New Developments in Long-Term Asset Management
Monika Piazzesi and Luis M. Viceira, Organizers
May 9-10, 2019
Supported by Norges Bank Investment Management
Royal Sonesta Hotel, Riverfront Room, 40 Edwin H. Land Blvd., Cambridge, MA
| Thursday, May 9 | ||||
| 12:15 pm | Lunch, Somerset Room | |||
| Format: 20 minutes each for authors, discussants, general discussion | ||||
| 1:00 pm |
Common Ownership in America: 1980-2017
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| 2:00 pm |
Valuing Private Equity Investments Strip by Strip
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| 3:00 pm | Break | |||
| 3:15 pm |
Which Investors Matter for Global Equity Valuations and Expected Returns?
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| 4:15 pm | Break | |||
| 4:30 pm |
Panel on Quantitative Investing Cliff Asness, AQR Capital Management Owen Lamont, Wellington Management Feifei Li, Research Affiliates (slides) |
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| 5:30 pm | Adjourn | |||
| 6:30 pm |
Dinner, Parkview Room Keynote Speaker: John Campbell, Harvard University and NBER Long-Term Investing in a Nonstationary World |
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| Friday, May 10 | ||||
| 8:00 am | Coffee and Pastries | |||
| 8:30 am |
The Impact of Pensions and Insurance on Global Yield Curves
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| 9:30 am | Break | |||
| 9:45 am |
What's Wrong with Pittsburgh? Delegated Investors and Liquidity Concentration
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| 10:45 am | Break | |||
| 11:00 am |
Conditional Dynamics and the Multi-Horizon Risk-Return Trade-off
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| 12:00 pm | Lunch, Somerset Room | |||
| 1:00 pm |
Fund Tradeoffs
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| 2:00 pm | Break | |||
| 2:15 pm |
The Subsidy to Infrastructure as an Asset Class
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| 3:15 pm | Break | |||
| 3:30 pm |
The Benchmark Inclusion Subsidy
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| 4:30 pm | Adjourn | |||
| Wednesday, July 24 | ||||
| 1:20 pm |
What's Wrong with Pittsburgh? Delegated Investors and Liquidity Concentration
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