Sofonias Alemu Korsaye
Léman
My research area includes topics in both Theoretical and Empirical Asset Pricing with particular focus on 1) understanding the implications of market frictions on asset prices and investors' subjective beliefs and 2) developing machine learning methodologies motivated by Asset Pricing theory.
Verfügbarkeitsdatum
01.07.2023
Directeur de thèse
Olivier Scaillet/ Fabio Trojani
Research Interests
Empirical asset pricing, financial econometrics, machine learning