Prabal Shrestha (EMLV De Vinci Research Center) "Sustainable Finance: Effective Communication in Digital Settings" LFIN contact person: James Thewissen

Jean-Bernard Chatelain (Paris school of Economics) will give a presentation on Persistence-Dependent Optimal Policy Rules Abstract: A policy target (for example inflation) may depend on exogenous cost-push shocks with different degrees of persistence, including non-stationary shocks. For example, these shocks may affect energy or imported prices.

Name : Raymond Kan Affiliation : Rotman School of Management, University of Toronto Title : In-sample and Out-of-sample Sharpe Ratios of Multi-factor Asset Pricing Models Abstract : For many multi-factor asset pricing models proposed in the recent literature, their implied tangency portfolios have substantially higher sample Sharpe ratios than that of the value-weighted market portfolio.