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Location/Schedule

Location:

The Fuqua School of Business
Duke University
Durham, North Carolina

 

Symposiums/Sessions for Friday | Saturday

ASSET PRICING TENTATIVE CONFERENCE SCHEDULE
Titles of Symposium and Sessions
(Authors in bold are presenters)
FRIDAY, DECEMBER 7th, 2007
1:00 - 2:00 P.M.
Session A - Paper 1 The Levered Equity Risk Premium and Credit Spreads: A Unified Framework
Harjoat S. Bhamra (University of British Columbia)
Lars-Alexander Kuehn (University of British Columbia)
Ilya A. Strebulaev (Stanford)
Discussant: Hanno Lustig (UCLA)
2:00 - 3:00 P.M.
Session A - Paper 2 Levered Returns
Joao F. Gomes (University of Pennsylvania)
Lukas Schmid (University of Lausanne)
Discussant: Lu Zhang (University of Michigan)
3:30 - 4:30 P.M.
Session B - Paper 3 The Aggregate Demand for Treasury Debt
Arvind Krishnamurthy(Northwestern)
Annette Vissing-Jorgensen (Northwestern and NBER)
Discussant: Robin Greenwood (Harvard)
4:30 - 5:30 P.M.
Session B - Paper 4 The empirical importance of background risks
Darius Paliaa (Rutgers)
  Yaxuan Qi (Concordia and Northwestern)
  Yangru Wua (Rutgers)
Discussant: Mariano M. Croce (UNC Chapel Hill)
7:00 P.M.
Dinner Located at the Washington Duke Inn
Keynote Speaker John Campbell (Harvard)
SATURDAY, DECEMBER 8th, 2007

7:00 A.M.

Breakfast Served in Thomas Center Dining Room
8:30 - 9:30 A.M.
Session C - Paper 5 Bond Pricing, Habits, and a Simple Policy Rule
Michael Gallmeyer (Texas A&M)
Burton Hollifield (Carnegie Mellon)
Francisco Palomino (Carnegie Mellon)
Stanley Zin (Carnegie Mellon and NBER)
Discussant: Motohiro Yogo (Princeton)
9:45 - 10:45 A.M.
Session C - Paper 6 The representative agent of an economy with external habit-formation and heterogenous risk-aversion
Costas Xiouros (USC)
Fernando Zapatero (USC)
Discussant: Leonid Kogan (MIT)
11:00 - 12:00 P.M.
Session C - Paper 7 Young, Old, Conservative and Bold: The asset pricing implications of heterogeneity and finite lives
Nicolae Gârleanu(University of Pennsylvania)
Stavros Panageas (University of Pennsylvania)
Discussant: Hengji Ai (Duke)
12:00 P.M.
Lunch Lunch
1:00 - 2:00 P.M.
Session D - Paper 8 Economic Catastrophe Bonds
Joshua D. Coval (Harvard)
Jakub W. Jurek (Harvard)
Erik Stafford (Harvard)
Discussant: Mikhail Chernov (London Business School)
2:00 - 3:00 P.M.
Session D - Paper 9 Difference in Beliefs and Currency Option Markets
Alessando Beber (HEC Lausanne)
Francis Breedon (Imperial College London)
Andrea Buraschi (Imperial College London)
Discussant: Chris Jones (University of South California)
3:30 - 4:30 P.M.
Session E - Paper 10 Rank fund managers by the accuracy of their beliefs
Kathy Yuan (University of Michigan)
Discussant: Clemens Sialem (University of Texas Austin)
4:30 - 5:30 P.M.
Session E - Paper 11 Dynamic Mean-Variance Asset Allocation
Suleyman Basak (London Business School and CEPR)
Georgy Chabakauri (London Business School)
Discussant: Hong Liu (University of Washington at St. Louis)

 

 


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