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#86 Rasa Karapandza (EBS University) - Empirical Asset Pricing, Machine Learning, Payment For Order Flow, Cryptocurrencies

#86 Rasa Karapandza (EBS University) - Empirical Asset Pricing, Machine Learning, Payment For Order Flow, Cryptocurrencies

FromThe Wall Street Lab


#86 Rasa Karapandza (EBS University) - Empirical Asset Pricing, Machine Learning, Payment For Order Flow, Cryptocurrencies

FromThe Wall Street Lab

ratings:
Length:
56 minutes
Released:
Mar 10, 2022
Format:
Podcast episode

Description

Rasa Karapandza is a Professor of Finance, Vice Dean of Education, and the Academic Director of the Master in Finance Program at EBS Business School in Germany. He is also a visiting Professor at New York University. He was previously also visiting scholar at UC Berkeley. Additionally, Rasa is a Member of the board of directors and member of the audit committee of RS2, a payment processing company. The general focus of Rasa's research is investments, empirical asset pricing, and portfolio management. He advised members of the US congress on the topics of regulating cryptocurrencies Rasa received his PhD in Economics and Finance from Graduate School of Economics Barcelona (summa cum laude). He holds a Masters degree in Economics and Finance from University Pompeu Fabra and a Bachelors degree in Astrophysics from the University of Belgrade.   In this episode we cover a lot of ground. We get into Rasa's research about empirical asset pricing aka trying to predict future asset prices. We talk about how he utilises machine learning and language processing methods to extract sentiment from public news sources. We then speak about the controversial topics of High Frequency Trading and Payment for order flow. We cover cryptocurrencies and Rasa debunks some myths about blockchain. Rasa shares insights into his past and encouragements he wants to give to students.
Released:
Mar 10, 2022
Format:
Podcast episode

Titles in the series (100)

The Wall Street Lab is a podcast that explores the world of finance from an insider perspective. The host, Andreas von Hirschhausen interviews top financial professionals in the fields of private equity, hedge funds, investment banking, mergers and acquisitions, asset management, venture capital, management consulting, trading and many more. The themes range from investment related topics, financial markets and news, career development in finance, favourite books, personal habits, just to name a few.