The Limits of Factor Model Spanning

Seminars

Speaker: Dr. Carter Davis

Date: 05 May 2025

Bio:
I am an Assistant Professor of Finance at Indiana University Kelley School of Business. I graduated from the University of Chicago Booth School of Business with a PhD in finance. My research typically falls into at least two areas: (1) machine learning (ML) and artificial intelligence (AI) in finance and (2) demand system asset pricing (DSAP). For example, one paper recently accepted by the Review of Financial Studies measures the demand elasticity of machine learning-based investment strategies (pre-print version here). I teach Intermediate Investments and Cryptoassets to undergraduate finance majors here at Kelley. Previous to this, I worked as a teaching assistant for Eugene Fama, George Constantinides, Lubos Pastor, and Samuel Hartzmark. Prior to my appointment as an assistant professor, I was an acting assistant professor here at Kelley (analogous to a opt-in post-doc available upon receiving an assistant professor offer)

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