| Time |
Title |
| 8:30 am - 9:00 am |
BREAKFAST |
| 9:00 am - 10:00 am |
Origins of International Factor Structures
Zhengyang Jiang, Kellogg School of Management, Northwestern University (view slides)
Discussant: Adrien Verdelhan, MIT Sloan School of Management (view slides)
|
| 10:00 am - 10:20 am |
BREAK |
| 10:20 am - 11:20 am |
Risk-free Interest Rates
William Diamond, Wharton, University of Pennsylvania
Discussant: Greg Duffee, Johns Hopkins (view slides)
|
| 11:20 am - 11:40 am |
BREAK |
| 11:40 am - 12:40 pm |
Term Structure of Risk in Expected Returns
Irina Zviadadze, Stockholm School of Economics
Discussant: Lars Peter Hansen, University of Chicago (view slides)
|
| 12:40 pm - 2:10 pm |
LUNCH (420 Lounge)
Poster Session (420 lounge)
The conference will feature a poster session of graduate students from around the U.S. presenting their recent research pertaining to asset pricing and substantive applications.
Seyed Ehsan Azarmsa
PhD Candidate, University of Chicago Booth School of Business
Paper title: Investment Sophistication and Wealth Inequality
Mikhail Galashin
PhD Candidate, UCLA
Paper title: Macroeconomic Expectations and Consumption: Evidence from a Field Experiment
Stefano Pegoraro
PhD Candidate, University of Chicago Booth School of Business
Paper title: Flows and Performance with Optimal Money Management Contracts
|
| 2:10 pm - 3:10 pm |
IQ, Expectations, and Choice
Francesco D'Acunto, Boston College, Carroll School of Management
Discussant: Itzhak Ben-David, The Ohio State University, Fisher College of Business (view slides)
|
| 3:10 pm - 3:30 pm |
BREAK |
| 3:30 pm - 4:30 pm |
Five Facts about Beliefs and Portfolios
Johannes Stroebel, NYU Leonard N. Stern School of Business
Discussant: Ricardo Perez-Truglia, UCLA Anderson School of Management (view slides)
|
| 5:00 pm - 6:30 pm |
Drinks at Proxi
565 W Randolph Street
Chicago, IL 60661
|
| 7:00 pm - 10:00 pm |
Dinner at Avec
615 W Randolph Street
Chicago, IL 60661 |