SI 2023 Asset Pricing
Ralph S. J. Koijen and Sydney C. Ludvigson, Organizers
July 13-14, 2023
Ballroom A
Royal Sonesta Hotel, 40 Edwin H. Land Blvd., Cambridge, MA and zoom.us
| Thursday, July 13 | ||||
| 8:00 am | Coffee and Pastries | |||
| AP Joint Session with Macro, Money and Financial Frictions | ||||
| 8:30 am |
Payments, Reserves, and Financial Fragility
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| 9:30 am | Break | |||
| 9:45 am |
A Theory of Payment-Chain Crises
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| 10:45 am | Break | |||
| 11:00 am |
The Market for Inflation Risk
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| 12:00 pm | Lunch | |||
| 1:00 pm |
Counterproductive Sustainable Investing: The Impact Elasticity of Brown and Green Firms
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| 2:00 pm | Break | |||
| 2:15 pm |
Risk Preferences Implied By Synthetic Options
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| 3:15 pm | Break | |||
| 3:30 pm |
The Rise of Alternatives
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| 4:30 pm | Adjourn | |||
| Friday, July 14 | ||||
| 8:00 am | Coffee and Pastries | |||
| 8:30 am |
Simple Allocation Rules and Optimal Portfolio Choice Over the Lifecycle
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| 9:30 am | Break | |||
| 9:45 am |
Perceptions about Monetary Policy
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| 10:45 am | Break | |||
| Lightning Round | ||||
| 11:00 am |
Anomalies and Their Short-Sale Costs |
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Corporate Bond Multipliers: Substitutes Matter |
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The Implied Equity Premium |
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| 12:00 pm | Lunch | |||
| 1:00 pm |
The Factor Multiverse: The Role of Interest Rates in Factor Discovery
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| 2:00 pm | Break | |||
| 2:15 pm |
Are Cryptos Different? Evidence from Retail Trading
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| 3:15 pm | Break | |||
| 3:30 pm |
Debt and Deficits: Fiscal Analysis with Stationary Ratios
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| 4:30 pm | Adjourn | |||