Asset Pricing: Missing Data and the Quality of Signals – talk with Michael Weber and Volker Flögel

What are the most common pitfalls that practitioners face when dealing with missing data? And is it possible to extend the history of data by backfilling datasets, for example with ESG data where there is not so much reliable historical data? Find out in this insightful discussion with Michael Weber, Associate Professor at the University of Chicago Booth School of Business, and Volker Flögel, CIO at Quoniam. Together they discuss how to deal with missing data in asset pricing and investment – also in light of the current market environment – and give an outlook on upcoming research in this area.

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About Michael Weber:
As an Associate Professor at Chicago Booth, a Faculty Research Fellow at the National Bureau of Economic Research in the Monetary Economics and Asset Pricing groups, a member of the Macro Finance Society, and a Research Affiliate of the CESifo Research Network, Michael Weber is one of the leading researchers in the fields of asset pricing, macroeconomics, international finance, and household finance. He is also an academic advisor to the European Central Bank. Here you can read his latest paper on asset pricing and missing data: