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.
Please click here to learn more about the speaker.
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.