-Interest? ESG and Participation in Employee... We ask how the ESG performance of firms affects the asset allocation of a large sample of French employees between their employer’s stock and alternative...
25/07/2022 Portfolio Allocation Precautionary Liquidity and Retirement Saving There is a large debate on the optimal degree of savings’ liquidity in retirement systems.
1/07/2022 Machine Learning & Artificial Intelligence Credit Factor Investing with Machine Learning techniques The most common models to assess asset returns are a linear combination of risk factors.