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, Columbia University and NBER Benjamin M. Hébert, Stanford University and NBER Wenhao Li, University of Southern California 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, Columbia University 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 at Boulder Shrihari Santosh, University of Maryland 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 Vrinda Mittal, University of North Carolina 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 | |||