Capital Fund Management (CFM), along with the Journal of Investment Strategies (JOIS) is inviting original, previously unpublished manuscripts on the topic of ESG and alternative investment strategies. The author(s) of the winning paper will be offered a €10,000 cash prize, along with an invitation to present his/her/their work to the CFM research team in Paris or New York.
Interested authors should submit their manuscript to: esg-investing@cfm.fr no later than 30 April 2020.
Events (Past and Upcoming)
Measuring Geopolitical Risks, April 11, 2022
Measuring Geopolitical RisksThis event has passed. Measuring Geopolitical Risks is part of the ongoing CFM-PER Alternative Data Initiative.
Click here for zoom recording.
Click here for slides presented by Matteo Iacoviello
About:
Politics and international relations directly impact market conditions and geopolitical risk runs high during major crises like 9/11, the Iraq war or the Russian invasion of Ukraine. Elevated geopolitical risk leads to decline in real activity, lower stock returns and capital flows away from emerging markets and investors often struggle to correctly price in these effects. Can we quantify and systematically score the risk of disputes and hostilities between countries given the complexity of the context and the developments? This event is part of a series of events on the economic and financial applications of alternative data sponsored by Capital Fund Management (CFM) and Program for Economic Research (PER) at Columbia University’s Department of Economics.
This event will feature a talk by Matteo Iacoviello, Associate Director Division of International Finance, Federal Reserve Board, who will present his work on employing textual analysis of news articles to build a geopolitical risk index. There will also be a panel discussion with Simona Abis, Assistant Professor of Finance Columbia Business School, Matthieu Gomez, Assistant Professor of Economics Columbia University, and Phil Seager, Head of Absolute Return, for CFM. The panel will be moderated by Jose Scheinkman, Charles and Lynn Zhang Professor of Economics at Columbia University.
Corporate Debt and the Macroeconomy, December 9th, 2021
Corporate Debt and the MacroeconomyThis event will take place on a Zoom conference on Thursday, December 9th at 11:00 a.m (EST). Corporate Debt and the Macroeconomy is part of the ongoing CFM-PER Alternative Data Initiative.
About:
Corporate debt markets play an increasingly important role in the macroeconomy. Shocks to these markets, whether during the financial crisis of 2008 or the recent COVID-19 episode, have severe impacts on economic growth. The goal of this event is to explore the use of data on debt contracts to understand these macroeconomic implications. This panel is part of a series of events on the economic and financial applications of alternative data sponsored by Capital Fund Management (CFM) and Program for Economic Research (PER) at Columbia University’s Department of Economics. The panel will feature a lecture by Yueran Ma, Assistant Professor of Finance at the University of Chicago Booth Graduate School of Business on how the use of microeconomic data and debt contracts can shed light on macro-finance channels and other important economic adjustment issues.
Rise of Retail Investors: Implications for Policy and Markets, June 29, 2021
Rise of Retail Investors: Implications for Policy and MarketsThis event will take place a Zoom conference on Tuesday, June 29th from 11:00 a.m. to 12:30 p.m. (EST). Rise of Retail Investors: Implications for Policy and Markets is part of the ongoing CFM-PER Alternative Data Initiative.
About:
The confluence of social media and technology has led to a resurgence of retail investor trading activity in financial markets, whether it is speculation on meme stocks like Gamestop or cryptocurrencies like Dogecoin. The goal of this event is to explore the use of big data regarding retail investor order flows to understand the implications of this resurgence for financial markets and regulators. This panel is part of a series of events on the economic and financial applications of alternative data sponsored by Capital Fund Management (CFM) and Program for Economic Research (PER) at Columbia University’s Department of Economics. The panel will feature a lecture by Charles Jones, Robert W. Lear Professor of Finance and Economics at the Columbia Business School.
CFM-Columbia PER Ph.D. Student Workshop on Alternative Datasets, June 4, 2021
This event will take place a Zoom conference on Tuesday, June 29th from 9:00 a.m. to 10:00 a.m. (EST).
Nowcasting Inflation, March 25, 2021
This event will take place a Zoom conference on Thursday, March 25th from 11:00AM – 12:30PM (EST). Nowcasting Inflation is part of the ongoing CFM-PER Alternative Data Initiative.
About:
Trillions of dollars of stimulus by both monetary and fiscal authorities are leading to renewed concerns of inflation. The goal of this event is to explore the use of big data to generate high-frequency inflation forecasts. This panel is part of a series of events on the economic and financial applications of alternative data sponsored by Capital Fund Management (CFM) and Program for Economic Research (PER) at Columbia University’s Department of Economics. The panel will feature a talk by Alberto F. Cavallo, Edgerley Family Associate Professor of Business Administration at the Harvard Business School, and one of the preeminent researchers on this topic.
Geolocation Economics, May 4, 2020
This event will take place a Zoom conference on Monday, May 4th from 11:00AM to 1:00PM (EST). Geolocation Economics is part of the ongoing CFM-PER Alternative Data Initiative.
About:
Geolocation data from mobile phones and other digital platforms including payment are becoming increasingly available. The goal of the event is to explore the possible uses of this data for both industry and academic purposes. This panel is part of a series of events on the economic and financial applications of alternative data sponsored by Capital Fund Management (CFM) and Program for Economic Research (PER) at Columbia University’s Department of Economics. The panel will feature experts from leading geolocation data vendors and academic speakers that have leveraged such data to answer important questions such as modeling the dynamics of COVID-19, assessing spatial and social frictions, and evaluating the impact of rent control.
Leveraging Big Data to Manage Extreme Weather Risks?, November 12, 2019
Leveraging Big Data to Manage Extreme Weather Risks? is part of the ongoing CFM-PER Alternative Data Initiative.
About:
Extreme weather episodes such as Hurricane Sandy of 2012 and California Wildfires of 2018 led to significant human displacement and billions of dollars of economic damage spread across utility, real estate and other commercial sectors. Scientists predict that climate change will lead to more frequent and extreme weather risks. This evening panel is the first in a series of events on the economic and financial applications of alternative data sponsored by Capital Fund Management (CFM) and Columbia University’s Program for Economic Research (PER). A number of distinguished speakers and panelists will explore whether we can leverage big data from satellite images and machine learning algorithms to manage these risks in real time? The evening will consist of talks on recent improvements in remote sensing, the use of machine learning algorithms and applications for insurance and asset management.
