New Developments in Long-Term Asset Management
Luis M. Viceira and Annette Vissing-Jorgensen, Organizers
April 14-15, 2023
Supported by Norges Bank Investment Management
| Friday, April 14 | ||||
| 6:00 pm | Keynote Speaker: Laura Veldkamp, Cooperman Professor of Finance and Economics, Columbia University, Graduate School of Business | |||
| Saturday, April 15 | ||||
| 8:30 am | Continental Breakfast | |||
| 9:00 am |
Valentina Raponi, IESE Raman Uppal, EDHEC Business School Paolo Zaffaroni, Imperial College London Robust Portfolio Choice
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| 9:50 am |
Wenxin Du, Harvard University and NBER Benjamin M. Hébert, Stanford University and NBER Wenhao Li, University of Southern California and NBER Intermediary Balance Sheets and the Treasury Yield Curve
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| 10:40 am | Break | |||
| 11:10 am |
Kerry Y. Siani, Massachusetts Institute of Technology Kairong Xiao, Columbia University and NBER Olivier Darmouni, HEC Paris Nonbank Fragility in Credit Markets: Evidence from a Two-Layer Asset Demand System
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| 12:00 n | Lunch | |||
| 1:00 pm |
Byungwook Kim, University of California, Irvine Correlated Demand Shocks and Asset Pricing |
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| 1:25 pm |
Lorenzo Bretscher, University of Lausanne Ryan Lewis, University of Colorado Boulder Shrihari Santosh, University of Maryland, College Park Investor Betas |
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| 1:50 pm | Break | |||
| 2:20 pm |
Niklas Huether, Indiana University Lukas Schmid, University of Southern California Roberto Steri, University of Luxembourg Credit Market Equivalents and the Valuation of Private Firms
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| 3:10 pm |
Arpit Gupta, New York University and NBER Vrinda Mittal, University of North Carolina at Chapel Hill Stijn Van Nieuwerburgh, Columbia University and NBER Work From Home and the Office Real Estate Apocalypse
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| 4:00 pm | Adjourn | |||