Nabil Bouamara will give a presentation on Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications Abstract: We introduce a simple tool to control for false discoveries and identify individual signals when there are many tests, the test statistics are correlated, and the signals are potentially sparse.

Paolo Giudici, University of Pavia will give a presentation on SAFE Artificial Intelligence in Finance Abstract: Financial technologies, boosted by the availability of machine learning models, are expanding in all areas of finance: from payments (peer to peer lending) to asset management (robot advisors) to payments (blockchain coins).

Baridhi Malakar ( Scheller College of Business Atlanta ) "Do Managers Walk the Talk on Environmental and Social Issues?" LFIN contact person: James Thewissen

Thanos Verousis  (Essex Business School ) "Decomposing asymmetric information in equity options" LFIN contact person: James Thewissen

Prabal Shrestha (EMLV De Vinci Research Center) "Sustainable Finance: Effective Communication in Digital Settings" LFIN contact person: James Thewissen

Jean-Bernard Chatelain (Paris school of Economics) will give a presentation on Persistence-Dependent Optimal Policy Rules Abstract: A policy target (for example inflation) may depend on exogenous cost-push shocks with different degrees of persistence, including non-stationary shocks. For example, these shocks may affect energy or imported prices.

Name : Raymond Kan Affiliation : Rotman School of Management, University of Toronto Title : In-sample and Out-of-sample Sharpe Ratios of Multi-factor Asset Pricing Models Abstract : For many multi-factor asset pricing models proposed in the recent literature, their implied tangency portfolios have substantially higher sample Sharpe ratios than that of the value-weighted market portfolio.