Q Group Monthly Event: Relevance

Join us as Megan Czasonis, Managing Director for the Portfolio and Risk Research team at State Street Associates presents her paper "Relevance" for this interactive Q Group virtual event on May 10, 2021.

Abstract: 

The authors describe a new statistical concept called relevance from a conceptual and mathematical perspective, and based on their mathematical framework, they present a unified theory of relevance, regressions, and event studies.  They also include numerical examples of how relevance is used to forecast.  

Click here to access the full paper.