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Markus Pelger | Department of Economics
economics.sas.upenn.edu
Time, Name/Event, Location. 10: :30, Paul Sangrey, 506 McNeil. 10: :00, Ross Askanazi, 506 McNeil. 11: :30, Frank DiTraglia, 535 McNeil. 11: :00, Xu Cheng, 527 McNeil. 12: :00, Econometrics lunch seminar, 309 McNeil. 1:00 -1:30, Jacob Warren, 506 McNeil. 1: :00, Frank Schorfheide ...
U Sports Hoops - University Basketball in Canada
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Hoopstars Canada
www.hoopstarscanada.com
6'6" pf Perrin Smith (Waterloo, ON/Bluevale). 6'3" sg Justin Springer (Burlington, ON/Notre Dame). 6'5" pf Markus Pelger (Windsor, ON/Riverside). 6'5" sf Kingslee D'Silva (Mississauga, ON/Meadowvale). 6'4" sf Trevor Thompson (Burlington, ON /Nelson) 6'6" pf Adam Kemp (St. Catharines, ON/Holy Cross)
Stochastic Algorithms and Nonparametric Statistics: Seminars
www.wias-berlin.de
, Markus Pelger (Stanford University). Estimating latent asset-pricing factors. We develop an estimator for latent factors in a large-dimensional panel of financial data that can explain expected excess returns. Statistical factor analysis based on Principal Component Analysis (PCA) has problems identifying factors ...
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