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) |
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| 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) |
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| 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) |
|
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Session #03 Session Chair: Xiao QIAO (City University of Hong Kong) |
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| 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) |
|
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Session #04 Session Chair: Bohui ZHANG (The Chinese University of Hong Kong, Shenzhen) |
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| 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) |
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| 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 |
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| 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) |
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