What you need to know!
We are thrilled to share that Eric Wilson, Our PhD Candidate in Finance, presented at the 2024 Early-Career Scholars SoFiE Conference at the Pontifical Catholic University of Rio de Janeiro (PUC-Rio), hosted by the Society for Financial Econometrics. Eric’s paper, co-authored with Yoontae Jeon from McMaster University and Laleh Samarbakhsh from Toronto Metropolitan University, won the conference award.
Titled “The Value of Economic Regularization for Stock Return Predictability,” their research introduces an innovative approach to utilizing stock market return predictors to enhance investor utility through an economically motivated loss function. Eric is actively pursuing research in empirical asset pricing, focusing on return predictability and hedge funds. He will be on the academic job market for the 2024-2025 cycle.
Check out Eric’s profile here