New Developments in Long-Term Asset Management
Monika Piazzesi and Luis M. Viceira, Organizers
May 19-20, 2017
Supported by Norges Bank Investment Management
The Montague on the Gardens, 15 Montague Street, London, WC1B 5BJ
| Friday, May 19 | ||||
| 11:45 am | Introductory Remarks | |||
| 12:00 noon |
Marcin Kacperczyk, Imperial College London Emiliano Pagnotta, Singapore Management University Chasing Private Information
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| 1:00 pm | Lunch | |||
| 2:00 pm |
Nicolae B. Gârleanu, Washington University in St. Louis and NBER Lasse H. Pedersen, Copenhagen Business School Efficiently Inefficient Markets for Assets and Asset Management
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| 3:00 pm | Break | |||
| 3:15 pm |
Matthijs Breugem, Frankfurt School of Finance and Management Adrian Buss, INSEAD Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency
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| 4:15 pm | Break | |||
| 4:30 pm |
Panel on the Future of the Corporation Chair: James Poterba, Masssachusetts Institute of Technology and NBER Lynn Forester de Rothschild, E.L. Rothschild, LLC and CEO of the Coalition for Inclusive Capitalism Colin Mayer, Univerrsity of Oxford Dominic Rossi, Fidelity International |
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| 6:00 pm | Transportation to the Royal Society | |||
| 6:45 pm |
Reception and Dinner at the Royal Society Welcome: Egil Matsen, Deputy Governor, Norges Bank Speaker: Robert C. Merton, Massachusetts Institute of Technology and NBER |
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| Saturday, May 20 | ||||
| 8:00 am | Breakfast | |||
| 8:30 am |
Gabriel Chodorow-Reich, Harvard University and NBER Andra C. Ghent, University of Utah Valentin Haddad, University of California, Los Angeles and NBER Asset Insulators
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| 9:30 am | Break | |||
| 9:45 am |
Anton Lines, Columbia University Do Institutional Incentives Distort Asset Prices?
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| 10:45 am | Break | |||
| 11:00 am |
Marco Di Maggio, Harvard University and NBER Francesco Franzoni, Swiss Finance Institute Amir Kermani, University of California, Berkeley and NBER Carlo Sommavilla, Swiss Finance Institute & USI The Relevance of Broker Networks for Information Diffusion in the Stock Market
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| 12:00 noon |
Lunch and Panel on Long-Term Returns Chair: Monika Piazzesi, Stanford University and NBER Elroy Dimson, Cambridge University Lasse H. Pedersen, Copenhagen Business School Luis M. Viceira, Harvard University and NBER |
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| 1:15 pm | Break | |||
| 1:30 pm |
Kevin Pan, Harvard University Yao Zeng, University of Pennsylvania ETF Arbitrage under Liquidity Mismatch
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| 2:30 pm |
Erik Stafford, Harvard University Replicating Private Equity with Value Investing, Homemade Leverage, and Hold-to-Maturity Accounting
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| 3:30 pm | Adjourn | |||