December 7-8, 2007
Location/Schedule Location: The Fuqua School of Business
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Symposiums/Sessions for Friday | Saturday
ASSET PRICING TENTATIVE CONFERENCE SCHEDULE Titles of Symposium and Sessions (Authors in bold are presenters) |
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1:00 - 2:00 P.M. |
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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. |
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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) |
7:00 A.M. |
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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) |