PROGRAM PROGRAM
PROGRAM

Schedule

(Updated as of August 19, 2026)
Important notes:

1. This Workshop will be held in face-to-face mode.
2. Unauthorized recording of any session is prohibited.
3. Please obtain the consent from the speaker concerned for any adaptation/sharing of his/her presentation materials.
 
Should you have further enquiries, please feel free to contact the secretariat by email at ias2026fbe@ust.hk.
 


 

 

Venue: Kaisa Group Lecture Theater (IAS LT), G/F, Lo Ka Chung Building, Lee Shau Kee Campus, HKUST
August 27, 2026 (Thu)
Time
Event
Session #01
Session Chair: Dacheng XIU (The University of Chicago)
09:00 - 09:20 Registration
09:20 - 09:30 Opening Remarks
09:30 - 10:05 Inference for Option-Implied Risk Measures
Torben ANDERSEN (Northwestern University)
10:20 - 10:40 Fast Online Inference on Semiparametric Models
Xiaohong CHEN (Yale University)
10:40 - 11:15 Coffee Break (Venue: Lobby, G/F)
Session #02
Session Chair: Liang ZHONG (The University of Hong Kong)
11:15 - 11:50 Optimal Portfolio with Options
Raymond KAN (University of Toronto)
11:50 - 12:25 Model Comparison with Latent Factors
Cesare ROBOTTI (University of Warwick)
12:25 - 14:00 Lunch (By invitation: Venue: Lounge, 5/F)
Session #03
Session Chair: Xiao QIAO (City University of Hong Kong)
14:00 - 14:35 Joint Selection of Bayesian Model and Predictive Distribution under Misspecification
Jun YU (University of Macau)
14:35 - 15:10 On Cointegrated Regressors in High-Dimensional Predictive Regressions
Zhentao SHI (The Chinese University of Hong Kong)
15:10 - 15:45 Coffee Break (Venue: Lobby, G/F)
Session #04
Session Chair: Bohui ZHANG (The Chinese University of Hong Kong, Shenzhen)
15:45 - 16:20 Inference-Based Performance Evaluation Using the Sortino Ratio
Michael WOLF (University of Zurich)
16:20 - 16:55 Incorporating Return Prediction in High-Dimensional Mean-Variance Portfolio Optimization
Xinghua ZHENG (HKUST)
17:15 Dinner (By invitation; Location: Tsim Sha Tsui)

 

August 28, 2026 (Fri)
Time
Event
Session #05
Session Chair: Yi DING (University of Macau)
09:15 - 09:50 Local Mispricing of Assets in Large Economies
Viktor TODOROV (Northwestern University)
09:50 - 10:25 Uncovering Stock Risk Linkages via Mixed Membership Co-jump Networks
Yingying LI (HKUST)
10:25 - 11:00 Coffee Break (Venue: Lobby, G/F)
Poster Session
Session Chair: Carsten CHONG (HKUST)
11:00 - 11:50 Rapid Fire Poster Presentations
11:50 - 12:30 Poster Presentations
12:30 - 14:00 Lunch (By invitation; Venue: Lounge, 5/F)
Session #06
Session Chair: Gavin FENG (City University of Hong Kong)
14:00 - 14:35 Low-Frequency Risk Factors and Their Fundamental Drivers
Sicong LI (The Chinese University of Hong Kong)
14:35 - 15:10 Intraday Volatility Dynamics
Carsten CHONG (HKUST)
15:10 - 15:45 Coffee Break (Venue: Lobby, G/F)
Session #07
Session Chair: TBD
15:45 - 16:20 Accuracy Limits of Causal Trees for Individualized Treatment Effects
Matias CATTANEO (Princeton University)
16:20 - 16:55 Bootstrap Inference in Autoregressive Duration Models
Giuseppe CAVALIERE (University of Bologna)
16:55 - 17:00 Concluding Remarks
17:15 Dinner (By Invitation; Location: Sai Kung)