New Developments in Long-Term Asset Management Conference
Monika Piazzesi and Luis M. Viceira, Organizers
May 19-20, 2016
Supported by Norges Bank Investment Management
1050 Mass. Ave.
Thursday, May 19 | ||
2:30 pm |
Assaf Hamdani, The Hebrew University Eugene Kandel, Hebrew University Yevgeny Mugerman, Hebrew University Yishay Yafeh, Hebrew University Incentive Fees and Competition in Pension Funds: Evidence from a Regulatory Experiment |
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3:45 pm |
Joseph J. Gerakos, Dartmouth College Juhani T. Linnainmaa, Dartmouth College and NBER Adair Morse, University of California, Berkeley and NBER Asset Manager Funds |
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4:45 pm |
Ralph Koijen, University of Chicago and NBER Motohiro Yogo, Princeton University and NBER An Equilibrium Model of Institutional Demand and Asset Prices |
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Friday, May 20 | ||
8:30 am |
Ian R. Appel, University of Virginia Todd Gormley, Washington University in St. Louis and NBER Donald Keim, University of Pennsylvania Standing on the Shoulders of Giants: The Effect of Passive Investors on Activism |
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9:45 am |
Oleg Chuprinin, UNSW Australia Business School Denis Sosyura, Arizona State University Family Descent as a Signal of Managerial Quality: Evidence from Mutual Funds |
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11:00 am |
Alan Moreira, University of Rochester and NBER Tyler Muir, University of California, Los Angeles and NBER Volatility Managed Portfolios |
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1:15 pm |
Andrea L. Eisfeldt, University of California, Los Angeles and NBER Hanno Lustig, Stanford University and NBER Lei Zhang, The University of Hong Kong Risk and Return in Segmented Markets with Expertise |
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2:30 pm |
Nathan Foley-Fisher, Federal Reserve Board Borghan Narajabad, Federal Reserve Board Stephane Verani, Federal Reserve Board Securities Lending as Wholesale Funding: Evidence from the U.S. Life Insurance Industry |
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3:45 pm |
Sergey Chernenko, Purdue University Adi Sunderam, Harvard University and NBER Liquidity Transformation in Asset Management: Evidence from the Cash Holdings of Mutual Funds |