New Developments in Long-Term Asset Management
Luis M. Viceira and Annette Vissing-Jorgensen, Organizers
April 13, 2024
Supported by Norges Bank Investment Management
Gleacher Center, Room 600, 450 North Cityfront Plaza Drive, Chicago, IL, Zoom
| Saturday, April 13 | ||||
| Continental Breakfast | ||||
| 8:00 am |
Roberto Gomez Cram, London Business School Howard Kung, London Business School Hanno Lustig, Stanford University and NBER Can US Treasury Markets Add and Subtract?
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| 8:50 am |
Wenxin Du, Columbia University and NBER Alessandro Fontana, European Insurance and Occupational Pension Authority Petr Jakubik, International Monetary Fund Ralph S. J. Koijen, University of Chicago and NBER Hyun Song Shin, Bank for International Settlements International Portfolio Frictions
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| Break | ||||
| 10:10 am |
Sylvain Catherine, University of Pennsylvania Max Miller, Harvard University James Paron, University of Pennsylvania Natasha Sarin, Yale University Interest-rate Risk and Household Portfolios
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| 11:00 am |
Keynote Speaker: Steven N. Kaplan, University of Chicago and NBER Private Equity: Past, Present and Future (slides) |
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| Lunch - Room 621 | ||||
| 1:00 pm |
Carter K. Davis, Indiana University Mahyar Kargar, University of Illinois at Urbana-Champaign Jiacui Li, University of Utah Why is Asset Demand Inelastic?
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| 1:50 pm |
Lorenzo Bretscher, University of Lausanne Lukas Schmid, University of Southern California Tiange Ye, University of Southern California Passive Demand and Active Supply: Evidence from Maturity-mandated Corporate Bond Funds
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| Break | ||||
| 3:00 pm |
Naz Koont, Columbia University Yiming Ma, Columbia University Lubos Pastor, University of Chicago and NBER Yao Zeng, University of Pennsylvania Steering a Ship in Illiquid Waters: Active Management of Passive Funds
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| Adjourn | ||||