Legend: Boston Convention & Exhibition Center = CC, Westin Boston Waterfront = W, Seaport Boston Hotel = S
A * preceding a session name means that the session is an applied session.
A ! preceding a session name means that the session reflects the JSM meeting theme.
A * preceding a session name means that the session is an applied session.
A ! preceding a session name means that the session reflects the JSM meeting theme.
Activity Details
|
|
Tweet | ||
| 337 * | Tue, 8/5/2014, 10:30 AM - 12:20 PM | CC-204A | |
| Financial Data Modeling and Portfolio Analysis — Contributed Papers | |||
| Business and Economic Statistics Section | |||
| Chair(s): Fangfang Wang, University of Illinois at Chicago | |||
| 10:35 AM | Influential Analyst Recommendations: Are They Hidden Gems? — Jose Faias, Catolica Lisbon SBE ; Pedro Mascarenhas, Catolica Lisbon SBE | ||
| 10:50 AM | Asymptotic Comparison of Different Spread Estimators — Yang Gao ; Mingjin Wang, Peking University | ||
| 11:05 AM | On High-Frequency Estimation of the Frictionless Price: The Use of Observed Liquidity Variables — Selma Chaker | ||
| 11:20 AM | Dynamic Dependence Networks: Multiregression Dynamic Models for Financial Time Series and Portfolio Decisions — Zoey Yi Zhao, Duke University ; Mike West, Duke University | ||
| 11:35 AM | Higher-Order Asymptotics for Expected Return of an Optimal Portfolio — Yongli Han, University of Hong Kong | ||
| 11:50 AM | In Search of Models for Stock Return Forecast — Shaobo Li | ||
| 12:05 PM | On High-Dimensional Markowitz Mean-Variance Optimized Portfolio — Saswata Sahoo, North Carolina State University ; Soumendra Lahiri, North Carolina State University | ||
2014 JSM Online Program Home
For information, contact jsm@amstat.org or phone (888) 231-3473.
If you have questions about the Professional Development program, please contact the Education Department.
The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.
Copyright © American Statistical Association.