Dacheng Xiu - Chicago Booth
Incorporating Global Industrial Classification Standard into Portfolio Allocation: A Simple Factor-Based Large Covariance Matrix Estimator with High Frequency Data
Date: 02/16/2015 (Mon)
Time: 11:30am- 1:00pm
Location: Seminar will be held on-site: Social Sciences room 111
Organizer: Jia Li, Ph.D.
Meeting Schedule: Login or email the organizer to schedule a meeting.
All meetings will be held in the same location as the seminar unless otherwise noted.
10:00am - Andrew Patton
11:00am - Prep
11:30am - Seminar Presentation (11:30am to 1:00pm)
1:00pm - Lunch (1-2pm)
2:00pm - Meeting w Bingzhi Zhao
7:30pm - DInner w/ Jia, Nana's