Swedish House of Finance Podcast

In this episode, Marieke Bos, researcher at Swedish House of Finance, moderates a panel discussion Prof Ramadorai (Imperial College London), Erik Thedéen (Finanspektionen), and Sara Öhrvall (Axel Johnson) on algorithmic discrimination in credit markets and the distributional consequences of new machine learning technologies applied in credit screening.

Investors are inundated with more data than ever before. What does an influx of “high-dimensional data” mean for financial forecasting, asset pricing and investment? In this episode, Thierry Foucault, Professor of Finance at HEC Paris, talks about the growth of alternative data. He presents evidence from his research about the effects of alternative data on the quality of securities analysts' forecasts and its implications for the real economy.

Using AI and Machine learning in asset pricing and asset management is in the midst of a boom. But are portfolios based on these richly parameterized models well understood? In this episode, Bryan Kelly, Professor of Finance at Yale School of Management and Head of Machine Learning at AQR Capital Management, talks about the behavior of return prediction models in a high complexity regime and the ability of high complex models to predict recessions.

Globally, there is a debate over how to develop payment systems. Effective approaches are far from settled. Emerging digital currencies, in particular, have significant implications for commercial banking and currency competition. In this video, Darrell Duffie  of Stanford University outlines the related policy concerns and approaches, together with Swedish experts.  Participants: - Darrell Duffie, Professor of Finance, Stanford University. - Paula da Silva, Chief Executive Officer, P27 Nordic Payments. - David Vestin, Senior Advisor, Riksbank.

A conversation with the Governor of Sveriges Riksbank Stefan Ingves and Yale's Professor Gary Gorton on how we might think about digital currencies and decentralised finance. The seminar was moderated by Pehr Wissén, Professor Emeritus of Practice, Swedish House of Finance.

In this seminar, Professor Starks talked about considerations regarding environment, social and governance (ESG) investing, starting with the differentiation in investor motivations: financial risk and return considerations (i.e., ESG value), nonpecuniary preferences (i.e., ESG values), or a combination of the two. From a high level perspective, she addressed questions regarding investment approaches, such as whether to employ a negative screening approach or a positive tilt to the portfolio; how to think about integrating ESG principles into the investment process as well as engaging firm management on ESG principles; the role of third-party ESG ratings; the questions surrounding ESG portfolio disclosures and regulatory requirements, and the evidence that exists on the effects and effectiveness of these issues.

In this final episode of the Household Finance podcast series, Anastasia Girshina and Paolo Sodini, discuss how we should - and should not - react to market fluctuations. They introduce the concept of rebalancing, argue against market timing and talk about different ways to diversify your portfolio. Listen to their research based insights in episode 4.

Join Paolo Sodini and Anastasia Girshina from the Swedish House of Finance in a series of podcasts about household finance, the field of financial economics that studies how households save, invest and borrow, and, more generally, how they use financial markets to plan for their future. In this episode Anastasia and Paolo discuss how much risk to take in our portfolios, and how we should think about investing in risky assets such as stocks and mutual funds.

In this Women in Finance talk Marieke Bos and Sara Ottosson come together with leading women in the finance industry to discuss if quotas and culture can play a role to promote the financial sector to talented women. 

Join Paolo Sodini and Anastasia Girshina from the Swedish House of Finance in a series of podcasts about household finance, the field of financial economics that studies how households save, invest and borrow, and, more generally, how they use financial markets to plan for their future. In this episode Anastasia and Paolo elaborate on the relationship between saving, borrowing and consumption.