Join us in celebrating the opening of our new center of excellence, Center for Big Data in Finance (BIGFI), on March 2, 2023 at Copenhagen Business School.

 

Center Director Lasse Heje Pedersen will present the idea behind the center and new research directions in finance. Associate Center member Kim Peijnenburg from EDHEC Business School will present new findings on how households make trading decisions, and Tobias J. Moskowitz from Yale School of Management will give a keynote on how big data research is used in investments in academia and practice. The program, which also includes opening remarks from Søren-Peter Olesen, CEO of the Danish National Research Foundation, and closing remarks from CBS’ President Nikolaj Malchow-Møller, is found below, along with a link to registration.

 

Venue: The Opening Event will take place at Copenhagen Business School (Solbjerg Plads 3, 2000 Frederiksberg) in room SPs16. Please find directions here.

 

 

08:30-09:00	Coffee and Registration
09:00-09:10	Opening talk by CEO Søren-Peter Olesen, DNRF
09:10-09:40	Presentation of BIGFI by Center Director Lasse Heje Pedersen, BIGFI and CBS
09:40-10:40	"Extrapolators and Contrarians: Forecast Bias and Household Equity Trading" by Kim Peijnenburg, BIGFI and EDHEC Business School
10:40-11:00	Coffee break
11:00-12:00	Keynote: "Big Data Research in Investments" by Tobias J. Moskowitz, Yale School of Management
12:00-12:10	Closing remarks by President Nikolaj Malchow-Møller, CBS and Center Director Lasse Heje Pedersen
12:10-12:40	Reception

 

 

 

Tobias Moskowitz
Tobias Moskowitz contributes to research on asset pricing and investment issues related to domestic and international strategies for AQR’s Global Alternative Premia team. He currently holds the Dean Takahashi Chaired Professorship in Finance at Yale University, is a research associate at the National Bureau of Economic Research, and was formerly the Fama Family Professor of Finance at the University of Chicago Booth School of Business from 1998 to 2016. He has won numerous awards for his academic research, including the 2015 Bernstein Fabozzi/Jacobs Levy Award for the best article in The Journal of Portfolio Management. In 2007, he was awarded the Fischer Black Prize by the American Finance Association, which recognizes the best financial economist under the age of 40, and the Kauffman Prize Medal for Distinguished Research in Entrepreneurship in 2012 by the Kauffman Foundation, which recognizes the largest contribution to entrepreneurial research under the age of 40. His work has been cited in numerous print media, television appearances, and in a 2005 speech by former Federal Reserve Chairman Alan Greenspan. Toby earned a B.S. in industrial management/industrial engineering with honors and an M.S. in finance from Purdue University, as well as a Ph.D. in finance from the University of California at Los Angeles.

 

Kim Peijnenburg
Kim Peijnenburg is a Professor at EDHEC Business School in Nice, France. She received her Ph.D. in Finance from Tilburg University in 2011, and she was a faculty member at HEC Paris from 2016-2018 and Bocconi University from 2011-2016. Kim’s main area of research is household finance, and her research is published in leading journals such as the Review of Financial Studies, Journal of Financial Economics, Journal of Financial and Quantitative Analysis, and The Economic Journal. In 2021, Kim was awarded the annual prize for best researcher under 40 in Finance and Insurance in France. She is a member of the Big Data in Finance Center and a research fellow at CEPR.

 

 

Center for Big Data in Finance (BIGFI) seeks to generate a new understanding of finance based on the rapid increase in data combined with the revolution in data science and computing power. The center has a unique opportunity to leverage the synergies of combining leading experts on financial markets with leading experts on economic agents using the broadest data and the deepest data available anywhere in the world.

 

BIGFI is a Center of Excellence funded by the Danish National Research Foundation (DNRF). The center is embedded in the Department of Finance at Copenhagen Business School. Read more about the Center for Big Data in Finance (BIGFI) here.