Cem Demiroglu, from Koç University, will be at Nova SBE for a Finance seminar.
The presentation will be held by video conference. To attend this seminar please send an email to research.office@novasbe.pt
Nicola Borri, from LUISS, will present his research.
One Factor to Bind the Cross-Section of Returns
Abstract: We propose a new non-linear single-factor asset pricing model. Despite its...