{"id":119603,"date":"2023-10-10T07:00:24","date_gmt":"2023-10-10T07:00:24","guid":{"rendered":"https:\/\/www.quoniam.com\/?p=119603"},"modified":"2024-05-29T16:10:14","modified_gmt":"2024-05-29T16:10:14","slug":"missing-data","status":"publish","type":"post","link":"https:\/\/www.quoniam.com\/en\/video\/missing-data\/","title":{"rendered":"Asset Pricing: Missing Data and the Quality of Signals &#8211; talk with Michael Weber and Volker Fl\u00f6gel"},"content":{"rendered":"\n<p class=\"wp-block-paragraph\"><sup>Please note that this video is provided by Vimeo and by clicking on the video you agree to the <a href=\"https:\/\/vimeo.com\/privacy\" data-type=\"URL\" data-id=\"https:\/\/vimeo.com\/privacy\">Vimeo Privacy Policy<\/a>.<\/sup><\/p>\n\n\n\n<p class=\"wp-block-paragraph\">About Michael Weber:<br>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: <a href=\"https:\/\/papers.ssrn.com\/sol3\/papers.cfm?abstract_id=3932438\" target=\"_blank\" rel=\"noreferrer noopener\">https:\/\/papers.ssrn.com\/sol3\/papers.cfm?abstract_id=3932438<\/a><\/p>\n\n\n\n<div style=\"height:100px\" aria-hidden=\"true\" class=\"wp-block-spacer\"><\/div>\n\n\n\n<div class=\"wp-block-group alignfull\"><div class=\"wp-block-group__inner-container is-layout-constrained wp-block-group-is-layout-constrained\">\n<h6 class=\"wp-block-heading has-text-align-center\">YOU MIGHT ALSO BE INTERESTED IN<\/h6>\n\n\n\n\n\n        <div class=\"newsSliderWrapper qm-element\" style=\"--color:;\">\n            <div class=\"newsSlider\">\n                                    \n                    <div class=\"slide\">\n                    \n                        <div class=\"newsTeaserWrapper cell\">\n                                                            <a href=\"https:\/\/www.quoniam.com\/en\/interview\/machine-learning\/\" title=\"Machine learning: a powerful tool for asset managers\">\n                                    <div class=\"newsTeaser\">\n                                        <div class=\"image\">\n                                            <img decoding=\"async\" src=\"https:\/\/www.quoniam.com\/wp-content\/uploads\/2024\/04\/D-W_interview_Stroh-448x220-c-default.jpg\" loading=\"lazy\"\/>\n                                        <\/div>\n                                        <div class=\"info\">\n                                            <div class=\"preHeader\">\n                                                <div class=\"cat\">\n                                                    Interview\n                                                <\/div>\n                                                <div class=\"date\">\n                                                    April 2024\n                                                <\/div>\n                                            <\/div>\n                                            <div class=\"headline\">Machine learning: a powerful tool for asset managers<\/div>\n                                            <div class=\"introText\">\n                                                                                                    <p>Artificial intelligence is seen as a major investment opportunity in 2023, but it&#8217;s also a technology that investors can use in their investment process. Machine learning is one form of AI that we&#8217;ve been using at Quoniam for a long time. Here we speak to Dr Maximilian Stroh, CFA, Head of Research at Quoniam, about what machine learning is, its benefits and how we use it at Quoniam.<\/p>\n\n                                                                                            <\/div>\n                                        <\/div>\n                                    <\/div>\n                                <\/a>\n                                                    <\/div>\n                    <\/div>\n                                    \n                    <div class=\"slide\">\n                    \n                        <div class=\"newsTeaserWrapper cell\">\n                                                            <a href=\"https:\/\/www.quoniam.com\/en\/article\/incorporating-pre-trade-bond-liquidity-data\/\" title=\"Incorporating pre-trade bond liquidity data into corporate bond management\">\n                                    <div class=\"newsTeaser\">\n                                        <div class=\"image\">\n                                            <img decoding=\"async\" src=\"https:\/\/www.quoniam.com\/wp-content\/uploads\/2024\/02\/Incorporating-bond-liquidity-data_921x461-scaled-448x220-c-default.jpg\" loading=\"lazy\"\/>\n                                        <\/div>\n                                        <div class=\"info\">\n                                            <div class=\"preHeader\">\n                                                <div class=\"cat\">\n                                                    Article\n                                                <\/div>\n                                                <div class=\"date\">\n                                                    February 2024\n                                                <\/div>\n                                            <\/div>\n                                            <div class=\"headline\">Incorporating pre-trade bond liquidity data into corporate bond management<\/div>\n                                            <div class=\"introText\">\n                                                                                                    <p>The identification of liquidity is a key factor for successful corporate bond management. In this white paper, we show how the incorporation of pre-trade liquidity data into the portfolio construction process provides more precise estimates of tradability, tradable volumes, and transaction costs. It also increases relative portfolio performance.<\/p>\n\n                                                                                            <\/div>\n                                        <\/div>\n                                    <\/div>\n                                <\/a>\n                                                    <\/div>\n                    <\/div>\n                                    \n                    <div class=\"slide\">\n                    \n                        <div class=\"newsTeaserWrapper cell\">\n                                                            <a href=\"https:\/\/www.quoniam.com\/en\/interview\/research-project-cloud-data-warehousing\/\" title=\"Cloud data warehousing: quantitative asset management research meets academic expertise\">\n                                    <div class=\"newsTeaser\">\n                                        <div class=\"image\">\n                                            <img decoding=\"async\" src=\"https:\/\/www.quoniam.com\/wp-content\/uploads\/2023\/04\/2023-04_Data-W_AFSK-448x220-c-default.jpg\" loading=\"lazy\"\/>\n                                        <\/div>\n                                        <div class=\"info\">\n                                            <div class=\"preHeader\">\n                                                <div class=\"cat\">\n                                                    Interview\n                                                <\/div>\n                                                <div class=\"date\">\n                                                    April 2023\n                                                <\/div>\n                                            <\/div>\n                                            <div class=\"headline\">Cloud data warehousing: quantitative asset management research meets academic expertise<\/div>\n                                            <div class=\"introText\">\n                                                                                                    <p>Andre Fr\u00f6hlich, Head of Research Technology at Quoniam, and Prof Dr Stephan K\u00f6nig from Hannover University of Applied Sciences and Arts researched which prototypes of a cloud data warehousing architecture work in practice. We spoke with them about the advantages of a cloud architecture in investment research, the results of their research and the future relevance of this topic for Quoniam.<\/p>\n\n                                                                                            <\/div>\n                                        <\/div>\n                                    <\/div>\n                                <\/a>\n                                                    <\/div>\n                    <\/div>\n                            <\/div>\n        <\/div>\n<!-- \/News Slider --><\/div><\/div>\n","protected":false},"excerpt":{"rendered":"<p>Please note that this video is provided by Vimeo and by clicking on the video you agree to the Vimeo Privacy Policy. 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 [&hellip;]<\/p>\n","protected":false},"author":11,"featured_media":119606,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"_seopress_robots_primary_cat":"none","_seopress_titles_title":"Asset Pricing: Missing Data and the Quality of Signals - talk with Michael Weber and Volker Fl\u00f6gel","_seopress_titles_desc":"What are the most common pitfalls that practitioners face when dealing with missing data? Find out in this insightful discussion with Michael Weber and Volker Fl\u00f6gel, CIO at Quoniam.","_seopress_robots_index":"","footnotes":""},"categories":[52],"tags":[89,86],"class_list":["post-119603","post","type-post","status-publish","format-standard","has-post-thumbnail","category-video","tag-data","tag-research"],"acf":[],"_links":{"self":[{"href":"https:\/\/www.quoniam.com\/en\/wp-json\/wp\/v2\/posts\/119603","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.quoniam.com\/en\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.quoniam.com\/en\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.quoniam.com\/en\/wp-json\/wp\/v2\/users\/11"}],"replies":[{"embeddable":true,"href":"https:\/\/www.quoniam.com\/en\/wp-json\/wp\/v2\/comments?post=119603"}],"version-history":[{"count":5,"href":"https:\/\/www.quoniam.com\/en\/wp-json\/wp\/v2\/posts\/119603\/revisions"}],"predecessor-version":[{"id":176623,"href":"https:\/\/www.quoniam.com\/en\/wp-json\/wp\/v2\/posts\/119603\/revisions\/176623"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.quoniam.com\/en\/wp-json\/wp\/v2\/media\/119606"}],"wp:attachment":[{"href":"https:\/\/www.quoniam.com\/en\/wp-json\/wp\/v2\/media?parent=119603"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.quoniam.com\/en\/wp-json\/wp\/v2\/categories?post=119603"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.quoniam.com\/en\/wp-json\/wp\/v2\/tags?post=119603"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}