Asset Pricing Program Meeting

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• Ke Tang, Wei Xiong
  Index Investment and Financialization of Commodities
• Alexander Dyck, Adair Morse
  Sovereign Wealth Fund Portfolios
• Robert Novy-Marx
  The Other Side of Value: Good Growth and the Gross Profitability Premium
• Snehal Banerjee, Jeremy Graveline
  The Cost of Short-Selling Liquid Securities
• Lubos Pastor, Pietro Veronesi
  Uncertainty about government policy and stock prices
• Tim Bollerslev, Viktor Todorov
  Tails, Fears and Risk Premia

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