CONFERENCE PROGRAM
August 24-25 2015, CBS Flintholm Campus

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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)

 

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Program in PDF
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