Asset Pricing Program Meeting
Stefano Giglio and Tarek Alexander Hassan, Organizers
November 8, 2019
Koret-Taube Conference Center, SIEPR-Gunn Building, 366 Galvez Street, Stanford, CA 94305
Friday, November 8 | ||||
Presentations, 25 min.; Discussants, 20 min.; General discussion, 15 min. | ||||
8:00 am | Continental Breakfast | |||
8:30 am |
Wenxin Du, Harvard University and NBER Benjamin M. Hébert, Stanford University and NBER Amy Wang Huber, University of Pennsylvania Are Intermediary Constraints Priced?
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9:30 am | Break | |||
9:45 am |
Panel: "The Future of Asset Pricing" Chair: Darrell Duffie 1. Models of beliefs: Stefan Nagel (slides) and Monika Piazzesi (slides) |
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10:45 am | 15-minute Break | |||
3. Intermediary asset pricing: Arvind Krishnamurthy (slides) and Ralph Koijen (slides) |
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12:00 pm | Lunch | |||
1:15 pm |
Martin Lettau, University of California, Berkeley and NBER Sydney C. Ludvigson, New York University and NBER Paulo Martins Manoel, University of California at Berkeley Characteristics of Mutual Fund Portfolios: Where Are the Value Funds?
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2:15 pm | Break | |||
2:30 pm |
Juan Morelli, Federal Reserve Board Pablo Ottonello, University of Maryland and NBER Diego Perez, New York University and NBER Global Banks and Systemic Debt Crises
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3:30 pm | Break | |||
3:45 pm |
Matthew Smith, Department of the Treasury Owen M. Zidar, Princeton University and NBER Eric Zwick, University of Chicago and NBER Top Wealth in the United States: New Estimates and Implications for Taxing the Rich
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4:45 pm | Adjourn | |||
6:00 pm |
Dinner SchwabDining Hall-Vidalakis Mid 680 Serra Street Stanford, CA |