NATIONAL BUREAU OF ECONOMIC RESEARCH, INC. |
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ASSET PRICING PROGRAM MEETING |
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Hanno Lustig and Monika Piazzesi, Organizers |
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Room
206 |
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PROGRAM |
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THURSDAY, APRIL 24: |
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InterContinental |
Empire Room |
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FRIDAY, APRIL 25: |
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8:00 am Continental
Breakfast |
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8:30
am ZHI DA and PENGJIE GAO, |
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Discussant: JONATHAN
BERK, UC, Berkeley and NBER |
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9:30 am Break |
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Discussant: SNEHAL
BANERJEE, Northwestern University |
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10:45
am Break |
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Discussant: STAVROS PANAGEAS, University of
Pennsylvania |
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InterContinental |
Empire Room |
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Discussant: ADRIANO
RAMPINI, |
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2:30 pm PEDRO SANTA-CLARA, UC, Los Angeles
and NBER |
SHU YAN, |
Crashes, Volatility, and the Equity Premium: Lessons
from the S&P 500 Options |
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Discussant: |
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A Mean-Variance
Benchmark for Intertemporal Portfolio Theory |
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Discussant: |
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4/10/08 |