Contact Details
Mailing Address:
Department of Finance
London School of Economics
Houghton Street
London, WC2A 2AE
United Kingdom
Contact Information:
E-mail: [email protected]
Phone: +44 (0) 20 7107 5366
Fax: +44 (0) 20 7849 4647
Room: 7.06 Marshall Building
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What’s a better time for tweeting about my new paper? At the end of the ASSA meetings, when people are waiting for planes?
Or just afterwards, when people are back at their desk?
Depends on how complex my paper is.
I only have to do this occassionally (this paper started 2012)
Call for Papers!
The 25th Macro Finance Society Workshop will be held on May 16–17, 2025, at UCLA Anderson School of Management. Stavros Panageas and Pierre-Olivier Weill are the co-organizers.
More details here: https://macrofinancesociety.org/25th-mfs-call-for-papers/
Time for the last teaching fine tuning, so just finished the material for the practical “how to” of robust Bayesian Asset Pricing:
Pretty happy about my first crack at R Markdown slides — I will never show again codes in a different format.
Quadrillion thanks to Elias Ohneberg for porting to Julia the BayesianFactorZoo R package:
Really no excuses for sloppy empirical asset pricing left 😉
(I’ll be sharing some R markdown teaching slides in January)
#econtwitter
🚨‘BayesianFactorZoo’ R CRAN package official release
Robust cross-sectional asset pricing one click away – no excuse to be lazy anymore! 😉
Install directly in R with the command: install.packages(“BayesianFactorZoo”)
Or follow the link: https://tinyurl.com/46jvz5er
1/n #EconTwitter
Nice read. But I would have changed the title to “why [objective] probability doesn’t exist” and I’d recommend the pragmatist to go back to the Hildreth’s 1963 classic: https://www.jstor.org/stable/1909982
A zillion thanks to @gusamarante for “front-running” us and making a brilliant Python package for our #Bayesian Fama-MacBeth method:
🚨New (very short) paper alert:
“Bayesian Fama-MacBeth Regressions” with @SBryzgalova and Jiantao Huang https://tinyurl.com/bddpezz6
🧵1/n #EconTwitter #Finance #Econometrics
I feel anxious and saddened by Trump’s election. Years of turmoil and uncertainty await us. I have also come to believe that this is not Trump’s win. It is the Democrats who have lost this election.
I am the Placement Director @PrincetonEcon this year. If you are hiring, please email me and I will send you the names of the candidates who are the best fit for your position.