Prof. Semyon Malamud selected at the Utah Winter Finance Conference

The Utah Winter Finance Conference is one of the most selective and prestigious finance conferences in the world. The conference brings together internationally-renowned financial scholars from top univerisities around the world. Each year, only ten papers in total are presented at this conference. This is the first time a Swiss economist has two papers on its program.

The Thirty-second Annual Utah Winter Finance Conference will be held February 9-11, 2023 and presentations can be watched in real time on February 10 (UWFC website)

Session III: Beating the Market- Friday 7:30-9:15 am (local time)

Virtue of Complexity in Return Prediction

Authors: Bryan Kelly (Yale), Semyon Malamud (EPFL), and Kangying Zhou (Yale)

Discussant: Andreas Neuhierl (Wash U)

Session IV: Transaction Costs - Friday 5:45-7:30 pm (local time)

Machine Learning and the Implementable Efficient Frontier

Authors: Bryan Kelly (Yale), Theis Jensen (Copenhagen), Semyon Malamud (EPFL), and

Lasse Pedersen (Copenhagen)

Discussant: Martin Lattau (Berkeley)