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Downside Risk presentation: Northfield Research Conference Nov 2012

Submitted by admin on Mon, 02/25/2013 - 10:50
Fama French with Downside Risk

Northfield held their annual London research conference at Vinopolis on the 7th of November.
I presented some results from my working paper on downside risk.
A link to the presentation is available from Northfield here.

Transactions Costs and Market Impact Presentation

Submitted by admin on Fri, 06/15/2012 - 04:11

I will be giving a talk on Northfield's transactions costs and market impact models for a CFA Institute continuing education at Bocconi University.

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