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Q Group - The institute for quantitative research in finance

Q Group Monthly Event: Relevance

  • May 10, 2021
  • 4:30 PM - 5:30 PM
  • Zoom (link in your registration confirmation email)

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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.

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.  


Q Group - The institute for quantitative research in finance

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