Print

Programme 2015

CONFERENCE PROGRAM August 24-25 2015, CBS Flintholm Campus   Monday, August 24, 2015 
08:00 - 09:00       Registration and Coffee  
09:00 - 09:15 Welcome and opening remarks David Lando and Lasse Heje Pedersen  
09:15 - 10:00 Matching Capital and Labor Jonathan Berk, Graduate School of Business, Stanford University (slide presentation) (with Jules van Binsbergen, Wharton School of the University of Pennsylvania and Binying Liu, Northwestern University) Discussant: Hongjun Yan, Rutgers Business School (slide presentation)  
10:00 - 10:45 Efficiently Inefficient Markets for Assets and Asset Management Nicolae Garleanu, Haas School of Business, University of California, Berkeley (slide presentation) (with Lasse Heje Pedersen, Copenhagen Business School) Discussant: Jules van Binsbergen, Wharton School of the University of Pennsylvania
10:45 - 11:15 Coffee break  
11:15 - 12:00 Keynote: Mispricing Factors Robert F. Stambaugh, Wharton School of the University of Pennsylvania
12:00 - 13:30 Lunch (standing)  
13:30 - 14:15 The Booms and Busts of Beta Arbitrage  Christopher Polk, London School of Economics and CEPR with Shiyang Huang, London School of Economics and Dong Lou, London School of Economics and CEPR Discussant: Susan Christoffersen, University of Toronto (slide presentation) 
14:15 - 15:00 Alpha Decay Narayan Naik, London Business School (slide presentation) (with Rick Di Mascio, CEO of Inalytics Ltd and Anton Lines, London Business School) Discussant: Owen Lamont, Harvard University (slide presentation)
15:00 - 15:30 Coffee break  
15:30 - 16:15 Keynote: Improving The Efficiency of Over-the-Counter Financial Markets Darrell Duffie, Graduate School of Business, Stanford University (slide presentation)
16:15 - 17:30 Cocktail reception
      Tuesday, August 25, 2015
08:00 - 09:00 Registration and coffee  
09:00 - 09:45 Keynote: Uncertainty and Valuation Lars Peter Hansen, The University of Chicago and 2013 Nobel Laureate (slide presentation)  
09:45 - 10:30 Interpreting factor models  Stefan Nagel, University of Michigan, CEPR (slide presentation) (with Serhiy Kozak, University of Michigan and Shrihari Santosh, University of Maryland) Discussant: Annette Vissing-Jørgensen, Haas School of Business, UC Berkeley  
10:30 - 11:00 Coffee break  
11:00 - 11:45 Entry and Exit in OTC Derivatives Markets Pierre-Olivier Weill, University of California, Los Angeles (slide presentation) (with Andrew G. Atkeson, UCLA and Andrea L. Eisfeldt, Anderson School of Management, UCLA) Discussant: Rémy Praz, Copenhagen Business School (slide presentation)  
11:45 - 12:30 Keynote: Credit spreads and the severity of financial crises Arvind Krishnamurthy, Graduate School of Business, Stanford University (slide presentation) (with Tyler Muir of Yale University)  
12:30 - 12:45 Closing remarks: David Lando and Lasse Heje Pedersen  
12:45 - 14:30 Lunch (standing)
  Program in PDF 

Last updated by: Julie de Molade 08/09/2017