March 14-15, 2014
Friday, March 14, 2014
11.45-12.45pm Lunch at the Thomas Center
1.00-2.50pm Session I RJR Classroom, Fuqua School of Business
Chair: Pab Jotikasthira (UNC)
Hanno Lustig (UCLA), Andreas Stathopoulos (USC), Adrien Verdelhan (MIT): The Term Structure of Currency Carry Trade Risk Premia
Discussant: Riccardo Colacito (UNC)
John Campbell (Harvard University), Carolin Pflueger (University of British Columbia), Luis Viceira (Harvard University): Monetary Policy Drivers of Bond and Equity Risks
Discussant: Greg Duffee (Johns Hopkins University)
3.10-5.00pm Session II RJR Classroom, Fuqua School of Business
Chair: Ian Dew-Becker (Duke University)
Gian Luca Clementi (New York University), Berardino Palazzo (Boston University): Investment and the Cross-Section of Equity Returns
Discussant: Joao Gomes (University of Pennsylvania)
William Fuchs (UC Berkeley), Brett Green (UC Berkeley), Dimitris Papanikolaou (Northwestern University): Adverse Selection, Slow Moving Capital and Misallocation
Discussant: Zhiguo He (University of Chicago)
5.15-6.15pm Keynote Lecture
Lars Hansen (University of Chicago)
6.30pm Drinks and Dinner at the Washington Duke Hotel
Saturday, March 15, 2014
8.30-9.25am Session III RJR Classroom, Fuqua School of Business
Chair: Jacob Sagi (UNC)
Lubos Pastor (University of Chicago), Robert Stambaugh (University of Pennsylvania), Luke Taylor (University of Chicago): Scale and Skill in Active Management
Discussant: Ravi Jagannathan (Northwestern University)
9.40-11.30 Session IV RJR Classroom, Fuqua School of Business
Chair: Dimitris Papanikolaou (Northwestern University)
Leonid Kogan (MIT), Indrajit Mitra (MIT): Accuracy Verification for Numerical Solutions of Equilibrium Models
Discussant: Tony Smith (Yale University)
Martin Kliem (Deutsche Bundesbank), Harald Uhlig (University of Chicago): Bayesian estimation of a DSGE model with asset prices
Discussant: Andrea Tamoni (London School of Economics)
11.30-12.40pm Lunch at the Fox Center, Fuqua School of Business
12.40-2.30pm Session V RJR Classroom, Fuqua School of Business
Chair: Ivan Shaliastovich (University of Pennsylvania)
Ke Tang (Renmin University), Haoxiang Zhu (MIT): Commodities as Collateral
Discussant: Chester Spatt (Carnegie Mellon University)
Brian Kelly (University of Chicago), Lubos Pastor (University of Chicago), Pietro Veronesi (University of Chicago): The Price of Political Uncertainty: Theory and Evidence from the Option Market
Discussant: Hui Chen (MIT)