New Developments in Long-Term Asset Management Conference
Monika Piazzesi and Luis M. Viceira, Organizers
May 3-4, 2018
Supported by Norges Bank Investment Management
Gotham III Room
Intercontinental Times Square, 300 West 44th Street, New York , New York
| Thursday, May 3 | ||||
| 12:00 pm | Lunch, Central Park Room | |||
| 12:55 pm | Welcome and Introductory Remarks | |||
| Authors and discussants each have 20 minutes followed by 20 minutes of general discussion | ||||
| 1:00 pm |
Stephen G. Dimmock, Nanyang Technological University Neng Wang, Cheung Kong Graduate School of Business Jinqiang Yang, Shanghai University of Finance and Economics The Endowment Model and Modern Portfolio Theory
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| 2:00 pm |
Shmuel Baruch, University of Rome Tor Vergata Xiaodi (Eddie) Zhang, University of Central Florida Is Index Trading Benign?
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| 3:00 pm | Break | |||
| 3:15 pm |
Arpit Gupta, New York University Kunal Sachdeva, University of Michigan Skin or Skim? Inside Investment and Hedge Fund Performance
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| 4:15 pm | Break | |||
| 4:30 pm |
Panel on Key Challenges for Long-Term Investors Ole Christian Bech-Moen, The Norwegian Finance Initiative Edwin Cass, Canada Pension Plan Investment Board Elizabeth Hewitt, Sloan Foundation |
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| 5:30 pm | Adjourn | |||
| 6:30 pm |
Reception and Dinner, Private Dining Room Speaker: Lawrence Summers, Harvard University and NBER |
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| Friday, May 4 | ||||
| 8:00 am | Breakfast | |||
| 8:30 am |
Bryan T. Kelly, Yale University and NBER Seth Pruitt, Arizona State University Yinan Su, Johns Hopkins University Characteristics Are Covariances: A Unified Model of Risk and Return
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| 9:30 am | Break | |||
| 9:45 am |
Valentin Haddad, University of California, Los Angeles and NBER Tyler Muir, University of California, Los Angeles and NBER Do Intermediaries Matter for Aggregate Asset Prices?
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| 10:45 am | Break | |||
| 11:00 am |
Marcin Kacperczyk, Imperial College London Savitar Sundaresan, Imperial College London Tianyu Wang, Tsinghua University Do Foreign Investors Improve Market Efficiency?
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| 12:00 pm | Lunch | |||
| 12:20 pm |
Panel Discussion on Current Developments in Asset Markets Kent D. Daniel, Columbia University and NBER Michael J. Fleming, Federal Reserve Bank of New York Antti Ilmanen, AQR |
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| 1:15 pm | Break | |||
| 1:30 pm |
Lars Lochstoer, University of California, Los Angeles and NBER Paul Tetlock, Columbia University What Drives Anomaly Returns?
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| 2:30 pm |
Kewei Hou, The Ohio State University Chen Xue, University of Cincinnati Lu Zhang, The Ohio State University and NBER Replicating Anomalies
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| 3:30 pm | Adjourn | |||