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First-year PhD. Students Presentation

Date : Jeudi | 2023-01-25 à 12h30
Lieu : Salle B.103

Lien TEAMS : Cliquer ici pour rejoindre le séminaire doctorant du LÉO

 

 

S P E C I A L       S E S S I O N

 

Three new PhD. Students from the LEO (Université d'Orléans) will present their thesis projects. Each of them will give a 15 minutes presentation followed by a 15 minutes discussion :

  • Alexandra Amani (Econometrics Team)
  • Anne-Cécile Baptiste Giuliana (International Economics/Sustainable Development Team)
  • Flavien Vilbert (Macro/Finance Team)

 

Managing a Lazy Investment: Being Actively Passive

Date : Jeudi | 2024-01-18 à 12h30
Lieu : Salle B103

Lien TEAMS : Cliquer ici pour rejoindre le séminaire doctorant du LÉO

Indigo JONES (LEO, Université d’Orléans)

While passively managed financial instruments do not require intervention from their investors, some investors actively manage them anyway. To understand why and how we use a novel micro-level dataset of 6,247 robo-advisor clients who made 9,250 changes to their investment portfolios between 2015 and 2022. Micro-level demographic and financial variables as well as macro-level market returns and volatility are factors in the decision to change one's passively managed portfolio. In addition, how these changes affected investors' returns are studied. A counterfactual test showed that on average accounts which adjusted their portfolio allocation outperformed identical hypothetical accounts in which no changes were made, but this result was not replicated in the field using a more constrained dataset including only realized gains (i.e., closed accounts).

« 29th International Panel Data » Conference

Date : July 4&5, 2024
Lieu : University of Orléans

Organisateur(s) : LÉO

The aim of the conference is to bring together economists, econometricians, statisticians and social scientists using panel data for their applied and/or theoretical research. The conference provides an active forum for researchers to discuss their findings from theoretical or empirical viewpoints, seek feedback, exchange ideas for future research and promote active collaboration in all areas of panel data analysis. The International Panel Data Conference started in 1977.

 

Keynotes Speakers :
  • Marine Carrasco, University of Montreal

  • Serena Ng, Columbia University

  • Hashem Pesaran, Cambridge University & University Of Southern California

  • Olivier Scaillet, University of Geneve

 

Important dates :
  • Submission deadline: March 1st, 2024
  • Notification of acceptance: March 31th, 2024
  • Opening registration: April 1st, 2024
  • Registration deadline for presenters’: April 30th, 2024
  • Registration deadline for attendees’: May 20th, 2024

 

Local Organizing Committee - Coordinator :
  • Christophe HURLIN, Full Professor
  • Marcel VOIA, Full Professor
  • Cristina STRANGO, PhD Student

 

Contact :

admin@ipdc2024.org

 

IPDC2024 - Call for paper-1_page-0001