|
Asset Pricing Program Meeting
Organized by Jakub W. Jurek and Wei Xiong
April 13, 2012
The Gleacher Center
|
|
1
|
Innovation, Growth and Asset Prices
Howard Kung, London Business School
Lukas Schmid, University of Southern California
|
|
2
|
An Intertemporal CAPM with Stochastic Volatility
John Y. Campbell, Harvard University and NBER
Stefano Giglio, Yale University and NBER
Christopher Polk, London School of Economics and Political Science (LSE)
Robert Turley
|
|
3
|
Volatility, the Macroeconomy and Asset Prices
Ravi Bansal, Duke University and NBER
Dana Kiku, University of Illinois Urbana-Champaign
Ivan Shaliastovich, University of Wisconsin - Madison
Amir Yaron, University of Pennsylvania and NBER
|
|
4
|
Embedded Leverage
Andrea Frazzini, AQR Capital Management
Lasse H. Pedersen, Copenhagen Business School
|
|
5
|
Collateral-Motivated Financial Innovation
Ji Shen, London School of Economics and Political Science (LSE)
Hongjun Yan, DePaul University
Jinfan Zhang, The Chinese University of Hong Kong, Shenzhen (CUHK-SZ)
|