› Forecasting the Realized Variance in the Presence of Intraday Periodicity - Ana-Maria Dumitru, Deutsche Bundesbank, University of Surrey
14:30-15:00 (30min)
› Testing for intensity jumps conditional on information arrivals - Deniz Erdemlioglu, IÉSEG School Of Management
15:00-15:30 (30min)
› Realized Variance Models: estimation, selection, evaluation and the long memory argument - Alessandro Palandri, Dublin City University Business School
15:30-16:00 (30min)
› Multi-period and higher-order moment downside risk-attribution of data-driven portfolio strategies - Nabil Bouamara, KU Leuven, Vrije Universiteit Brussel
14:30-15:00 (30min)
› Is it Worth Investing in Hedge funds? Optimal portfolios with Regime-Switching - Alfonso Valdesogo, THEMA, Université de Cergy-Pontoise
15:00-15:30 (30min)
› Diversifying Trends - Charles Chevalier, University Paris-Dauphine
15:30-16:00 (30min)
› Deep Hedging for Non-linear Affine Processes - Ernst Emanuel Rapsch, Freiburg Institute for Advanced Studies, Humboldt Universität zu Berlin
16:30-17:00 (30min)
› SMART-SDFs - Alberto Quaini, University of Geneva
17:00-17:30 (30min)
Room 24
