Research seminars

Diversity Investing

Finance

Speaker: Oliver Spalt
Tilburg University

24 November 2016 - T004 - From 2:00 pm to 3:15 pm


Based on a sample of more than 70,000 top executives in U.S. firms from 2001 to 2014, we show that top management team diversity – a new text–based measure of how diverse managers are in terms of personal characteristics and prior experiences – matters for stock returns. Diversity investing, i.e., going long firms with diverse management teams and short firms with homogenous teams, yields comparable returns, but higher Sharpe ratios, than most leading asset pricing anomalies over our sample period. Returns are driven by large-cap stocks and the long leg of the strategy.

Finance

Speaker: Adriano Rampini

23 May 2019 - T105 - From 2:00 pm to 3:15 pm


Finance

Speaker: Luke Taylor

16 May 2019 - T105 - From 2:00 pm to 3:15 pm


Finance

Speaker: Jessica Jeffers

18 April 2019 - T104 - From 2:00 pm to 3:15 pm


Finance

Speaker: Emil Verner

4 April 2019 - T104 - From 2:00 pm to 3:15 pm


Finance

Speaker: Ramona Dagostino

14 March 2019 - T104 - From 2:00 pm to 3:15 pm



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